Pattern recognition as a tool to support decision making in the management of the electric sector. Part II: A new method based on clustering of multivariate time series

Abstract This work presents a new method for the clustering and pattern recognition of multivariate time series (CPT-M) based on multivariate statistics. The algorithm comprises four steps that extract essential features of multivariate time series of residential users with emphasis on seasonal and temporal profile, among others. The method was successfully implemented and tested in the context of an energy efficiency program carried out by the Electric Company of Alagoas (Brazil) that considers, among others, the analysis of the impact of replacing refrigerators in low-income consumers’ homes in several towns located within the state of Alagoas (Brazil). The results were compared with a well-known method of time series clustering already established in the literature, the Fuzzy C-Means (FCM). Unlike C-means models of clustering, the CPT-M method is also capable to obtain directly the number of clusters. The analysis confirmed that the CPT-M method was capable to identify a greater diversity of patterns, showing the potential of this method in better recognition of consumption patterns considering simultaneously the effect of other variables in additional to load curves. This represents an important aspect to the process of decision making in the energy distribution sector.

[1]  Annick Lesne,et al.  Improving the efficiency of multidimensional scaling in the analysis of high-dimensional data using singular value decomposition , 2011, Bioinform..

[2]  Mia Hubert,et al.  An adjusted boxplot for skewed distributions , 2008, Comput. Stat. Data Anal..

[3]  Enrico Carpaneto,et al.  Electricity customer classification using frequency–domain load pattern data , 2006 .

[4]  Z. Vale,et al.  An electric energy consumer characterization framework based on data mining techniques , 2005, IEEE Transactions on Power Systems.

[5]  M. K. Soni,et al.  Artificial Neural Network-Based Peak Load Forecasting Using Conjugate Gradient Methods , 2002, IEEE Power Engineering Review.

[6]  Gilberto De Martino Jannuzzi,et al.  The efficient use of electricity in Brazil: progress and opportunities , 1998 .

[7]  K.L. Lo,et al.  Application of Fuzzy Clustering to Determine Electricity Consumers' Load Profiles , 2006, 2006 IEEE International Power and Energy Conference.

[8]  Michalis Vazirgiannis,et al.  c ○ 2001 Kluwer Academic Publishers. Manufactured in The Netherlands. On Clustering Validation Techniques , 2022 .

[9]  P. Postolache,et al.  Customer Characterization Options for Improving the Tariff Offer , 2002, IEEE Power Engineering Review.

[10]  Gianfranco Chicco,et al.  Overview and performance assessment of the clustering methods for electrical load pattern grouping , 2012 .

[11]  S. Chiu,et al.  A cluster estimation method with extension to fuzzy model identification , 1994, Proceedings of 1994 IEEE 3rd International Fuzzy Systems Conference.

[12]  Anil K. Jain,et al.  Data clustering: a review , 1999, CSUR.

[13]  Nikos D. Hatziargyriou,et al.  A pattern recognition methodology for evaluation of load profiles and typical days of large electricity customers , 2008 .

[14]  Wilbert F. Stoecker,et al.  Industrial Refrigeration Handbook , 1998 .

[15]  Ian Dobson,et al.  Quantifying transmission reliability margin , 2004 .

[16]  S. Tso,et al.  Study of climatic effects on peak load and regional similarity of load profiles following disturbances based on data mining , 2006 .

[17]  C. Senabre,et al.  Methods for customer and demand response policies selection in new electricity markets , 2007 .

[18]  George Karabatis,et al.  Discrete wavelet transform-based time series analysis and mining , 2011, CSUR.

[19]  Jin Wen,et al.  Application of pattern matching method for detecting faults in air handling unit system , 2014 .

[20]  G. Chicco,et al.  Comparisons among clustering techniques for electricity customer classification , 2006, IEEE Transactions on Power Systems.

[21]  Jürgen Kurths,et al.  Multivariate recurrence network analysis for characterizing horizontal oil-water two-phase flow. , 2013, Physical review. E, Statistical, nonlinear, and soft matter physics.

[22]  F. Gubina,et al.  Determining the load profiles of consumers based on fuzzy logic and probability neural networks , 2004 .

[23]  Gianfranco Chicco,et al.  Emergent electricity customer classification , 2005 .

[24]  Zhong-Ke Gao,et al.  Recurrence networks from multivariate signals for uncovering dynamic transitions of horizontal oil-water stratified flows , 2013 .

[25]  T. Ouarda,et al.  Estimation of water quality characteristics at ungauged sites using artificial neural networks and canonical correlation analysis , 2011 .

[26]  J. Contreras,et al.  Optimal Response of an Oligopolistic Generating Company to a Competitive Electric Power Market , 2002, IEEE Power Engineering Review.

[27]  Cyrus Shahabi,et al.  A PCA-based similarity measure for multivariate time series , 2004, MMDB '04.

[28]  Charles Goldman,et al.  Review of US ESCO industry market trends: an empirical analysis of project data , 2003 .

[29]  V. J. Rayward-Smith,et al.  Fuzzy Cluster Analysis: Methods for Classification, Data Analysis and Image Recognition , 1999 .

[30]  G. Chicco,et al.  Renyi entropy-based classification of daily electrical load patterns , 2010 .

[31]  Edward Vine,et al.  An international survey of the energy service company (ESCO) industry , 2005 .

[32]  Xiaogang Deng,et al.  Modified kernel principal component analysis based on local structure analysis and its application to nonlinear process fault diagnosis , 2013 .

[33]  P. Rousseeuw Silhouettes: a graphical aid to the interpretation and validation of cluster analysis , 1987 .

[34]  Zhong-Ke Gao,et al.  Multivariate weighted complex network analysis for characterizing nonlinear dynamic behavior in two-phase flow , 2015 .

[35]  Hajime Miyauchi,et al.  Seasonal Peak Characteristic Comparison Analysis by Hourly Electricity Demand Model , 2014 .

[36]  Joseph Janes Categorical relationships: chi‐square , 2001 .

[37]  Geeta Sikka,et al.  Recent Techniques of Clustering of Time Series Data: A Survey , 2012 .

[38]  Z. Vale,et al.  Data Mining Contributions to Characterize MV Consumers and to Improve the Suppliers-Consumers Settlements , 2007, 2007 IEEE Power Engineering Society General Meeting.

[39]  Paul V. Zimba,et al.  Pond age-water column trophic relationships in channel catfish Ictalurus punctatus production ponds , 2003 .

[40]  Pierpaolo D'Urso,et al.  A Fuzzy Clustering Model for Multivariate Spatial Time Series , 2010, J. Classif..

[41]  Theophano Mitsa,et al.  Temporal Data Mining , 2010 .

[42]  P. Postolache,et al.  Efficient iterative refinement clustering for electricity customer classification , 2005, 2005 IEEE Russia Power Tech.

[43]  D. Seborg,et al.  Clustering multivariate time‐series data , 2005 .

[44]  Carlos León,et al.  MIDAS: Detection of Non-technical Losses in Electrical Consumption Using Neural Networks and Statistical Techniques , 2006, ICCSA.

[45]  Daswin De Silva,et al.  A Data Mining Framework for Electricity Consumption Analysis From Meter Data , 2011, IEEE Transactions on Industrial Informatics.

[46]  Tarjei Kristiansen,et al.  A time series spot price forecast model for the Nord Pool market , 2014 .

[47]  A.H. Nizar,et al.  Load profiling and data mining techniques in electricity deregulated market , 2006, 2006 IEEE Power Engineering Society General Meeting.

[48]  J. Silk,et al.  Short and long-run elasticities in US residential electricity demand: a co-integration approach , 1997 .

[49]  Sun Ic Kim,et al.  A method for classification of electricity demands using load profile data , 2005, Fourth Annual ACIS International Conference on Computer and Information Science (ICIS'05).

[50]  Mikko Kolehmainen,et al.  Data-based method for creating electricity use load profiles using large amount of customer-specific hourly measured electricity use data , 2010 .

[51]  János Abonyi,et al.  On-line detection of homogeneous operation ranges by dynamic principal component analysis based time-series segmentation , 2012 .

[52]  V. Kavitha,et al.  Clustering Time Series Data Stream - A Literature Survey , 2010, ArXiv.

[53]  Z. Zakaria,et al.  Cluster validity analysis for electricity load profiling , 2010, 2010 IEEE International Conference on Power and Energy.

[54]  D.Z. Marques,et al.  A comparative analysis of neural and fuzzy cluster techniques applied to the characterization of electric load in substations , 2004, 2004 IEEE/PES Transmision and Distribution Conference and Exposition: Latin America (IEEE Cat. No. 04EX956).

[55]  F. Gubina,et al.  Allocation of the load profiles to consumers using probabilistic neural networks , 2005, IEEE Transactions on Power Systems.

[56]  A.H. Nizar,et al.  Load Profiling Method in Detecting non-Technical Loss Activities in a Power Utility , 2006, 2006 IEEE International Power and Energy Conference.

[57]  Zhongyi Hu,et al.  Interval Forecasting of Electricity Demand: A Novel Bivariate EMD-based Support Vector Regression Modeling Framework , 2014, ArXiv.

[58]  G. Chicco,et al.  Support Vector Clustering of Electrical Load Pattern Data , 2009, IEEE Transactions on Power Systems.

[59]  R. E. Abdel-Aal,et al.  Modeling and forecasting electric daily peak loads using abductive networks , 2006 .

[60]  Abdul Hanan Abdullah,et al.  Short-term load forecasting using a hybrid model with a refined exponentially weighted fuzzy time series and an improved harmony search , 2014 .

[61]  Carlos Arthur Mattos Teixeira Cavalcante,et al.  Pattern Recognition using Multivariate Time Series for Fault Detection in a Thermoeletric Unit , 2012 .

[62]  Gwilym M. Jenkins,et al.  Time series analysis, forecasting and control , 1971 .

[63]  James C. Bezdek,et al.  Partially supervised clustering for image segmentation , 1996, Pattern Recognit..

[64]  Jian Pei,et al.  Mining frequent patterns without candidate generation , 2000, SIGMOD 2000.

[65]  Elizabeth Ann Maharaj,et al.  Wavelets-based clustering of multivariate time series , 2012, Fuzzy Sets Syst..

[66]  W. Zalewski Application of fuzzy inference to electric load clustering , 2006, 2006 IEEE Power India Conference.

[67]  Eamonn J. Keogh,et al.  On the Need for Time Series Data Mining Benchmarks: A Survey and Empirical Demonstration , 2002, Data Mining and Knowledge Discovery.

[68]  F. Gubina,et al.  A methodology to classify distribution load profiles , 2002, IEEE/PES Transmission and Distribution Conference and Exhibition.

[69]  Regina Lamedica,et al.  A novel methodology based on clustering techniques for automatic processing of MV feeder daily load patterns , 2000, 2000 Power Engineering Society Summer Meeting (Cat. No.00CH37134).

[70]  P. Postolache,et al.  Load pattern-based classification of electricity customers , 2004, IEEE Transactions on Power Systems.

[71]  Cristiano Hora de Oliveira Fontes,et al.  A New Proposal of Typing Load Profiles to Support the Decision-Making in the Sector of Electricity Energy Distribution , 2013 .

[72]  N. D. Hatziargyriou,et al.  A database system for power systems customers and energy efficiency programs , 2011 .

[73]  Olatz Arbelaitz,et al.  An extensive comparative study of cluster validity indices , 2013, Pattern Recognit..

[74]  Carlos Arthur Mattos Teixeira Cavalcante,et al.  A new method for pattern recognition in load profiles to support decision-making in the management of the electric sector , 2013 .

[75]  A.H. Nizar,et al.  Power Utility Nontechnical Loss Analysis With Extreme Learning Machine Method , 2008, IEEE Transactions on Power Systems.

[76]  Ashwani Kumar,et al.  Electricity price forecasting in deregulated markets: A review and evaluation , 2009 .

[77]  C. Senabre,et al.  Classification, Filtering, and Identification of Electrical Customer Load Patterns Through the Use of Self-Organizing Maps , 2006, IEEE Transactions on Power Systems.

[78]  N.D. Hatziargyriou,et al.  Two-Stage Pattern Recognition of Load Curves for Classification of Electricity Customers , 2007, IEEE Transactions on Power Systems.

[79]  T. Warren Liao,et al.  Clustering of time series data - a survey , 2005, Pattern Recognit..

[80]  James M. Keller,et al.  Fuzzy Models and Algorithms for Pattern Recognition and Image Processing , 1999 .

[81]  J. Clinch,et al.  Cost-benefit Analysis of Domestic Energy Efficiency , 2001 .

[82]  Motomasa Daigo,et al.  Factor analysis and pattern decomposition method , 2005, International Symposium on Multispectral Image Processing and Pattern Recognition.

[83]  Thomas W. O'Gorman,et al.  A comparison of an adaptive two-sample test to the t-test and the rank-sum test , 1997 .

[84]  S.K. Tiong,et al.  Non-Technical Loss analysis for detection of electricity theft using support vector machines , 2008, 2008 IEEE 2nd International Power and Energy Conference.