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Main Authors: Shi, Shaohong, Cator, Eric A., Heres, Jacco, Tindemans, Simon H.
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2510.19052
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author Shi, Shaohong
Cator, Eric A.
Heres, Jacco
Tindemans, Simon H.
author_facet Shi, Shaohong
Cator, Eric A.
Heres, Jacco
Tindemans, Simon H.
contents Electrical grid congestion is a growing challenge in Europe, driving the need for accurate prediction of load, particularly of peak load. Non-time-resolved models of peak load offer the advantages of simplicity and compactness, and among them, Velander's formula (VF) is a traditional method that has been used for decades. Moreover, VF can be adapted into a quantile VF, which learns a truncated cumulative distribution function of peak load based on electricity consumption. This paper proposes a mathematical model based on extreme value theory to characterize the probability distribution of peak load for large non-residential customers. The model underpins the quantile VF as demonstrated through multiple quantile regression and reduces its representation to just four parameters without sacrificing predictive performance. Moreover, using maximum likelihood estimation and the likelihood ratio test, we validate that the probability distribution of peak load of analysed groups belongs to the heavy-tailed Fréchet class.
format Preprint
id arxiv_https___arxiv_org_abs_2510_19052
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Extreme value distributions of peak loads for non-residential customer segments
Shi, Shaohong
Cator, Eric A.
Heres, Jacco
Tindemans, Simon H.
Systems and Control
Electrical grid congestion is a growing challenge in Europe, driving the need for accurate prediction of load, particularly of peak load. Non-time-resolved models of peak load offer the advantages of simplicity and compactness, and among them, Velander's formula (VF) is a traditional method that has been used for decades. Moreover, VF can be adapted into a quantile VF, which learns a truncated cumulative distribution function of peak load based on electricity consumption. This paper proposes a mathematical model based on extreme value theory to characterize the probability distribution of peak load for large non-residential customers. The model underpins the quantile VF as demonstrated through multiple quantile regression and reduces its representation to just four parameters without sacrificing predictive performance. Moreover, using maximum likelihood estimation and the likelihood ratio test, we validate that the probability distribution of peak load of analysed groups belongs to the heavy-tailed Fréchet class.
title Extreme value distributions of peak loads for non-residential customer segments
topic Systems and Control
url https://arxiv.org/abs/2510.19052