Causal Markov Elman Network for Load Forecasting in Multinetwork Systems

This paper proposes a novel causality analysis approach called the causal Markov Elman network (CMEN) to characterize the interdependence among heterogeneous time series in multinetwork systems. The CMEN performance, which comprises inputs filtered by Markov property, successfully characterizes various multivariate dependencies in an urban environment. This paper also proposes a novel hypothesis of characterizing joint information between interconnected systems such as electricity and transportation networks. The proposed methodology and the hypotheses are then validated by information theory distance-based metrics. For cross validation, the CMEN is applied to the electricity load forecasting problem using actual data from Tallahassee, Florida.