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A New Multi-method Combination Forecasting Model for ESDD Predicting

Haiyan Shuai1,2 and Gong Qingwu1 Jun Wu


1.School of Electrical Engineering of Wuhan University Three Gorges Vocational College of Electric Power ,
2.Wuhan Technical College of Communications Yichang 443000, China
Wuhan City, China E-mail: wujin2008@sina.com
E-mail: wdshy@126.com

Abstract—Equal Salt Deposit Density (ESDD) is a main factor to object than a single model does. J.M. Bates and C.J.W. Granger
classify contamination severity and draw pollution distribution proved the combination of two or more than two agonic single
map. To cope with the problems existing in the ESDD predicting by forecasting models can produce the result better than that of each
multivariate linear regression (MLR), back propagation (BP) single model, which showed combination forecasting method
neural network and least squares support vector machines can increase prediction accuracy [8].
(LSSVM), a nonlinear combination forecasting model based on To improve ESDD forecasting accuracy, a nonlinear
wavelet neural network (WNN) for ESDD is proposed. The model is combination forecasting model based on wavelet neural network
a WNN with three layers, whose input layer has three neurons and
(WNN) for ESDD is proposed. The model is a WNN with three
output layer has one neuron, namely, regarding the ESDD
forecasting results of MLR, BP and LSSVM as the inputs of the
layers, whose inputs are the forecasting results of MLR, BP and
model and the observed value as the output. In the interest of better LSSVM, and outputs are the observed values of ESDD. For the
reflection of the influence of each single forecasting model on ESDD sake of better reflection of the influence of each single
and increase of the accuracy of ESDD prediction, the paper uses forecasting model on ESDD and increase of the accuracy of
Morlet wavelet to construct WNN, error backpropagation ESDD prediction, the article uses Morlet wavelet to construct
algorithm to train the network and genetic algorithm to determine WNN, error backpropagation algorithm to train the network and
the initials of the parameters. Simulation results show that the genetic algorithm to determine the initials of the parameters.
accuracy of the proposed combination ESDD forecasting model is Simulation results show that the accuracy of the proposed
higher than that of any single model and also higher than that of combination model is higher than that of any single model and
traditional linear combination forecasting (LCF) model. The model also higher than that of linear combined forecasting (LCF) model.
provides a new feasible way to increase the accuracy of pollution The model provides a new doable way to boost the precision of
distribution map of power network. pollution distribution map of power network.
Keywords- equal salt deposit densit ; multivariate linear II. BRIEF INTRODUCTIONS OF MLR, BP, LSSVM, AND
regression; BP neural network; least squares support vector machines; LCF
combination forecasting; wavelet neural network
A. MLR Model
I. INTRODUCTION If y is a random variable predicted through x1 , x2 , , x p and
Exposed to dirty environment, surfaces of insulators will be
there is a linear relationship between them, then a p -variable
polluted. After being wetted, the polluted layers will deduce
insulators’ insulation capability which often invites pollution linear regression equation can be constructed as follow [9]:
flashover. In recent years [1]-[2], there have happened several y = β 0 + β 1 x1 + + β p xp + ε (1)
large area pollution flashovers in some locals or the whole Where p is the number of independent
country, which resulted in large area power blackout. Among all
the causes resulting in pollution flashover, the lag and the variables, β 0 , β1 , , and β p are the ( p + 1) parameters being
inaccuracy of pollution distribution map of power network is a
estimated; ε ∼ N (0, σ ) is random error . The task of MLR is
2

primary one. Equal Salt Deposit Density (ESDD) is the


dominant factor to classify contamination severity and draw to solve the following three problems according to (1).
pollution distribution map. At present, the methods of ESDD 1. Determine β 0 , β1 , , and β p and the regression equation.
forecasting are mainly traditional multivariate linear
regression(MLR)[3]-[4], back propagation (BP) neural 2. Carry out significant test to the regression equation. If the
network[5], and least squares support vector machines equation is representative, it is significant and can be used;
(LSSVM)[6]-[7]. Combination forecasting integrates the useful otherwise, it can not be adopted.
information of all single forecasting models; hence it can more 3. Use the regression equation to predict or control the
systemically and comprehensively reflect the changes of an dependent variable under significant condition.

This work was supported in part by Ministry of Science and Technology of China
(NCSIE-2006-JKZX-174))

978-1-4244-4813-5/10/$25.00 ©2010 IEEE


B. BP Model After elimination of ω and e , and application of the Mercer
BP [5] is a kind of feed forward neural network. Supposing a condition, one can get finally the following LS-SVM model for
BP network has m layers, and each layer has several neurons. function estimation
The neuron j of layer k has such an input-output relationship m

being described as: y = ∑ α k K ( x, x k ) + b (7)


k =1
⎡ n ( k ) ( k −1) ( k ) ⎤
⎢⎣ ∑
k −1

ωij xi − b j ⎥
k (k )
xj = f j D. LCF Model
i =1 ⎦ (2)
LCF model [12] takes the form:
( j = 1, 2, , nk ; k = 1, 2, , m)
⎧ g t = k1 g 1 t + k 2 g 2 t + k 3 g 3 t
Where ω
(k )
is the connection weight between neuron i of ⎨ (8)
ij
⎩ k1 + k 2 + k 3 = 1 ( k i ≥ 0, i = 1, 2, 3)
(k )
layer (k − 1) and neuron j of layer k ; b j is the threshold of Where gt is the value of LCF; g1t , g 2 t and g 3t are the
(k )
neuron j ; the activation function f j
is a sigmoidal function, forecasting values of MLR, BP and LSSVM respectively;
and k1 , k 2 and k3 are the weighted coefficients of the three single
i.e., f j ( x ) = 1
(k )
; and nk is the number of neurons
(1 + exp( − x)) models respectively. To LCF, its main task is to adopt
of layer k . optimization measures to obtain the optimal weighted
coefficients which can make the error sum of squares of the
C. LSSVM Model combined forecasting be least.
LSSVM [101]-[11] is described as following: considering a
III. WNN COMBINATION FORECASTING MODEL FOR
{x , y }
m
given training set of m data points k k k =1
where ESDD PREDICTING
n
xk ∈ R is the kth input vector and yk ∈ R is the kth output. In Supposing, z1i , z2 i and z3i are the ith ESDD predicting
the feature space SVM models take the form: values of MLR, BP and LSSVM respectively, hi is the ith
y ( x) = ω ϕ ( x) + b
T
(3) measured value. One can use z1i , z2 i and z3i to construct a
In LSSVM for function estimation the following optimization nonlinear combination function[13]
problem is formulated: ∧
1 T 1 m 2 hi = ϕ i ( Z ) = ϕi ( z1i , z 2 i , z3i ) (9)
min J ( ω , e ) = ω ω + γ ∑ ek
ω ,b , e 2 2 i =1 (4) ∧
Where, ϕ is the nonlinear function and hi is the combined
s.t . y k = ω ϕ ( x k ) + b + ek k = 1, ..., m
T

forecasting value. In this paper, WNN is used to design the


Where γ is a positive real constant and should be considered nonlinear function ϕ .
as a tuning parameter in the algorithm. WNN [14] adopts nonlinear wavelet basis to replace
The Lagrangian is given by common-used Sigmoid function in traditional neural network.
m

{
L ( ω , b , e , α ) = J ( ω , e ) − ∑ α k ω T ϕ ( x k ) + b + ek − y k } Through linear superposition of nonlinear wavelet basis
(5) selected, the combination of the ESDD data of all single
forecasting models is realized. The nonlinear combination
Where α k are Lagrange multipliers. function in (9) can be fitted as follow:
The conditions for optimality are L

⎧ ∂L = 0 → m α = 0 m ∑ v jk z ji − bk
⎪ ∂b ∑ k hˆi = ϕi (Z ) = ∑ ωk g (
k =1
j =1
ak
) (10)

k =1

⎪ ∂L = 0 → α = γ e k = 1, 2, 3..., m
Where ϕi ( Z ) is the ESDD value of nonlinear combination
⎪⎪ ∂ek k k
forecasting corresponding to the measured one hi ; z ji expresses

⎪ ∂L = 0 → ωT ϕ ( x ) + b + e − y = 0 k = 1, 2, 3, ...m the ith prediction value of the jth model, L=3
⎪ ∂α k k k k
; Z = ( z1i , z2 i , z3i ) ; the parameters- ωk 、 v jk 、 bk 、 ak are the

⎪ ∂L = 0 → ω = ∑ α ϕ (x )
m
(6) weighted coefficient between output terminal and the kth
⎪⎩ ∂ω i =1
k k hidden layer node, the weighted between the jth input and the
kth hidden layer node, the translation factor and scaling factor
of the kth wavelet basis respectively; the number of wavelet ∂E I
S
2
S
2

basis m is 7, according to the empirical formula 2n + 1 . ∂a k


= − ∑ [ϕ i
( Z ) − h i ]ω k [cos(1.75 S ) exp( −
2
)
ak
i =1
Considering Morlet wavelet possessing relatively good
2
localization and smoothness, it will be selected in (10). S S
+ 1.75 sin(1.75 S ) exp( − ) ]
2 2 ak
x
g ( x ) = cos(1.75 x ) exp(− ) (11) 2) Introduce momentum factor α to amend each parameter;
2
The objective of using WNN to carry out regression analysis ∂E
ω k (t + 1) = ω k (t ) − η + α ω k (t )
∂ω k
is to determine the network parameters by which ϕi ( Z ) can be
∂E
fitted optimally with hi . ωk 、 v jk 、 bk and ak can be optimized v jk (t + 1) = v jk (t ) − η + α v jk (t )
∂v jk
via Minimum Mean Square Error (MMSE) energy function as
follow. ∂E
bk (t + 1) = bk (t ) − η + α bk (t )
L ∂bk
1 I m ∑v jk z ji − bk
∂E
E = ∑ [ ∑ ωk g ( (12) a k (t + 1) = a k (t ) − η + α a k (t )
j =1
) − hi )]2
2 i =1 k =1 ak ∂a k

Where, I is the number of training samples and hi is the Where, η is the learning ratio and α is the momentum
factor.
ith observed value. 3) Compute current output of WNN: put current parameters
To gain the optimal parameters is to minimize (12). In this into (10) to get current output of the network;
article, gradient descent algorithm is used as WNN learning 4) Numerate error function value. When the error is less than
principle. The details are as followings: the set one, the learning process is terminated; otherwise, turns to
(1) Initialize ωk 、 v jk 、 bk and ak between [ −1,1] by step (2).
using Genetic Algorithm [15];
IV. EXPERIMETNAL RESULTS
(2) Select randomly a training mode, and input the learning
samples z ji and corresponding output hi ; On the basis of the model principles and modeling steps in
the text, Matlab 7.0 is adopted to write the ESDD prediction
(3) Work out the predicting value of the network hˆi , the programs based on WNN. References [3]-[5], [7] show there is a
close relationship between insulators ESDD and meteorological
followings are the details: factors. So, for each single model, 120 samples of the historical
1) Calculate the gradient of each parameter; meteorological data and ESDD data provided by “Optical
L
z * − bk Sensor System for the ESDD Monitoring of Transmission
*
Let z = ∑ v jk z ji , S = ak
,then the gradients of( Equipment” (developed by Wuhan High Voltage Research
j =1
Institute and Wuhan Kangpu Changqing Software Company) are
12)are respectively: regarded as training set and forecasting set, where 90 samples
∂E I
z * − bk
∂ω k
=− ∑ [ϕ ( Z ) − h ]g [
i i
ak
]
i =1

2
∂E I
S S
= − ∑ [ϕ i ( Z ) − h i ]ω k [ − cos(1.75 S ) exp( − )
∂ v jk i =1 2 ak
2
S 1
− 1.75 sin(1.75 S ) exp( − ) ] z ji
2 ak
2
∂E I
S S
∂ b jk
= − ∑ [ϕ i
( Z ) − h i ]ω k [cos(1.75 S ) exp( −
2
)
ak
i =1

2
S 1
+ 1.75 sin(1.75 S ) exp( − ) ] Figure. 1. Optical sensor system for the ESDD monitoring of
2 ak transmission equipment

belong to training set, and the rest 30 samples to test set.


From Tab. 1, it can be seen that the average relative error of
MLR is 8.094% which is the biggest one among those of the
five forecasting models ,and that of WNN is 3.377% , the least
one , and each relative error of WNN is less than 6% .The [2] Y. Liu, J.k. Wang, “Analysis of large area pollution flashover occurred in
Shaanxi power network on Dec.18, 2000 and preventative measures for
average relative error of LCF is 4.590% which is only bigger similar accidents”. Power System Technology, vol. 26, pp.82-85, Jun. 2002.
than that of WNN. Besides, the maximum relative error of LCF, [3] A. S. Almad, H. Ahmad, M. A. Salam, and Saad AHMAD , “Regression
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high voltage insulators”, in Annual Report Conference on 2000 Electrical
7.58% respectively; while that of WNN is only 5.17% . This Insulation and Dielectric Phenomena, pp. 218-221.
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higher than that of each single model, and compared with LCF Mustafa, “Prediction of salt contamination on high voltage insulators in
model, WNN combination model presented is more stable and rainy season using regression technique”, Proceedings of TENCON , vol. 3,
practical, and can improve efficiently forecasting precision. pp.184-189, 2000 .
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TABLEⅠ. COMPARISON OF FORECASTING RESULTS OF TEN ESDD

Combination forecasting Single forecasting


Times WNN LCF MLR BP LSSVM
Actual Forecasting Forecasting Forecasting
δ (%)
a Forecasting δ (%) Forecasting
δ (%) δ (%)
(mg/cm )(mg/cm2)δ (%)
2 2 2
(mg/cm )
2
(mg/cm )
2
(mg/cm ) (mg/cm )

2006.4.8 0.0268 0.0278 3.73 0.0252 5.97 0.0286 6.72 0.0249 7.09 0.0284 5.97
2006.4.16 0.0263 0.0271 3.04 0.0276 4.94 0.0291 10.65 0.0247 6.08 0.0286 8.75
2006.4.21 0.0390 0.0381 2.31 0.0375 3.85 0.0412 5.64 0.0421 7.95 0.0363 6.92
2006.5.3 0.0353 0.0362 2.55 0.0367 3.97 0.0331 6.23 0.0334 5.38 0.0342 3.12
2006.5.8 0.0232 0.0244 5.17 0.0244 3.61 0.0248 6.45 0.0251 8.19 0.0247 6.47
2006.5.13 0.0264 0.0255 3.41 0.0251 4.92 0.0239 9.47 0.0292 10.61 0.0244 7.58
2006.5.21 0.0487 0.0497 2.05 0.0517 6.16 0.0534 9.65 0.0527 8.21 0.0460 5.54
2006.6.1 0.0432 0.0414 4.17 0.0421 2.55 0.0463 7.17 0.0410 5.09 0.0455 5.32
2006.6.9 0.0459 0.0442 3.70 0.0481 4.79 0.0491 6.97 0.0427 6.97 0.0482 5.01
2006.6.18 0.0467 0.0484 3.64 0.0491 5.14 0.0411 11.99 0.0488 4.50 0.0451 3.43

b 3.377 4.590 8.094 7.007 5.811


δ (%)

a: δ % is relative error; b: δ % is average relative error

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