Time Series Forecasting via a Higher Order Neural Network trained with the Extended Kalman Filter for Smart Grid Applications

Author:

Ricalde Luis J.1,Catzin Glendy A.1,Alanis Alma Y.2,Sanchez Edgar N.2

Affiliation:

1. Universidad Autonoma de Yucatan, Mexico

2. Universidad de Guadalajara, Mexico

Abstract

This chapter presents the design of a neural network that combines higher order terms in its input layer and an Extended Kalman Filter (EKF)-based algorithm for its training. The neural network-based scheme is defined as a Higher Order Neural Network (HONN), and its applicability is illustrated by means of time series forecasting for three important variables present in smart grids: Electric Load Demand (ELD), Wind Speed (WS), and Wind Energy Generation (WEG). The proposed model is trained and tested using real data values taken from a microgrid system in the UADY School of Engineering. The length of the regression vector is determined via the Lipschitz quotients methodology.

Publisher

IGI Global

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