An integrated fuzzy regression algorithm for energy consumption estimation with non-stationary data: A case study of Iran

A. Azadeh, M. Saberi and O. Seraj

Energy, 2010, vol. 35, issue 6, 2351-2366

Abstract: This study presents an integrated fuzzy regression and time series framework to estimate and predict electricity demand for seasonal and monthly changes in electricity consumption especially in developing countries such as China and Iran with non-stationary data. Furthermore, it is difficult to model uncertain behavior of energy consumption with only conventional fuzzy regression (FR) or time series and the integrated algorithm could be an ideal substitute for such cases. At First, preferred Time series model is selected from linear or nonlinear models. For this, after selecting preferred Auto Regression Moving Average (ARMA) model, Mcleod-Li test is applied to determine nonlinearity condition. When, nonlinearity condition is satisfied, the preferred nonlinear model is selected and defined as preferred time series model. At last, the preferred model from fuzzy regression and time series model is selected by the Granger-Newbold. Also, the impact of data preprocessing on the fuzzy regression performance is considered. Monthly electricity consumption of Iran from March 1994 to January 2005 is considered as the case of this study. The superiority of the proposed algorithm is shown by comparing its results with other intelligent tools such as Genetic Algorithm (GA) and Artificial Neural Network (ANN).

Keywords: Fuzzy regression; Forecasting; Preprocessing; Time series; Electricity consumption; Post processing; Auto correlation function (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (39)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:energy:v:35:y:2010:i:6:p:2351-2366

DOI: 10.1016/j.energy.2009.12.023

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