Combination of artificial neural-network forecasters for prediction of natural gas consumption

The focus of this paper is on combination of artificial neural-network (ANN) forecasters with application to the prediction of daily natural gas consumption needed by gas utilities. ANN forecasters can model the complex relationship between weather parameters and previous gas consumption with the future consumption. A two-stage system is proposed with the first stage containing two ANN forecasters, a multilayer feedforward ANN and a functional link ANN. These forecasters are initially trained with the error backpropagation algorithm, but an adaptive strategy is employed to adjust their weights during on-line forecasting. The second stage consists of a combination module to mix the two individual forecasts produced in the first stage. Eight different combination algorithms are examined, they are based on: averaging, recursive least squares, fuzzy logic, feedforward ANN, functional link ANN, temperature space approach, Karmarkar's linear programming algorithm and adaptive mixture of local experts (modular neural networks). The performance is tested on real data from six different gas utilities. The results indicate that combination strategies based on a single ANN outperform the other approaches.