EconPapers    
Economics at your fingertips  
 

Power load forecasting combining deep learning models and improved CLPO algorithm

Jianguang Song, Xiang Wei, Zhipeng Li, Xia Zhang, Guoheng Zhang and Lu Wang

PLOS ONE, 2026, vol. 21, issue 6, 1-1

Abstract: The accuracy of power load forecasting directly affects the stable operation of the power system and energy optimization configuration. In response to the complex nonlinear characteristics of load data and the tendency of existing methods to fall into local optima, this study selects time-series convolutional networks, Long Short-Term Memory (LSTM) networks, and bidirectional LSTM to propose a combined deep learning model through weighted reconstruction. On this basis, the parrot optimization algorithm is introduced for iteration and strategy optimization, and joint error correction is performed to propose a new power load forecasting model. The experimental results show that under the same conditions and with the same hyperparameters, the conventional gradient descent optimization method takes about 330 rounds to reach 0.85 and the highest is only about 0.89. While the proposed method reaches 0.85 in about 200 rounds and eventually approaches 0.95. The overall convergence is faster and the accuracy is higher. On the UK-NGED dataset, the long-term prediction mean absolute errors of Transformer-DGNN, EEMD-Attention and VMD-ResNet are 0.214, 0.238 and 0.257 respectively, and the research method is 0.181. Simultaneously, continuous learning-based parrot optimization and error correction model suppress weight drift and short-term bias during optimization, maintaining prediction stability under concept drift and non-steady load patterns. When prediction performance degrades, error-monitoring-based lightweight retraining rapidly restores model accuracy. Under extreme weather conditions, the root mean square error of the baseline method is 0.295–0.318, and that of the research method is 0.250. To confirm that the differences are not due to random fluctuations, a two-sample t-test is conducted on the root mean square error distributions from 10 independent experiments. After explicitly calculating the mean difference, variance, and degrees of freedom, the result yields p

Date: 2026
References: Add references at CitEc
Citations:

Downloads: (external link)
https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0351428 (text/html)
https://journals.plos.org/plosone/article/file?id= ... 51428&type=printable (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0351428

DOI: 10.1371/journal.pone.0351428

Access Statistics for this article

More articles in PLOS ONE from Public Library of Science
Bibliographic data for series maintained by plosone ().

 
Page updated 2026-07-05
Handle: RePEc:plo:pone00:0351428