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A SARIMAX coupled modelling applied to individual load curves intraday forecasting

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A dynamic coupled modelling is investigated to take temperature into account in the individual energy consumption forecasting. The objective is both to avoid the inherent complexity of exhaustive SARIMAX models and to take advantage of the usual linear relation between energy consumption and temperature for thermosensitive customers. We first recall some issues related to individual load curves forecasting. Then, we propose and study the properties of a dynamic coupled modelling taking temperature into account as an exogenous contribution and its application to the intraday prediction of energy consumption. Finally, these theoretical results are illustrated on a real individual load curve. The authors discuss the relevance of such an approach and anticipate that it could form a substantial alternative to the commonly used methods for energy consumption forecasting of individual customers.
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Keywords: SARIMA(X) modelling; exogenous covariates; forecasting; individual load curve; seasonality; stationarity; time series analysis

Document Type: Research Article

Affiliations: 1: EDF Recherche & Développement, Département ICAME. 1, avenue du Général de Gaulle, 92141 Clamart Cedex, France 2: Université Bordeaux 1, Institut de Mathématiques de Bordeaux, UMR 5251, and INRIA Bordeaux, team ALEA, 200 Avenue de la Vieille Tour, 33405 Talence cedex, France

Publication date: June 1, 2013

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