A novel multivariate combined power load forecasting system based on feature selection and multi-objective intelligent optimization

The ongoing transition in the electricity market, coupled with the rising penetration of renewable energy sources, has spurred demand for enhanced load forecasting accuracy. Traditional single predictors exhibit limited robustness and diversity, rendering them unsuitable for most forecasting situations. Moreover, weather conditions, holidays, and social events significantly influence load demand, making forecasting techniques that account for these factors increasingly relevant. To bridge the gaps and further enhance predictive performance, in this paper, a novel adaptive multivariate combined forecasting system is proposed, incorporating redundant feature elimination, adaptive model selection, multi-objective intelligent optimization with non-negative constraints, and reliable interval prediction theory. The proposed system employs non-linear feature selection to identify effective load features and develops an advanced Multi-Objective Optimization Strategy (MOS) for combining multiple optimal predictors under various scenarios. The weight coefficients of sub-predictors are theoretically demonstrated to be Pareto optimal, and the MOS exhibits superior distribution and convergence. Simulation results reveal that the developed system substantially outperforms benchmark models, achieving reliable uncertainty quantification, which facilitates the rational allocation of spinning reserves and enhances dispatching efficiency.