Short-Term Forecasting of Energy Production and Consumption Using Extreme Learning Machine: A Comprehensive MIMO based ELM Approach

Fuente: arXiv
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Autori principali: Voyant, Cyril, Despotovic, Milan, Garcia-Gutierrez, Luis, Asloune, Mohammed, Saint-Drenan, Yves-Marie, Duchaud, Jean-Laurent, Faggianelli, hjuvan Antone, Magliaro, Elena
Natura: Preprint
Pubblicazione: 2025
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author Voyant, Cyril
Despotovic, Milan
Garcia-Gutierrez, Luis
Asloune, Mohammed
Saint-Drenan, Yves-Marie
Duchaud, Jean-Laurent
Faggianelli, hjuvan Antone
Magliaro, Elena
author_facet Voyant, Cyril
Despotovic, Milan
Garcia-Gutierrez, Luis
Asloune, Mohammed
Saint-Drenan, Yves-Marie
Duchaud, Jean-Laurent
Faggianelli, hjuvan Antone
Magliaro, Elena
contents A novel methodology for short-term energy forecasting using an Extreme Learning Machine ($\mathtt{ELM}$) is proposed. Using six years of hourly data collected in Corsica (France) from multiple energy sources (solar, wind, hydro, thermal, bioenergy, and imported electricity), our approach predicts both individual energy outputs and total production (including imports, which closely follow energy demand, modulo losses) through a Multi-Input Multi-Output ($\mathtt{MIMO}$) architecture. To address non-stationarity and seasonal variability, sliding window techniques and cyclic time encoding are incorporated, enabling dynamic adaptation to fluctuations. The $\mathtt{ELM}$ model significantly outperforms persistence-based forecasting, particularly for solar and thermal energy, achieving an $\mathtt{nRMSE}$ of $17.9\%$ and $5.1\%$, respectively, with $\mathtt{R^2} > 0.98$ (1-hour horizon). The model maintains high accuracy up to five hours ahead, beyond which renewable energy sources become increasingly volatile. While $\mathtt{MIMO}$ provides marginal gains over Single-Input Single-Output ($\mathtt{SISO}$) architectures and offers key advantages over deep learning methods such as $\mathtt{LSTM}$, it provides a closed-form solution with lower computational demands, making it well-suited for real-time applications, including online learning. Beyond predictive accuracy, the proposed methodology is adaptable to various contexts and datasets, as it can be tuned to local constraints such as resource availability, grid characteristics, and market structures.
format Preprint
id arxiv_https___arxiv_org_abs_2508_12764
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Short-Term Forecasting of Energy Production and Consumption Using Extreme Learning Machine: A Comprehensive MIMO based ELM Approach
Voyant, Cyril
Despotovic, Milan
Garcia-Gutierrez, Luis
Asloune, Mohammed
Saint-Drenan, Yves-Marie
Duchaud, Jean-Laurent
Faggianelli, hjuvan Antone
Magliaro, Elena
Machine Learning
Data Analysis, Statistics and Probability
A novel methodology for short-term energy forecasting using an Extreme Learning Machine ($\mathtt{ELM}$) is proposed. Using six years of hourly data collected in Corsica (France) from multiple energy sources (solar, wind, hydro, thermal, bioenergy, and imported electricity), our approach predicts both individual energy outputs and total production (including imports, which closely follow energy demand, modulo losses) through a Multi-Input Multi-Output ($\mathtt{MIMO}$) architecture. To address non-stationarity and seasonal variability, sliding window techniques and cyclic time encoding are incorporated, enabling dynamic adaptation to fluctuations. The $\mathtt{ELM}$ model significantly outperforms persistence-based forecasting, particularly for solar and thermal energy, achieving an $\mathtt{nRMSE}$ of $17.9\%$ and $5.1\%$, respectively, with $\mathtt{R^2} > 0.98$ (1-hour horizon). The model maintains high accuracy up to five hours ahead, beyond which renewable energy sources become increasingly volatile. While $\mathtt{MIMO}$ provides marginal gains over Single-Input Single-Output ($\mathtt{SISO}$) architectures and offers key advantages over deep learning methods such as $\mathtt{LSTM}$, it provides a closed-form solution with lower computational demands, making it well-suited for real-time applications, including online learning. Beyond predictive accuracy, the proposed methodology is adaptable to various contexts and datasets, as it can be tuned to local constraints such as resource availability, grid characteristics, and market structures.
title Short-Term Forecasting of Energy Production and Consumption Using Extreme Learning Machine: A Comprehensive MIMO based ELM Approach
topic Machine Learning
Data Analysis, Statistics and Probability
url https://arxiv.org/abs/2508.12764