Incremental Learning Model for Load Forecasting without Training Sample

This article presents hourly load forecasting by using an incremental learning model called Online Sequential Extreme Learning Machine (OS-ELM), which can learn and adapt automatically according to new arrival input. However, the use of OS-ELM requires a sufficient amount of initial training sample data, which makes OS-ELM inoperable if sufficiently accurate sample data cannot be obtained. To solve this problem, a synthesis of the initial training sample is proposed. The synthesis of the initial sample is achieved by taking the first data received at the start of working and adding random noises to that data to create new and sufficient samples. Then the synthesis samples are used to initial train the OS-ELM. This proposed method is compared with Fully Online Extreme Learning Machine (FOS-ELM), which is an incremental learning model that also does not require the initial training samples. Both the proposed method and FOS-ELM are used for hourly load forecasting from the Hourly Energy Consumption dataset. Experiments have shown that the proposed method with a wide range of noise levels, can forecast hourly load more accurately than the FOS-ELM.