Wavelet-based multi-resolution analysis and artificial neural networks for forecasting temperature and thermal power consumption

As part of the OptiEnR research project, the present paper deals with outdoor temperature and thermal power consumption forecasting. This project focuses on optimizing the functioning of a multi-energy district boiler (La Rochelle, west coast of France), adding to the plant a thermal storage unit and implementing a model-based predictive controller. The proposed short-term forecast method is based on the concept of time series and uses both a wavelet-based multi-resolution analysis and multi-layer artificial neural networks. One could speak of ''MRA-ANN'' methodology. The discrete wavelet transform allows decomposing sequences of past data in subsequences (named coefficients) according to different frequency domains, while preserving their temporal characteristics. From these coefficients, multi-layer Perceptrons are used to estimate future subsequences of 4h and 30min. Future values of outdoor temperature and thermal power consumption are then obtained by simply summing up the estimated coefficients. Substituting the prediction task of an original time series of high variability with the estimation of its wavelet coefficients on different levels of lower variability is the main idea of the present work. In addition, the sequences of past data are completed, for each of their components, by both the minute of the day and the day of the year to place the developed model in time. The present paper mainly focuses on the impact on forecast accuracy of various parameters, related with the discrete wavelet transform, such as both the wavelet order and the decomposition level, and the topology of the neural networks used. The number of past sequences to take into account and the chosen time step were also major concerns. The optimal configuration for the tools used leads to very good forecasting results and validates the proposed MRA-ANN methodology.