2 RELATED WORK
2.1 Time Series Models in Electrical
Demand Response Prediction
Time series is defined as a sequence of discrete time
data. It consists of indexed data points, measured typ-
ically at successive times, spaced at (often uniform)
time intervals. Time series analysis comprises the dif-
ferent methods for analyzing such time series in order
to understand the theory behind the data points, i.e. its
characteristics and the statistical meaning (Nataraja
et al., 2012). A time series forecasting model pre-
dicts future values based on known past events (recent
observations). Conventional time series prediction
methods commonly use a moving average model that
can be autoregressive (ARMA)(Rojo-Alvarez et al.,
2004), integrated autoregressive (ARIMA) (Hamil-
ton, 1994) or vector autoregressive (VARMA)(Rios-
Moreno et al., 2007), in order to reduce data. Such
methods must process all available data in order to
extract the model parameters that best match the new
data. These methods are useless in the face of mas-
sive data and real-time series forecasting. To ad-
dress this problem, online time learning methods have
emerged to sequentially extract representations of un-
derlying models from time series data. Unlike tradi-
tional batch learning methods, online learning meth-
ods avoid unnecessary cost retraining when process-
ing new data. Due to their effectiveness and scalabil-
ity, online learning methods, including linear model-
based methods, ensemble learning and kernels, have
been successfully applied to time series forecasting.
Each time series forecasting model could have many
forms and could be applied to many applications.
For more detailes we can see (Amjady, 2001) (Aman
et al., 2015).
In our application context, (Hagan and Behr,
1987) have been reviewed time series based models
for load forecasting. Then in 2001 (Amjady, 2001)
has studied time series modeling for short to medium
term load forecasting. To predict energy consump-
tion some authors have used time series data. For
example, (J.W et al., 2006) have concentrated their
study on the comparison of the performance of the
methods for short-term electricity demand forecast-
ing using a time series. (Simmhan et al., 2013) have
focused their study on prediction of energy consump-
tion using incremental time series clustering, (Sheng
and Duc-Sonand, 2018) have also forecasted the en-
ergy consumption time series using machine learning
techniques. In (Aman et al., 2015) the work is fo-
cused on increasing the accuracy of prediction mod-
els for dynamic demand response, this prediction is
based on a very small data granularity (15 min inter-
vals). The focus on demand response has been on
large industrial and commercial consumers (Ziekow
et al., 2013) which are expected by their high con-
tribution and adopted for the smart meters (Simmhan
et al., 2013).
2.2 Nonlinear Models
Due to the very high complexity and need for accu-
racy that the use of linear modeling, which is very
time-consuming, can imply, the transition to another
more applied type of modeling can simplify the study.
Indeed, when the main objective is the final result ob-
tained at the output of a system, regardless of internal
operation, it may be interesting to look at the use of
non-linear models, whose purpose is solely to predict
the output parameters from the inputs. This presents
in addition the advantage of being much more easily
generalizable, at least in the presence of data of suffi-
cient good quality and by finding a model correspond-
ing to our problematic, without requiring a reshaping
of the problem and adaptation of the different param-
eters when studying a new system. In particular, Arti-
ficial Neural Networks (ANN) could provide an alter-
native approach, as they are widely accepted as a very
promising technology offering a new way to solve
complex problems. ANNs ability in mapping com-
plex non-linear relationships, have succeeded in sev-
eral problems such as planning, control, analysis and
design. The literature has demonstrated their superior
capability over conventional methods, their main ad-
vantage being the high potential to model non-linear
processes, such as utility loads or energy consump-
tion in individual buildings . At present, although
studies (Hu et al., 2017)(Xue et al., 2014) have been
carried out within the wide framework of demand re-
sponse, no such method does appear to have been
applied to demand response in the field of refriger-
ation. In consideration of the energy importance of
this field which provides a panel of significant op-
portunities, the use of a pertinent modelling approach
can demonstrate (or invalidate) the use of demand re-
sponse in cold rooms and cold stores, allowing (or
not) a significant increase in the application of elec-
trical cut-off. An LSTM network, or ”Long Short
Term Memory”, is a model for retaining short-term
information (recent variations and current trends in
data) and long-term ones (periodicity, recurring or
non-recurring events). It is a matter of a deep learn-
ing model widely used for time series processing. It
is popular due to the ability of learning hidden long-
term sequential dependencies, which actually helps
in learning the underlying representations of time se-
Multivariate Time Series Forecasting with Deep Learning Proceedings in Energy Consumption
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