Séance Séminaire

Séminaire de Probabilités et Statistique

lundi 08 avril 2019 à 13:45 - UM - Bât 09 - Salle de conférence (1er étage)

Jean-Michel Poggi (Université Paris Sud)

Scalable Clustering of Individual Electrical Curves for Profiling and Bottom-Up Forecasting

Smart grids require flexible data driven forecasting methods. We propose clustering tools for bottom-up short-term load forecasting. We focus on individual consumption data analysis which plays a major role for energy management and electricity load forecasting. The first section is dedicated to the industrial context and a review of individual electrical data analysis. Then, we focus on hierarchical time-series for bottom-up forecasting. The idea is to decompose the global signal and obtain disaggregated forecasts in such a way that their sum enhances the prediction. This is done in three steps: identify a rather large number of super-consumers by clustering their energy profiles, generate a hierarchy of nested partitions and choose the one that minimize a prediction criterion. Using a nonparametric model to handle forecasting, and wavelets to define various notions of similarity between load curves, this disaggregation strategy gives a 16% improvement in forecasting accuracy when applied to French individual consumers. Then, this strategy is implemented using R---the free software environment for statistical computing---so that it can scale when dealing with massive datasets. The proposed solution is to make the algorithm scalable combine data storage, parallel computing and double clustering step to define the super-consumers. The resulting software is openly available