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Encoder-decoder-based recurrent neural network (RNN) has made significant progress in sequence-to-sequence learning tasks such as machine translation and conversational models. Recent works have shown the advantage of this type of network in dealing with various time series forecasting tasks. The present paper focuses on the problem of multi-horizon short-term load forecasting, which plays a key role in the power systems planning and operation. Leveraging the encoder-decoder RNN, we develop an attention model to select the relevant features and similar temporal information adaptively. First, input features are assigned with different weights by a feature selection attention layer, while the updated historical features are encoded by a bi-directional long short-term memory (BiLSTM) layer. Then, a decoder with hierarchical temporal attention enables a similar day selection, which re-evaluates the importance of historical information at each time step. Numerical results tested on the dataset of the global energy forecasting competition 2014 show that our proposed model significantly outperforms some existing forecasting schemes.
Feature selection is important in data representation and intelligent diagnosis. Elastic net is one of the most widely used feature selectors. However, the features selected are dependant on the training data, and their weights dedicated for regulari
Short-term load forecasting is a critical element of power systems energy management systems. In recent years, probabilistic load forecasting (PLF) has gained increased attention for its ability to provide uncertainty information that helps to improv
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Electricity load forecasting is crucial for the power systems planning and maintenance. However, its un-stationary and non-linear characteristics impose significant difficulties in anticipating future demand. This paper proposes a novel ensemble deep