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Accurate and reliable low-voltage load forecasting is critical to optimal operation and control of distribution network and smart grid. However, compared to traditional regional load forecasting at high-voltage level, it faces tough challenges due to the inherent high uncertainty of the low-capacity load and distributed renewable energy integrated in the demand side. This paper proposes a novel hybrid ensemble deep learning (HEDL) approach for deterministic and probabilistic low-voltage load forecasting. The deep belief network (DBN) is applied to low-voltage load point prediction with the strong ability of approximating nonlinear mapping. A series of ensemble learning methods including bagging and boosting variants are introduced to improve the regression ability of DBN. In addition, the differencing transformation technique is utilized to ensure the stationarity of load time series for the application bagging and boosting methods. On the basis of the integrated thought of ensemble learning, a new hybrid ensemble algorithm is developed via integrating multiple separate ensemble methods. Considering the diversity in various ensemble algorithms, an effective K nearest neighbor classification method is utilized to adaptively determine the weights of sub-models. Furthermore, HEDL based probabilistic forecasting is proposed by taking advantage of the inherent resample idea in bagging and boosting. The effectiveness of the HEDL method for both deterministic and probabilistic forecasting has been systematically verified based on realistic load data from East China and Australia, indicating its promising prospective for practical applications in distribution networks. [ABSTRACT FROM AUTHOR]

In this paper, a deep learning long-short-term memory (LSTM) method is applied to the forecasting of the critical frequency of the ionosphere F2 layer (foF2). Hourly values of foF2 from 10 ionospheric stations in China and Australia (based on availability) from 2006 to 2019 are used for training and verifying. While 2015 and 2019 are exclusive for verifying the forecasting accuracy. The inputs of the LSTM model are sequential data for the previous values, which include local time (LT), day number, solar zenith angle, the sunspot number (SSN), the daily F10.7 solar flux, geomagnetic the Ap and Kp indices, geographic coordinates, neutral winds, and the observed value of foF2 at the previous moment. To evaluate the forecasting ability of the deep learning LSTM model, two different neural network forecasting models: a back-propagation neural network (BPNN) and a genetic algorithm optimized backpropagation neural network (GABP) were established for comparative analysis. The foF2 parameters were forecasted under geomagnetic quiet and geomagnetic disturbed conditions during solar activity maximum (2015) and minimum (2019), respectively. The forecasting results of these models are compared with those of the international reference ionosphere model (IRI2016) and the measurements. The diurnal and seasonal variations of foF2 for the 4 models were compared and analyzed from 8 selected verification stations. The forecasting results reveal that the deep learning LSTM model presents the optimal performance of all models in forecasting the time series of foF2, while the IRI2016 model has the poorest forecasting performance, and the BPNN model and GABP model are between two of them. [ABSTRACT FROM AUTHOR]

Abstract Coal plays a key role in China's economy as a dominant primary energy resource. In this paper, we provide probability density forecasts for weekly steam coal prices in China based on daily factors such as renewable energy source, Daqing oil, Japanese natural gas, Australia steam coal prices, coal mining industry index, A-share power sector index, A-share index, coal industry index, and temperature. The empirical results show that the influence of temperature lasts longer than other factors, while the Australia steam coal prices, renewable energy source and A-share index are the three best predictors for steam coal prices. It is also shown that the high-frequency factors are useful to forecast steam coal prices and that considering the nonlinearity of coal prices can improve the forecast accuracy by about 22%. We further provide the probability density forecasts for steam coal prices based on the influence of all the selected factors, the results suggest that our proposed method can provide accurate and satisfying probability density forecasts. Given these results, the policy-makers can make effective strategies which can not only adjust the energy structure but also ensure economic growth. • High-frequency factors are useful to forecast coal prices. • C-MIDAS-X model considers the high-frequency factors and the nonlinearity of coal prices. • The probability density forecasts are satisfying. [ABSTRACT FROM AUTHOR]