Skip to main content

Feature Selection Using Genetic Algorithm and Bayesian Hyper-parameter Optimization for LSTM in Short-Term Load Forecasting

  • Conference paper
  • First Online:
Intelligent Systems and Networks (ICISN 2021)

Part of the book series: Lecture Notes in Networks and Systems ((LNNS,volume 243))

Included in the following conference series:

  • 809 Accesses

Abstract

Electricity load forecasting at nationwide level is important in efficient energy management. Machine learning methods using big data multi-time series are widely applied to solve this problem. Data used in forecasting are collected from advanced SCADA system, smart sensors and other related sources. Therefore, feature selection should be carefully optimized for machine learning models. In this study, we propose a forecasting model using long short-term memory (LSTM) network with input features selected by genetic algorithm (GA). Then, we employ Bayesian optimization (BO) to fine-tune the hyper-parameters of LSTM network. The proposed model are utilized to forecast Vietnam electricity load for two days ahead. Test results have confirmed the model has better accuracy in comparison with currently used models.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 139.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 179.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Cheng, H., Ding, X., Zhou, W., Ding, R.: A hybrid electricity price forecasting model with Bayesian optimization for German energy exchange. Int. J. Electr. Power Energy Syst. 110, 653–666 (2019)

    Article  Google Scholar 

  2. Frazier, P.I.: A tutorial on Bayesian optimization (2018)

    Google Scholar 

  3. Gers, F.A., Schmidhuber, J.A., Cummins, F.A.: Learning to forget: continual prediction with LSTM. Neural Comput. 12(10), 2451–2471 (2000)

    Article  Google Scholar 

  4. Heydari, A., Majidi Nezhad, M., Pirshayan, E., Astiaso Garcia, D., Keynia, F., De Santoli, L.: Short-term electricity price and load forecasting in isolated power grids based on composite neural network and gravitational search optimization algorithm. Appl. Energy 277, 115503 (2020)

    Google Scholar 

  5. Hochreiter, S., Schmidhuber, J.: Long short-term memory. Neural Comput. 9(8), 1735–1780 (1997)

    Article  Google Scholar 

  6. Huang, Y., Gao, Y., Gan, Y., Ye, M.: A new financial data forecasting model using genetic algorithm and long short-term memory network. Neurocomputing 425, 207–218 (2020)

    Google Scholar 

  7. Jones, D., Schonlau, M., Welch, W.: Efficient global optimization of expensive black-box functions. J. Global Optim. 13, 455–492 (1998)

    Article  MathSciNet  Google Scholar 

  8. Kaelbling, L.P., Littman, M.L., Moore, A.W.: Reinforcement learning: a survey. CoRR cs.AI/9605103 (1996). https://arxiv.org/abs/cs/9605103

  9. Kulshrestha, A., Krishnaswamy, V., Sharma, M.: Bayesian BILSTM approach for tourism demand forecasting. Ann. Tourism Res. 83, 102,925 (2020)

    Google Scholar 

  10. Quang, D.N., Thi, N.A.N., Solanki, V.K., An, N.L.: Prediction of water level using time series, wavelet and neural network approaches. Int. J. Inf. Retriev. Res. (IJIRR) 10, 1–19 (2020)

    Google Scholar 

  11. Rasmussen, C.E., Williams, C.K.I.: Gaussian Processes for Machine Learning (Adaptive Computation and Machine Learning). The MIT Press (2005)

    Google Scholar 

  12. Salami, M., Sobhani, F., Ghazizadeh, M.: A hybrid short-term load forecasting model developed by factor and feature selection algorithms using improved grasshopper optimization algorithm and principal component analysis. Electr. Eng. 102, 437–460 (2019)

    Google Scholar 

  13. Sheikhan, M., Mohammadi, N.: Neural-based electricity load forecasting using hybrid of GA and ACO for feature selection. Neural Comput. Applications - NCA 21, 1–10 (2011)

    Google Scholar 

  14. Sulandari, W., Subanar, Lee, M.H., Rodrigues, P.C.: Indonesian electricity load forecasting using singular spectrum analysis, fuzzy systems and neural networks. Energy 190, 116,408 (2020)

    Google Scholar 

  15. Wang, F., Xuan, Z., Zhen, Z., Li, K., Wang, T., Shi, M.: A day-ahead PV power forecasting method based on LSTM-RNN model and time correlation modification under partial daily pattern prediction framework. Energy Convers. Manage. 212, 112,766 (2020)

    Google Scholar 

  16. Zhang, Q., Hu, W., Liu, Z., Tan, J.: TBM performance prediction with Bayesian optimization and automated machine learning. Tunnelling Undergr. Space Technol. 103, 103,493 (2020)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Nguyen Thi Ngoc Anh .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2021 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Anh, N.N., Anh, N.H.Q., Tung, N.X., Anh, N.T.N. (2021). Feature Selection Using Genetic Algorithm and Bayesian Hyper-parameter Optimization for LSTM in Short-Term Load Forecasting. In: Tran, DT., Jeon, G., Nguyen, T.D.L., Lu, J., Xuan, TD. (eds) Intelligent Systems and Networks . ICISN 2021. Lecture Notes in Networks and Systems, vol 243. Springer, Singapore. https://doi.org/10.1007/978-981-16-2094-2_9

Download citation

Publish with us

Policies and ethics