Electrical Power and Energy Systems 117 (2020) 105624

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Electrical Power and Energy Systems

journal homepage: www.elsevier.com/locate/ijepes

Clustering of electrical load patterns and time periods using uncertainty- T

based multi-level amplitude thresholding
Mansour Charwanda, Mohsen Gitizadeha, , Pierluigi Sianob, Gianfranco Chiccoc,
⁎

Zeinab Moshavasha
a
Department of Electrical and Electronics Engineering, Shiraz University of Technology, Shiraz, Iran
b
Department of Management & Innovation Systems, University of Salerno, Fisciano, Italy
c
Dipartimento Energia “Galileo Ferraris”, Politecnico di Torino, Italy

ARTICLE INFO ABSTRACT

Keywords: This paper proposes a novel model to cluster similar load consumption patterns and identify time periods with
Electricity customer clustering similar consumption levels. The model represents the customer’s load pattern as an image and takes into account
Intuitionistic fuzzy divergence the load variation and uncertainty by using exponential intuitionistic fuzzy entropy. The advantage is that the
Load pattern proposed method can handle the uncertain nature of customer’s load, by adding a hesitation index to the
Smart meters
membership and non-membership functions. A multi-level representation of the load patterns is then provided
Time period clustering
by creating specific bands for the load pattern amplitudes using intuitionistic fuzzy divergence-based thresh-
Typical load pattern
olding. The typical load pattern is then determined for each customer. In order to reduce the number of features
to represent each load pattern with respect to the time-domain data, the discrete wavelet transform is used to
extract some spectral features. To cope with the data representation with fuzzy rules, the fuzzy c-means is
implemented as the clustering algorithm. The proposed approach also identifies the time periods associated to
different load pattern levels, providing useful hints for demand side management policies. The proposed method
has been tested on ninety low voltage distribution grid customers, and its superior effectiveness with respect to
the classical k-means algorithm has been represented by showing the better values obtained for a set of clus-
tering validity indicators. The combination of load pattern clusters and time periods associated with the seg-
mented load pattern amplitudes provides exploitable information for the efficient design and implementation of
innovative energy services such as demand response for different customer categories.

Nomenclature c index of customers

h filter for DWT application
i index of days
j index of time samples per day
Acronyms
s index of load bands
CDI clustering dispersion indicator
m mean value
DBI Davies-Bouldin index
q component of the matrix Q
DSM demand side management
w DWT level
DWT discrete wavelet transform
x generic element of a set
FCM fuzzy c-means
y index of the time step
IFD intuitionistic fuzzy divergence
z parameter of the intuitionistic fuzzy generator
IFS intuitionistic fuzzy set
A approximation coefficient in DWT
ITLM ideally thresholded load matrix
C number of customers
MIA mean index adequacy
D detail coefficient in DWT
SMI similarity matrix indicator
E(.) exponential fuzzy entropy function
TLP typical load pattern
H(.) exponential entropy function
WCBCR ratio of within cluster sum of squares to between cluster variation
I number of time samples per day
Symbols
J number of days
The underline (overline) sign represents the minimum (maximum) value of the corre-
S number of bands
sponding variable.
L representative load value

⁎
Corresponding author at: Department of Electrical and Electronic Engineering, Shiraz University of Technology, Modares Blvd., Shiraz P.O. 71555-313, Iran.
E-mail address: gitizadeh@sutech.ac.ir (M. Gitizadeh).

https://doi.org/10.1016/j.ijepes.2019.105624
Received 11 April 2018; Received in revised form 10 August 2019; Accepted 10 October 2019
0142-0615/ © 2019 Published by Elsevier Ltd.
M. Charwand, et al.
N number of occurrences
R number of thresholds
W number of DWT levels
Y number of hours
Div divergence
probability of occurrence
α conditional probability coefficient
γ time resolution data in one hour
δ integer number to identify the time lag used for the days
∊ integer number to identify the time lag used for the time samples
l daily load pattern
μ degree of membership
degree of non-membership
ν
π degree of uncertainty
standard deviation
τ threshold
l dummy index
d detail coefficient vector in DWT
l daily load pattern vector
A, B load matrices
F, G load matrices
M load matrix
Q, T matrices for time period clustering
L set of daily load patterns
X generic set
1. Introduction
In smart grid applications, implementation of advanced metering
infrastructure as one of the key technologies leads to the availability of
a large amount of data that represent the consumer electricity load
patterns, which is useful for both energy system planning and operation
[1]. The extracted information can be used in demand response pro-
grams [2], load profiling [3], prediction of the customers’ consumption
[4], and theft detection [5]. In these applications, the customer clus-
tering in which the similar patterns are grouped together is considered
to be an essential step.
A key point that has been addressed in a few previous works is the
ability of the clustering algorithms to consider the uncertainties asso-
ciated with the data. These uncertainties may condition the clustering
results. It has been widely recognized that the quality of the clustering
results can be improved in a significant way by taking into account
information on data uncertainty [6]. However, there are different ways
to include uncertainty. Applications of the probability theory, and the
data representation through fuzzy variables, are suitable ways to in-
corporate the effects of the uncertainty. Moreover, a number of soft
clustering approaches have been proposed in the literature to take into
account also imprecise and/or incomplete information.
There are basically three ways to include the effects of uncertainty
and imprecise/incomplete information:
(a) Use of deterministic data in non-deterministic clustering proce-
dures.
(b) Exploitation of data uncertainty without considering imprecise/in-
complete information.
(c) Exploitation of data uncertainty together with imprecise/in-
complete information.
Considering the applications to load pattern grouping and profiling,
in case a) many references use deterministic data as inputs to solution
methods based on probability or fuzzy logic. The most common ex-
amples are various applications of fuzzy c-means [1], or load profiling
methods based on the combination of fuzzy logic and probability neural
networks [7] or on the weighted fuzzy average k-means [8]. In case b),
Gaussian models and other approaches have been typically used. Con-
cerning case c), dealing with imprecise/unknown information has not
been addressed yet in the contributions currently available for electrical
load pattern clustering. The details referring to case b) and case c) are
discussed in the next section.
In this context, this paper introduces an innovative framework for
2
Electrical Power and Energy Systems 117 (2020) 105624
clustering the daily load patterns of a set of customers supplied by the
low voltage distribution grid, to group similar consumption patterns.
The main motivation of the study is to model together the uncertainty
of load data and the non-determinacy (hesitation) in the definition of
the data. This is the first application to electrical load pattern clustering
of a full approach that handles together uncertainty and non-determi-
nacy.
In this framework, the contributions of this paper are various and
are aimed at customizing the treatment of uncertain data and im-
precise/unknown information to the specific needs of the electrical load
pattern data analysis. In particular:
- The leading idea of this paper is that the load pattern of each cus-
tomer is considered as an image, in which each load value is assigned
as a pixel. A discrete set of colors for the pixels is identified to re-
present a given number of load levels.
- A thresholding method based on an image processing technique –
the intuitionistic fuzzy divergence (IFD) – is then applied to segment
the images. The IFD technique is exploited for evaluating the load
uncertainty and variation within membership and non-membership
functions, and incorporates a further hesitation term to model the
lack of knowledge on the membership or non-membership (the de-
tails are indicated in Section 2.5).
- In order to guarantee high separation accuracy for uncertain cus-
tomer’s load, a new divergence formula based on intuitionistic fuzzy
entropy is derived. The intuitionistic fuzzy entropy is then used in a
minimization procedure to extract for each customer a typical load
pattern, by using neighbor information (2-dimensional daily load
values).
- For feature extraction, the discrete wavelet transform (DWT) is then
implemented to pass from time domain data to a lower number of
features, making the execution of the clustering algorithm faster.
- In order to cope with the data representation with fuzzy rules, the
fuzzy c-means clustering algorithm is used to handle the data con-
structed in the proposed framework. Eventually, appropriate clus-
tering validity indicators are calculated to assess the clustering re-
sults.
- Finally, a method based again on IFD thresholding is proposed to
identify the time periods with similar consumption levels and is
introduced in the framework formulated for load pattern analysis.
The hours of the day that are similar with respect to the demand
profile are grouped together.
The similar day issue is often encountered in the electricity utility
industry. However, only a few references focus on time periods clus-
tering [9]. This also depends on the fact that in most of the proposed
works the partitioning of the time periods is given as an input. Table 1
shows an example of time block division used in time-of-use pricing
[10].
The time periods may be grouped to determine peak, shoulder,
valley, or other types of aggregate periods defined for different pur-
poses in DSM policies. The identification of the time periods with dif-
ferent levels of consumption is becoming more and more relevant in the
context of studying the formulation of demand response programs. In
this paper, starting from the clustering results, the IFD-based thresh-
olding concepts are used to formulate an adaptive procedure to identify
the time periods associated to different load pattern levels. In this way,
Table 1
Example of time block division throughout a day.
Period Hours
Peak 2:00 p.m. to 7:00 p.m.
Shoulder (semi-peak) 5:00 a.m. to 2:00 p.m., and 7:00 p.m. to 12:00 p.m.
Valley (off-peak) 12:00 p.m. to 5:00 a.m.
M. Charwand, et al.
a complete and consistent application of the IFD-based approach is
provided.
The rest of this paper is organized as follows. Section 2 reviews the
literature and presents a background on load pattern clustering
methods and intuitionistic fuzzy sets. In this section, it is clarified that
uncertainty modeling has been incorporated in the clustering algo-
rithms in different ways. A basic distinction is made between general
aspects of uncertainty modeling for clustering (with a discussion on the
main approaches proposed to address imprecise/incomplete informa-
tion), and specific clustering applications for electrical load pattern
analysis and profiling (where no existing approach handles imprecise/
incomplete information). The details of the proposed clustering ap-
proach are elaborated in Section 3. In Section 4, the performance of the
proposed methodology is illustrated through a realistic case study and
thoroughly discussed. Section 5 contains the relevant conclusions.
2. Background
2.1. Load pattern clustering process
Generally, the load pattern clustering process can be divided into
five stages: load data preparation, typical load pattern (TLP) determi-
nation per customer, feature extraction, clustering algorithm, and
clustering evaluation [1]. In the first stage, the electrical consumption
data of individual customers, read by the smart meters at given time
steps (e.g., 15 min, 30 min or one hour), are combined on a load pattern
defined for a certain time period (e.g., one day to form daily load
patterns). Possible bad data are then eliminated. In the second stage,
the TLP of each customer is determined from the load patterns available
in similar conditions (e.g., weekdays) by combining the load values that
correspond to the same time step according to a statistical criterion
(e.g., mean or median). In this regard, the TLP becomes a useful re-
presentative of the customer’s behavior in normal operating conditions,
in which the amount of data to be clustered is significantly reduced.
Load profiling is traditionally used to group together similar TLPs and
create a load profile for each group.
In the third stage, the most commonly used features are the TLP
time series values themselves. In alternative to the raw time domain
data, some approaches use frequency domain features. For example, in
[11] triplets of features have been introduced for each positive har-
monic, together with one feature for the continuous component, then
the relevant features selected correspond to the most significant har-
monics. In [12] the major components in the frequency domain are
selected by using a classification and regression tree. In [13] the fea-
tures are selected from the truncated Fourier series. While determining
the features, an interesting possibility refers to reducing the number of
data that are stored for each customer and are sent to the clustering
step. Data size reduction can be performed by using methods such as
the principal component analysis, the canonical variate analysis [14],
and others [15].
At the fourth stage, on the basis of the features defined, clustering
techniques are used to perform load pattern grouping. Many re-
searchers have focused on the clustering techniques applied on elec-
trical load data [1], for example k-means [2], k-medoids [16], hier-
archical [17], fuzzy c-means [18], entropy-based [19], mixture models
[20], ant colony clustering [21], and g-means [22]. A summary of the
techniques used in various literature papers is reviewed in [1].
In the last stage, different clustering validity indicators have been
defined to evaluate the effectiveness of the clustering method, as illu-
strated in [1] and [22]. Each indicator can be calculated on a data set
formed by using either time-domain or frequency-domain data. Com-
parison among the clustering results is meaningful only when the same
type of feature is considered to calculate the clustering validity in-
dicators.
3
Electrical Power and Energy Systems 117 (2020) 105624
2.2. Review of recent works on load pattern clustering without uncertainty
In the following, a brief review of recent literature contributions on
load pattern clustering is presented, to highlight the variety of con-
tributions that do not handle data uncertainty (the approaches that
consider uncertainty are addressed in Section 2.4). A data-driven ap-
proach is applied in [2] to determine the shape of seasonally-resolved
residential demand profiles, as well as the optimal number of normal-
ized representative residential electricity use profiles. A support vector
machine is proposed in [5] considering a consumption pattern-based
energy theft detector in an advanced metering infrastructure. A clus-
tering model based on self-organizing maps is presented in [16] for
creating a series of representative electricity load profile classes for the
domestic sector in Ireland.
A comprehensive study of the electricity consumption profiles is
presented in [17] for a Southwest European city, through the combi-
nation of data from smart meters with door-to-door question surveys for
a sample of 265 households. A method based on frequency analysis is
proposed in [18] to recognize the relation between the energy con-
sumption and the lifestyle of the residents in a household. An entropy-
based model is proposed in [19] to cluster the electricity consumers
according to their daily load patterns and to identify the outliers, while
the effect of the temporal resolution of load profiles on the quality and
efficiency of the clustering process is analyzed in [20]. Ant colony in
[21] and g-means in [22] are proposed to promote the quality of the
clustering process. Clusters that are applicable to real conditions based
on domain expert knowledge are formulated in [23]. A dynamic clus-
tering analysis is performed in [24] as an efficient tool for customers’
classification and trend behavior. A classification of residential elec-
tricity customers is proposed in [25] by using model-based feature se-
lection.
A segmentation model, which uses features derived from the en-
coded data, is proposed in [26]. A classification model is applied to
enable the classification of new consumers using a set of normalized
shape indices as features in [27]. Patterns and trends in energy usage
profiles of commercial and industrial customers are identified in [28]
for energy efficiency programs. A computational method capable of
handling large amounts of data is proposed in [29] by dividing custo-
mers into user groups based on the similarities of their electricity use
behavior. Hopfield k-means clustering algorithm is proposed in [30] in
order to overcome the limitations of other algorithms such as ran-
domness of the solution (k-means), the lack of pre-allocation of the
number of clusters (follow the leader), and the improvement of the
solution obtained (hierarchical algorithm).
Subspace clustering is used in [31], where projected clustering
methods are proposed to capture such subspaces of load patterns that
allow reaching the desired subspace clustering result in fewer steps.
Feature construction and calibration methods for clustering daily
electricity load curves are proposed and compared in [32].
2.3. General aspects of uncertainty modeling for clustering
In general terms, the main techniques used are based on the prob-
ability theory and on soft clustering approaches (in particular, fuzzy
logic and rough sets [33]). In the applications of the probability theory,
the data uncertainty can be determined from the technique used to
measure or construct the data. This uncertainty can be expressed by
using error variances, or by assessing the probability density function
with which the data is available. Fuzzy logic applications have been
introduced to represent the ambiguity due to the similarity between
input data and clusters, by enabling each input data to belong to dif-
ferent clusters with a degree of membership to each cluster. In parti-
cular, in the fuzzy c-means clustering [34] each input can be assigned to
different clusters, in such a way that the sum of the degrees of mem-
berships of each input to all the clusters is equal to unity [35]. An
evolution of the fuzzy set theory has been presented in [36] with the
M. Charwand, et al.
introduction of the intuitionistic fuzzy sets. The intuitionistic fuzzy set
theory includes the definition of three terms summing up to unity,
namely, a membership function, a non-membership function, and a
further contribution called hesitancy function, which represents im-
precise and/or incomplete information. Clustering methods based on
intuitionistic fuzzy sets have been developed only at a later time,
starting from the approach based on the intuitionistic fuzzy equivalence
matrix developed in [37] (other contributions are reviewed in [38;39]).
Further approaches have discussed the hypotheses used in the fuzzy
c-means approach, considering that in the presence of noisy data or
outliers it is important to introduce a distinction between the concepts
“equally likely” and “unknown” membership to the clusters. This dis-
tinction has been introduced in the possibilistic clustering [40], where
the sum of the membership functions over the clusters is no longer
constrained to be equal to unity. In this way, the importance of the
outliers in the creation of the centroids is reduced. On another point of
view, a noise cluster that has a constant distance from all the inputs has
been introduced in [41] in order to collect the inputs having reduced
representation in the clusters. The hypothesis of constant distance has
been later removed in [42] to obtain a generalization of the possibilistic
clustering technique.
Rough sets applications have been introduced to add a further di-
mension to characterize the uncertainty due to missing or wrong in-
formation. In particular, the rough k-means has been introduced in
[43]. The applications of rough k-means have been deemed to be su-
perior to the sole use of the basic k-means in reducing the number of
incorrectly clustered inputs [44]. Further evolutions have been based
on hybridizations of soft computing approaches, to construct algorithms
more robust with respect to outliers and initial parameter settings with
respect to the individual approaches [33]. Various hybridizations of
fuzzy and rough concepts have been presented [45]. The technique
developed in [46] integrates c-means, probabilistic and possibilistic
memberships of fuzzy sets, and rough sets. The rough-fuzzy collabora-
tive clustering described in [47] applies collaboration principles to the
analysis of clustered subsets, in order to exchange information among
these subsets with the aim to modify the cluster centroids and reach a
stable structure. The concept of shadowed sets introduced in [48] to
support a three-value logic able to represent three interpretations of an
outcome (yes, no, and unknown) has been used in the approaches
presented in [49] and in [50].
Furthermore, the concept of credal partition, based on the belief
functions theory (also called evidence theory) has been introduced in
[51] to extend the concepts of hard, fuzzy (or probabilistic), possibi-
listic and rough partition. The credal partition is obtained by quanti-
fying the uncertainty of the cluster membership by using mass functions
for each input that cannot be assigned with certainty to clusters. The
concepts of credal partition and noise cluster have been used in the
evidential c-means clustering technique proposed in [52].
2.4. Literature review on uncertainty in load pattern clustering methods
In spite of the wide evolution of the concepts to address uncertain
information, only a few applications have been proposed for managing
uncertainties for electrical load patterns grouping or load profiling
purposes. Some applications refer to Gaussian models. In particular,
linear Gaussian models are presented in [3] in order to capture multiple
behaviors exhibited by homogenous residential customers. Further-
more, a Gaussian mixture model (GMM) is used in [53] to capture
random effects, as well as in [54] to provide a probabilistic cluster
membership. A finite mixture model of Gaussian multivariate dis-
tributions is proposed in [55] for clustering and analyzing the peak
demand and identifying the major sources of variability in the elec-
tricity usage behavior for residential customers. Moreover, a hidden
Markov model is presented in [4] to estimate the randomness in the
customers’ consumption and to demonstrate that temporal patterns in
the customer’s consumption data can predict with good accuracy
4
Electrical Power and Energy Systems 117 (2020) 105624
certain customer characteristics. The spectral clustering and the Ex-
pectation maximization are applied in [56] together with fuzzy c-means
to assess the most informative load pattern features with a supervised
approach. Probabilistic baseline estimations are proposed in [57]
through a probabilistic Gaussian process, and in [58] through a quantile
regression forests model. Moreover, daily load profiles are used in [59]
to construct the most probable weekly or yearly load profiles.
This literature review clearly confirms that there is no application to
electrical load pattern grouping or load profiling of methods like in-
tuitionistic fuzzy sets, possibilistic clustering, rough sets, shadowed
sets, credal partition, or evidential c-means methods. Some applications
of these methods refer to load forecasting, whose review and discussion
is outside the scope of this paper.
2.5. Intuitionistic fuzzy sets
The fuzzy set theory was proposed by Zadeh [60] to deal with un-
certainty of information. To better represent lack of significant in-
formation, Atanassov [36] extended the theory by introducing the in-
tuitionistic fuzzy set (IFS), which is a very useful tool in handling non-
determinacy (hesitation) in the system.
To date, IFS has been applied to a range of problems, for example,
medical images segmentation [61–64], multilevel programming [65],
pattern recognition [66], etc. Along with the membership function, IFS
also contains the non-membership function and the hesitancy function.
The latter is capable of representing lack of information more accu-
rately. As a result, IFS is able to model situations where the classical
fuzzy set theory fails to use all the available information. This is pre-
cisely the idea behind the usage of IFS for the purpose of load pattern
clustering and time period segmentation (see Table 2).
In every IFS, the degrees of membership and non-membership, as
well as the hesitation, are defined for every element x ∈ X in the finite
universe X. Hence, the IFS set S is defined as follows [36]:
S = { x , µS (x ), S (x ) |x X} (1)
where the functions µS : X → [0, 1] and S : X → [0, 1] denote a degree
of membership and non-membership of the element x ∈ X to set S, re-
spectively; such that 0 ≤ µS (x) + S (x) ≤ 1. The function
S (x ) =1 µS (x ) S (x ); x X (2)
is called the intuitionistic fuzzy index or the hesitation index (πS(x)),
denoting lack of knowledge on whether x belongs to S or not.
The distances between IFSs should be calculated by taking into
account three parameters that describe each IFS. Between two IFSs, the
intuitionistic fuzzy divergence (IFD) measures the extent to which the
two sets differ from each other. There are different formulas for cal-
culating the divergence [66] and [67]. The Hamming distance is the
most popular divergence formula. The Hamming distance DivSP be-
tween two sets S and P, whose elements belong to the universe X, is
defined as follows:
DivSP = (|µS (x ) µP (x )| + | S (x ) P (x )| + | S (x ) P (x )|)
x X
(3)
In particular, if S = P, then DivSP = 0.
In the IFS-based segmentation problem, the segments can be shown
as multi-intuitionistic fuzzy subsets. Some measures can be optimized
as objective functions of segmentation, among them there are the fuz-
ziness index, the non-fuzziness index, and the entropy index. The ex-
ponential entropy for a matrix G of size I × J, with components gi,j and
having L different values (the matrix entries are discrete, hence the
same value may be found more times in the matrix) is defined as
L 1
H (G) = (Probl e (1 Probl ) )
l =0 (4)
 Table 2
Comparison of the reviewed load profile clustering papers.

Ref. Clustering method Number of customers Validity indices

M. Charwand, et al.

k-means Hierarchical FCM Follow the k-medoids Mixture Others 0–500 500–1000 1000–2500 > 2500 MIA CDI DBI Others
leader models

[1] ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓
[2] ✓ ✓
[3] ✓ ✓ ✓
[4] ✓ ✓
[5] ✓ ✓ ✓
[11] ✓ ✓ ✓ ✓ ✓ ✓
[12] ✓ ✓ ✓
[14] ✓ ✓ ✓
[15] ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓
[16] ✓ ✓ ✓ ✓ ✓
[17] ✓ ✓
[18] ✓ ✓ ✓ ✓ ✓ ✓ ✓
[19] ✓ ✓ ✓ ✓ ✓ ✓ ✓
[20] ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓
[21] ✓ ✓ ✓ ✓ ✓
[22] ✓ ✓ ✓ ✓ ✓ ✓ ✓
[23] ✓ ✓ ✓ ✓ ✓
[24] ✓ ✓
[25] ✓ ✓ ✓ ✓
[26] ✓ ✓ ✓ ✓
[27] ✓ ✓ ✓ ✓ ✓ ✓

5
[28] ✓ ✓ ✓
[29] ✓ ✓ ✓ ✓
[30] ✓ ✓ ✓ ✓
[31] ✓ ✓ ✓ ✓
[32] ✓ ✓ ✓ ✓
[53] ✓ ✓ ✓
[54] ✓ ✓ ✓ ✓
[55] ✓ ✓ ✓
This paper ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓

Ref. Data region Time sample resolution Type of customer Period of measurement

Europe North Asia Other 1 min 10 min 15 min 30 min 60 min Industrial Residential Mix 1 day – 3–6 months 7–12 months years > 2 years
America 3 months

[1] ✓ ✓ ✓ ✓
[2] ✓ ✓ ✓ ✓
[3] ✓ ✓ ✓ ✓
[4] ✓ ✓ ✓ ✓
[5] ✓ ✓ ✓ ✓
[11] ✓ ✓ ✓ ✓
[12] ✓ ✓ ✓ ✓
[14] ✓ ✓ ✓ ✓
[15] ✓ ✓ ✓ ✓
[16] ✓ ✓ ✓ ✓
[17] ✓ ✓ ✓ ✓
[18] ✓ ✓ ✓ ✓
[19] ✓ ✓ ✓ ✓
[20] ✓ ✓ ✓ ✓
(continued on next page)
Electrical Power and Energy Systems 117 (2020) 105624
M. Charwand, et al. Electrical Power and Energy Systems 117 (2020) 105624

where Probl is the probability of occurrence of the l th value in the

matrix G. The exponential fuzzy entropy of the matrix G becomes [68]
> 2 years
I J
1
E (G) = (µG (gi, j ) e1 µG (gi, j )
+ {1 µG (gi, j ) e1 µG (gi, j )
} 1)
IJ ( e 1) i= 1 j =1
years

(5)
✓ where µG ( gi, j ) is the membership degree of the (i,j)th element. Based on
✓
✓

✓
Eq. (5) and extending to an IFD, the fuzzy divergence formula between
7–12 months

matrix G and another matrix F is given as [61]:

DivGF
I J
✓

✓
✓

✓
✓
1
= (4 {1 µG (gi, j ) + µ F (fi, j )} e µG (gi, j) µF (fi, j )
2
3–6 months

i=1 j=1
Period of measurement

{1 µ F (fi, j ) + µG (gi, j )} e µF (fi, j ) µG (gi, j ) {1 G (gi, j ) + F (fi, j )}

✓
e G (gi, j ) F (fi, j ) {1 F (fi, j ) G (gi, j ) )
F (fi, j ) + G (gi, j )} e (6)
where µ( g i,j) and µ(fi,j) are the membership values of the (i,j)th element
3 months
1 day –

in the entries of G and F, respectively. The detailed derivation of the

IFD formula can be found in [62].
✓

3. Proposed clustering algorithm

Mix

The input data includes the actual measured data of all types of
✓
✓
✓

✓
✓

customers. One of the advantages of the proposed method is the pos-

Residential

sibility of exploiting the variability that exists in the load pattern data.
For this purpose, starting from the load patterns of an individual cus-
Type of customer

tomer gathered over a multi-day period, the TLP is not constructed by

✓

✓
✓
✓

averaging the load pattern data at each time step, as it happens in the
pre-clustering phase in most literature contributions. Rather, the
Industrial

probability distribution of the IFD-based labeled loads is used to re-

present the customers with realistic detailed behavioral patterns.
✓

✓
✓

As illustrated in Fig. 1, the proposed clustering model includes three

major stages:
60 min

(1) The first stage finds the optimal thresholds using IFD to segment per-
✓

✓
✓
✓
✓

customer load values and then determines the TLP based on the
30 min

probability distribution of the thresholded load.

✓

✓
✓
✓

(2) The second stage clusters TLPs using the fuzzy c-means (FCM) al-
gorithm, in which DWT-based features are used instead of time
15 min

series domain data.

✓
✓
✓

(3) The third stage segments the time periods for each cluster adap-
Time sample resolution

tively, by using IFD-based thresholding.

10 min

3.1. Stage 1: data thresholding and TLP determination

3.1.1. IFD-based thresholding

1 min

This stage deals with time series data gathered from smart meters,
and aims at deriving the TLP for each customer. As mentioned in the
Introduction, the main idea of this paper is that the load consumption
Other

values of each customer are considered as an image in which each load

value is assigned as a pixel.
In the data pre-processing step, the set of daily load patterns of each
Asia

customer c ∈ {1, 2, …, C} of I days is defined as Lc = {lc,1, lc,2,…, lc,I},

✓

where lc,i (i ∈ {1, 2, .., I}) is an 1 by I vector, in which I denotes the

number of days throughout the planning horizon. The load matrix that
America

contains the daily load pattern of customer c is defined as Mc = [lc,i,j],

North

in which the columns of Mc correspond to the days (i ∈ {1, 2, .., I}) and
✓

the rows of the Mc correspond to the time samples available throughout

Data region

a day (j ∈ {1, 2, .., J}).

Table 2 (continued)

The load matrix of a single customer is assumed to contain a given

Europe

number S of ranges (e.g., S = 3 to represent the peak, shoulder and

✓
✓

✓
✓

✓
✓

✓
✓
✓

valley ranges of the load pattern). Hence, S-1 thresholds (i.e., τ1 and τ2
This paper

for S = 3) are required to segment the load matrix into S ranges of

values. The IFD-based thresholding is an effective searching process to
[21]
[22]
[23]
[24]
[25]
[26]
[27]
[28]
[29]
[30]
[31]
[32]
[53]
[54]
[55]
Ref.

find the optimum set of thresholds. This method converts the load

6
M. Charwand, et al. Electrical Power and Energy Systems 117 (2020) 105624

Stage 1 Stage 2 Stage 3

IFD-based TLP DWT -based Cluster 1 IFD-based Time period

Customer 1 thesholding clustering
thresholding determination feature extraction
FCM
clustering
IFD-based TLP DWT -based Cluster M IFD-based Time period
Customer N
thresholding determination feature extraction thesholding clustering

Fig. 1. The proposed clustering approach.

matrices into an IFS in which the load values are assumed as the ele-
ments of the intuitionistic fuzzy set. The fundamental concept under-
lying the proposed model is to construct an intuitionistic fuzzy load
matrix in which each term lc,i,j of customer c in day i and time sample j
has a certain membership (µc,i,j) and non-membership (νc,i,j) degree. In
this method, the IFD between the thresholded load matrix and the
ideally thresholded load matrix (called ITLM) is minimized to obtain the
best thresholds {τ1, …, τS-1}. The optimal thresholds from IFD for seg-
menting the customer load values are different for each customer. Every
element of the ITLM strictly belongs to its actual range. Thus, the
membership values of the elements in the ITLM are equal to unity,
while its non-membership value and hesitation degrees are equal to
zero. Note that the thresholds are discrete and countable values, so that
the same values may appear for different customers.
Fig. 2 shows the overall proposed IFD-based thresholding frame-
work to segment a load matrix into S (=3) ranges (i.e., the first block of
the first stage of Fig. 1).
The proposed framework can be explained as follows:

(i) The algorithm searches in S-1 loops to find the optimum thresholds
(τc,1, …, τc,S-1) for each customer c, varying from the minimum load
value l to the maximum load value l¯c throughout the planning
_c
horizon.
(ii) For a certain threshold set (τc,1, …, τc,S-1), the load matrix is divided
into S bands (regions). If lc(s) is the load value of customer c located
in the band s, then:

l lc(s= 1) < c,1 lc(s = 2) < lc(s = S 1)

< c, S 1 lc(s = S ) < l¯c
_c (7)

(iii) The mean value of each block s (mc(s) ) can be expressed as follows:
(s )
l¯c
l (s ) × Nc (lc(s) )
l (s ) c
_c
mc(s) = (s )
l¯c
Nc (lc(s) )
l (s )
_c (8)
(s )
For each customer c, the values l (s) and l¯c denote the lower and
_c
upper bound of band s, respectively, while the entry Nc (lc(s) ) defines the
number of occurrences of the load values of customer c in band s.

(iv) The membership value μc,i,j of each element of the load matrix
denotes the closeness of its pixel (load value) to the mean of its
band (mc(s) ). In this paper, a Gaussian like membership function is
adopted:

(lc(,si), j mc(s) ) 2
µc, i, j = exp 2
2 c,s (9)
The variance σ2c,s is considered as in [68]:
(s )
2
c, s = l¯c l (s )
_c (10)

(v) The non-membership value υc,i,j of each element of the load matrix
is evaluated using the Sugeno’s intuitionistic fuzzy generator [69],

Fig. 2. Proposed IFD-based load matrix thresholding framework (S = 3).

7
M. Charwand, et al. Electrical Power and Energy Systems 117 (2020) 105624

given by Valley
Peak Shoulder
1 µc, i, j
c, i, j = ;z>0
1 + zµc, i, j (11)
1 2 3
In this paper, the parameter z is set to 2 (as in [62]).

(vi) Hence, the input load matrix is defined as an IFS. The IFD between
two load matrices A and B of size I × J is defined as in Eq. (6). Let 4 5 6
A be the load matrix thresholded by (τc,1, …, τc,S-1) and B be the
ITLM, then μB(bi,j) = 1 and νB(bi,j) = 0. Hence Eq. (6) is simplified
(the components referring to the matrix B are replaced with either
0 or 1) as:
7 8 9
DivAB Fig. 3. Scheme to determine the 3 × 3 neighborhood-based membership
I J
1 function of element #5, with ε = 1, δ = 1, and S = 3.
= (4 {2 µA (ai,j )} e µA (ai, j) 1 µA (ai,j ) e1 µA (ai, j) {1 A (ai, j )}
2 i= 1 j =1

e A (ai, j ) {1 + A (ai, j )} e A (ai, j ) ) (12) 3.1.2. Derivation of the TLP for each customer
In the previous step, the daily load patterns of each customer have
been clustered using IFD-based thresholding. The S bands have been
(vii) The algorithm searches for every possible set of thresholds (τc,1, used as input to find the representative patterns. A representative pat-
…, τc,S-1), and the IFD is calculated. The best thresholds are those tern should keep as much information as possible. The most commonly
that minimize the IFD. The detailed derivation of the IFD formula used representative patterns are the center of the largest cluster of pre-
and thresholding can be found in [62]. clustered customers and the mean of daily load of customers [1]. The
centroid of the largest cluster cannot represent the complete real be-
As shown in Fig. 2, the algorithm uses two loops to find the op- havior of the customer. Also, in the mean of the daily load approach,
timum set (τc,1, …, τc,S-1) for each customer c, varying the load from the outlier’s data affect the results. Efficient detection of outliers is an im-
minimum value l to the maximum value l¯c . In the inner loop, the portant feature of well-performing clustering schemes. To overcome
_c
membership (µc,i,j) and non-membership (νc,i,j) degrees (including the this problem, in this paper, a classification model based on the posterior
hesitation factor) are calculated to determine the IFD. At the first stage, probability is proposed for construction of representative patterns. The
the load matrices are constructed for each customer, then the optimal representative value should be proportional to the number of load va-
thresholds from IFD for segmenting customer load values are de- lues (i.e., the frequency of events) that occur in each band.
termined. Note that the IFD algorithm uses daily values and neighbor The representative load value for customer c at time sample j is:
information to extract the optimal thresholds. Neighbor information
means relation between the hours of the days (2-dimensional relation: 1
l (s )
s c , j, s i c , i, j
for example, for hour 4 of day 3, it considers hours 2, 3, 5 and 6 of day 4 Nc(,si), j
Lc, j =
(horizontal relation) and also hours 3, 4, and 5 of days 3 and 5 (vertical s c, j , s (14)
relation)). For each customer, the TLP is determined from the in-
formation of all days. As such, it is not useful to extract the thresholds where is the number of elements (pixels) that i and j belonging to
Nc(,si), j
for each day separately. Therefore, the load value at day i and time the band s, and αc,j,s is a coefficient for each customer c at time sample j
sample j is correlated with the values at time samples j − ε to j + ε, and and band s, which is expressed as:
also for the days i − δ to i + δ, where ε and δ are the integer numbers
c , j, s = (band(s )|sample(j)) × (sample(j)|band(s ))
used to determine the time lags for the time samples and for the days,
respectively. To segment the correlated load matrix, the membership (sample(j) band(s )) (sample(j) band(s ))
= ×
function described in Eq. (9) has been modified by a neighborhood- (sample(j )) (band(s ))
based membership function as: I
i=1
Nc(,si), j
I
N (s)
i = 1 c, i, j
= × I J
I N (s)
i=1 j = 1 c, i, j (15)
( mc , i , j mc(s) ) 2
µc, i, j = exp
2 2
c,s (13) In Eq. (15), the term (band(s )|sample(j)) is the conditional prob-
ability of band(s ) given sample(j ) , and (sample(j)|band(s )) is the
where mc,i,j is the mean of the load matrix for customer c at time sample conditional probability of sample(j ) given band(s ) . Actually, the first
j of day i and its effective neighbors. The effective neighbors are those term represents the effect of events’ repetition that occurs in each band,
elements in the neighborhood that belong to the same band as the and the latter term represents the density of band s in each time sample
center element. The proposed strategy incorporates explicit correlation j. Based on Eq. (15), the effect of events’ repetition can be seen in the
between different uncertain loads, such as spatial and temporal corre- representative load values.
lation between the consumption levels, rendering the algorithm more
robust to different kinds of variation, as well as to outliers. 3.2. Stage 2: feature extraction and clustering
In order to provide a simple example, let us refer to Fig. 3 with
S = 3. For the calculations related to the membership function for The second stage comprises two steps:
element #5 in its neighborhood defined for ε = 1 and δ = 1, the values
of the elements 1, 6 and 7 are used, because they are in the same band (i) feature extraction from TLPs (via DWT), and
(shoulder). As such, because of using neighborhood-based membership (ii) clustering of daily pattern of customers.
function, the proposed strategy incorporates explicit correlation be-
tween consumption levels, rendering the algorithm more robust to For preprocessing before clustering, commonly, raw time series
different kinds of variation. domain data are used. To reduce the dimensionality of the feature space

8
M. Charwand, et al.
Fig. 4. Multi-resolution DWT.
and improve scalability of the method to enable calculations for larger
datasets, some works use frequency domain features based on the Fast
Fourier Transform (FFT) [32] or the wavelet transform [3,22,54].
However, as explained in [22], the wavelet transformation is better
suited to exhibit non-stationary behavior. In particular, the use of DWT
introduces some invariance to temporal translations (e.g., slight shifts
in time), to better focus on behavioral aspects and less on the exact
timing of the patterns [22]. In fact, using time-domain features com-
bined with the calculation of the distance between patterns with the
Euclidean norm (as adopted in many clustering algorithms) leads to
relatively high distances when the patterns are only slightly different in
timing, e.g., when the peaks occur. While the clustering algorithm itself
can adopt a more appropriate “distance” measure that achieves some
time invariance, in this paper a similar effect is achieved purely through
the choice of the features.
In this paper, a multi-resolution DWT with the Haar wavelet is used
to transform the original TLP of each customer from the time domain to
the wavelet domain. Using the multi-resolution wavelet load model,
each per-customer’s data is compressed.
Before applying the DWT, the time series must be up-sampled to
obtain 2W samples (e.g., using linear interpolation). The number W also
represents the number of levels used for the DWT. To exemplify, Fig. 4
illustrates a 3-level DWT process (W = 3) in which the time-domain
discrete TLP convolutes with the low band-pass filter hφ and high band-
pass filter hψ, so that the TLP is decomposed into a set of approximation
(Aj) and detail (Dj) coefficients. The detailed derivation of the multi-
resolution DWT formula can be found in [70].
Starting from the number of points that represent the load pattern in
a day, the number of DWT levels W is chosen to reach the closest upper
power of 2. For example, starting from the 24 hourly values the choice
is 32 (for W = 5), while for 48 half-hourly data the choice is 64 (for
W = 6). The execution of the DWT provides at each level w = 1, …, W a
finer resolution with 2w points. The detail coefficients at each level w
are included in a vector dw = [Dw,0, …, Dw,2w-1]. Finally, the feature
considered to represent the TLP at level w is calculated as the norm
||dw||2.
The DWT application results in the representation of each TLP with
W features, with a significant reduction in the number of features and a
substantial reduction in the computation time for the clustering pro-
cedure.
The W features for each TLP are subject to range normalization, to
form the input data sent to clustering using FCM [71]. FCM is based on
minimizing the distance from each data point to a cluster center
weighted by that data point’s membership degree. The clustering
output is the partition of the customers into groups, and can be visua-
lized by drawing the TLP of each customer in the time domain inside
the corresponding group (regardless of the transformations applied to
form the features used as input for clustering). The clustering perfor-
mance is then assessed (as reported in Section 4.2.4) by calculating
suitable indicators using the grouped TLPs in the time domain.
3.3. Stage 3: time period clustering
Time period clustering is described here, showing the applicability
of the proposed method to an important aspect of DSM policies. The
proposed method provides the partitioning into time periods for all the
9
Electrical Power and Energy Systems 117 (2020) 105624
customers in the same cluster, and is applied to each cluster separately.
After the TLP clustering step, the cluster matrix is constructed in which,
instead of the days, the rows of the cluster matrix correspond to TLPs
belonging to that cluster. IFD-based thresholding is implemented to
partition the time periods into a certain number ST of bands using the
same approach as in stage 1 of the algorithm, resulting in the matrix
Q = [qi,j].
Let us consider the time resolution γ of the data (e.g., 30 min, one
hour, or others). The probability of band s at time step y is calculated as
Ps, y = (band(s )|Ty) (16)
where Ty is a matrix that involves the elements of the matrix Q at time
step y:
Ty = {qi, j |j = (y 1) + 1, , y ; y = 1, , 24} (17)
At each time step, the band with the highest probability is selected
as the representative band for that period. The proposed model is for-
mulated such that any policy is applicable to the size of the periods. For
example, if the size of the intervals has to be pre-determined, after
calculating the probability of band s at time step y (Eq. (16)), the re-
presentative band can be found by sorting the intervals according to the
probability of each band.
4. Case study
4.1. Data
The proposed approach has been evaluated on the Low Carbon
London smart meter trials dataset. The data cover three months from
1st January to 31st March 2013, and are based on 30-minute resolution
average power consumption measurements (48 samples per day). After
filtering out the customers that do not contain three full months of data
(e.g., due to equipment failures, power outages, or interruptions), a set
of 90 low voltage distribution customers has been extracted. In this
study, we assume S = 3 (i.e., peak, shoulder and valley ranges) to
provide an illustrative example of the proposed procedure. Then, the
results are extended to the cases with S from 2 to 4. The numerical
simulations have been carried out on the MATLAB platform, on a
computer with Core i7 Intel processor of 2 GHz and 8 GB memory.
4.2. Results
The results are presented for the different stages. In Section 4.2.1
the results of stage 1 of the model are shown in detail and discussed in
terms of pre-processing per customer load consumption based on IFD,
and TLP determination. In Section 4.2.2 the results of the second stage
of the model are illustrated in terms of feature extraction via DWT, and
FCM clustering. In Section 4.2.3 the results of the time periods grouped
for each cluster are shown. Finally, Section 4.2.4 reports the results of
clustering performance analysis by calculating a set of quality metrics
on the clustering outputs.
4.2.1. Stage 1
In this stage, customer’s loads are evaluated via IFD-based thresh-
olding. Fig. 5 shows a load pattern of a single customer throughout the
planning horizon (e.g., a single load matrix with 23.1% load factor1 and
28.6% demand factor2). Fig. 6 illustrates the related histogram, which
is segmented in three bands by two thresholds. It can be seen that most
consumption of this customer is distributed in the first band. In this
example, two thresholds are determined to segment the load matrix
1
Load factor: The ratio of average demand to maximum demand during a
certain period of time.
2
Demand factor: The ratio of actual maximum demand on the system to the
total rated demand connected to the system.
M. Charwand, et al. Electrical Power and Energy Systems 117 (2020) 105624

1 1
real
mean
TLP

0.5 0.5

0 0
10 20 30 40 10 20 30 40
1 1

Power consumption (p.u.)

0.5 0.5

0 0
10 20 30 40 10 20 30 40
1 1

Fig. 5. A load pattern of a single customer throughout the planning horizon.

0.5 0.5

0 0
10 20 30 40 10 20 30 40
Time sample
Fig. 8. TLPs obtained from the proposed algorithm (example for six customers).

segmented load matrix in three bands is depicted in Fig. 7. It is clear

that there is a relation between Fig. 5 and Fig. 7. It is observed that in
most days the consumption appears in all three bands. However, in the
early days, the load values are limited in two bands (peak and valley).
Fig. 6. Histogram of the load pattern of a single customer.
Using Eq. (14), TLPs are determined for all customers. Fig. 8 gives
an illustrative result of the TLPs obtained after implementing the IFD-
based thresholding algorithm for six customers. The TLPs have been
compared with the mean values of the load patterns. The difference
Peak Shoulder Valley
corresponds to the effect of taking into account the uncertainties and
imprecise/unknown information by using the proposed elaboration of
the input data.
10
As mentioned before, the frequency of the load values (number of
events) that occur in each band is used to determine the TLP values at
any time sample, which can be seen as well in the exemplificative case
30 of Fig. 8 for six customers. It can be observed that the mean pattern
depends on the effect of the outliers. Using Eq. (15), the density of band
s in each time sample j is well modeled, so this method has the ability to
reduce the effect of the outliers properly.
50
Day

4.2.2. Stage 2
After feature extraction of TLPs using 6-level DWT, FCM is used to
cluster TLPs. The 48-dimensional original time series vector is trans-
70
formed into an upsampled vector (26 = 64 samples, 6-level DWT), then
each TLP is represented through 6 features, determined as indicated in
Section 3.2. Fig. 9 gives an example of using DWT to decompose an
90 individual customer's TLP. The first row reports the resampled version
10 20 30 40 of the original TLP. The other rows are related to one level of the DWT
Time sample decomposition; the left column shows the approximation coefficients
A1 to A6 (not used to calculate the features), and the right column
Fig. 7. Optimal segmented load matrix of the single customer. shows the detail coefficients D1 to D6.
The analysis carried out on electrical load patterns typically creates
into three ranges of values, to separate the load matrix values into three an initial partitioning in two types of days, namely, weekdays and
bands (valley, shoulder and peak). These three ranges are very weekends, also taking into account that in some DSM policies the
common, and are implemented in several works. selling prices are different in these two types of day [9]. Thereby, a pre-
After the execution of the proposed algorithm, the optimal partitioning into weekdays and weekends has been considered here.

10
M. Charwand, et al. Electrical Power and Energy Systems 117 (2020) 105624

1
Upsampled TLP
0.5

0
10 20 30 40 50 60
Samples
A1 1 D1
1
0 -1
10 20 30 40 50 60 10 20 30 40 50 60

A2 1
D2
1
0 -1
10 20 30 40 50 60 10 20 30 40 50 60

A3 D3
2 1

0 -1
10 20 30 40 50 60 10 20 30 40 50 60

A4 1
D4
2

0 -1
10 20 30 40 50 60 10 20 30 40 50 60

A5 D5
1
2

0 -1
10 20 30 40 50 60 10 20 30 40 50 60

A6 D6
1
2

0 -1
10 20 30 40 50 60 10 20 30 40 50 60

Samples Samples
Fig. 9. TLP decomposition by 6-level DWT (Aj and Dj correspond to the approximation and detail coefficients, respectively).

A further issue to be addressed before running the clustering algo-
rithm is to determine the number of clusters. Specific indicators have
been defined in the literature to deal with the particular nature of the
data use for fuzzy set-based clustering. These indicators are defined to
work in situations with overlapping clusters. This paper uses the cluster
validity index named DWSC, presented in [72] (the proposers did not
provide an explicit interpretation of the acronym). The index DWSC is
based on a dynamic weighted sum of two separation and compactness
measures. Its compactness and separation properties are considered as
major characteristics in the fuzzy c-means clustering technique. The
compactness measure refers to the variation or scattering of the data
within a cluster. The separation measure quantifies how much the
clusters are isolated among them. By minimizing the DWSC index
value, the optimal number of clusters can be obtained. The results in-
dicate that the minimum value of the DWSC index corresponds to 5
clusters for weekdays and 4 clusters for weekends, respectively.
Fig. 10 illustrates the optimal clusters obtained from stage 2, vi-
sualized in the time domain for weekdays and weekends, respectively.
There are clusters that have a very large number of customers, while
some clusters include outlier consumption behavior. In weekdays,
cluster 1 is the largest cluster, with 36 TLPs. Cluster 2 has only one
member, which corresponds to an industrial load and its consumption is
completely shifted in time with respect to the other load patterns. This
cluster exhibits low electrical energy consumption during the daytime
and has a sudden increase in nighttime hours. The profile of cluster 4
(with 3 TLPs) exhibits the shape with peak consumption occurring in
the afternoon hours. Also, profiles of cluster 3 (with 35 TLPs) and
cluster 5 (with 15 TLPs) have the similar shape as cluster 1, but with
slightly lower and higher consumption levels, respectively. Clusters 1, 3
and 5 contain the residents with relatively high consumption, especially
in the evening hours and at midnight hours, whereas in clusters 1 and 3
the consumptions have fewer fluctuations than in other clusters. On the
contrary, large variability is shown in cluster 4, with abruptly low TLP
values between 6 am and 1 pm. Similar considerations apply to the
results obtained for the weekends.
4.2.3. Stage 3
Time period clustering is an important aspect of DSM, a general
strategy for influencing demand patterns in use. The time steps of a day
that are most similar with respect to the demand profile are grouped in
a cluster. The time periods may be grouped to determine peak,
shoulder, valley, or other types of aggregate periods for different pur-
poses of DSM policies (e.g., pricing schemes). Two cases of time period
clustering are applied here. Case 1 considers that the periods are equal
(i.e., 8-h periods) and can be used in time-of-use pricing schemes. Case
2 considers that the periods are determined based on the highest
probability of each band based on Eq. (14) (where the periods are not
necessarily equal). Fig. 11 shows the results of the two cases. In this
specific example, Case 2 leads to a more regular partitioning of the time
periods.

11
M. Charwand, et al. Electrical Power and Energy Systems 117 (2020) 105624

cluster 1 cluster 2 cluster 3 cluster 4 cluster 5

1 1 1 1 1
TLP (p.u.)

0.5 0.5 0.5 0.5 0.5

0 0 0 0 0
12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00
hour hour hour hour hour

(a)

cluster 1 cluster 2 cluster 3 cluster 4

1 1 1 1
TLP (p.u.)

0.5 0.5 0.5 0.5

0 0 0 0
12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00
hour hou r h ou r hour
(b)
Fig. 10. The clusters as found in Stage 2 for TLPs, (a) weekdays and (b) weekends.

1 1
2
2
Case 1

3
3
4
5 4
00:00 12:00 24:00 00:00 12:00 24:00

1 1
2 2
Case 2

3
3
4
5 4
00:00 12:00 24:00 00:00 12:00 24:00

Peak Shoulder Valley

Fig. 11. The clusters as found in Stage 3 for time periods.

4.2.4. Evaluation criteria

Table 3
Different evaluation criteria have been proposed as a comprehen-
Performance indicators for the FCM and k-means and k-medoids algorithms.
sive tool to quantitatively analyze the quality of clustering schemes and
enable the comparison between different clustering methods [1] and MIA CDI DBI SMI WCBCR
[22]. The Mean index adequacy (MIA) is used to measure the com-
Weekdays FCM 0.654 0.317 0.859 0.293 0.235
pactness or homogeneity of the clusters, whereas the clustering dis-
k-means 0.834 0.623 1.742 0.259 0.480
persion indicator (CDI) considers not only the compactness of the k-medoids 0.761 0.322 0.898 0.311 0.389
cluster, but also the separation of clusters or distance between clusters.
Weekends FCM 0.856 0.710 1.937 0.241 0.822
The Davies-Bouldin index (DBI) represents the system-wide average of k-means 0.748 0.748 2.156 0.296 1.847
the similarity measures of each cluster with its most similar cluster. The k-medoids 0.889 0.784 1.856 0.273 0.837
similarity matrix indicator (SMI) gives a statistic dependent on the
spread of the cluster centers found by the clustering algorithm. Also, the
ratio of within cluster sum of squares to between cluster variation medoids, the optimal number of cluster centers k was obtained with the
(WCBCR) is implemented as an adequacy measure which depends on knee point criterion, which is a very common method. The proposed
the sum of the distance square between each input vector and its cluster FCM clustering via IFD consistently provides lower values for almost all
representative vector, as well as the similarity of the clusters centers. the indicators with the k-means and k-medoids techniques, with the
For all indicators, lower values indicate better clustering performance. only exception of the SMI indicator in weekdays with the k-means
For the weekday and weekend solutions, Table 3 indicates the re- technique.
sults of the comparison carried out among the proposed FCM clustering Also, to clearly show the advantage of the proposed algorithm, the
via IFD and the k-means and k-medoids techniques. For k-means and k- procedure is simulated with and without the DWT application. The
clustering results (without DWT) are shown in Fig. 12. The minimum

12
M. Charwand, et al. Electrical Power and Energy Systems 117 (2020) 105624

cluster 1 cluster 2 cluster 3 cluster 4 cluster 5 cluster 6 cluster 7

1 1 1 1 1 1 1
TLP (p.u.)

0.5 0.5 0.5 0.5 0.5 0.5 0.5

0 0 0 0 0 0 0
12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00
hour hour hour hour hour hour hour

(a) weekdays

cluster 1 cluster 2 cluster 3 cluster 4 cluster 5 cluster 6 cluster 7 cluster 8

1 1 1 1 1 1 1 1
TLP (p.u.)

0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5

0 0 0 0 0 0 0 0
12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00 12:00 24:00
hour hour hour hour hour hour hour hour
(b) weekends

Fig. 12. The clusters as found in Stage 2 for TLPs without DWT, (a) weekdays and (b) weekends.

Table 4 1
Comparison of performance indicators (with and without DWT). real
MIA CDI DBI SMI WCBCR
mean
Power consumption (p.u.) TLP (S = 2)
Weekdays With DWT 0.654 0.317 0.859 0.293 0.235
Without DWT 0.829 0.877 2.699 0.376 1.699 TLP (S = 3)
Weekends With DWT 0.856 0.710 1.937 0.241 0.822 TLP (S = 4)
Without DWT 0.916 0.721 2.120 0.775 0.561
0.5

value of the DWSC index corresponds to 7 clusters for weekdays and 8

clusters for weekends, respectively.
For the weekday and weekend solutions (without DWT), Table 4
indicates that the proposed FCM clustering with DWT consistently re-
sults in lower values of almost all the indicators with respect to the
execution without DWT, with the only exception of the WCBCR in-
dicator in weekends. This positive result using the DWT-based features 0
comes together with a reduced computation time. In fact, the compu- 10 20 30 40
tation time of the clustering without DWT is indicatively three times Time sample
higher than the computation time of the clustering with DWT.
Fig. 13. TLPs obtained from the proposed algorithm in cases with S = 2, S = 3
4.2.5. Parametric analysis and S = 4.
To evaluate the proposed algorithm, let us assume that the decision
maker decides to divide the load patterns into S bands, and let us peak hours are considered by the decision maker. In the specific case
consider three situations with S variable from 2 to 4. For S = 2 bands analyzed, the increase of S from 2 to 3 causes some TLP modification in
(for example, peak and off-peak hours), just one threshold (τ) per image the initial part of the TLP, while a further increase of S from 3 to 4 does
is needed. For S = 3 the situation is the one already considered with not cause a significant further TLP change in the initial part, and in-
peak, shoulder, and valley, and two thresholds (i.e., τ1 and τ2) are used troduces some modifications in a successive part of the TLP. These
to segment the load matrix. The case S = 4 is less common in practical changes are data driven, and their interpretation cannot be generalized.
applications, and is included here for the sake of comparison. For the weekday and weekend solutions, the proposed clustering via
The algorithm searches for every possible threshold, and the IFD is FCM consistently results in lower values of almost all the indicators
calculated. The best threshold is the one that minimizes the IFD. For the with respect to the k-means and k-medoids algorithms, as indicated in
whole set of simulations (weekdays and weekend days), with S = 2 the Table 5 for S = 2 and in Table 6 for S = 4. The results show that in the
execution time was about 4 s (i.e., 2.5 s for weekdays and 1.5 s for
weekend days). With S = 3 the execution time was 64 s, and with S = 4
was about 270 min. Further reductions in the computation time could Table 5
be achieved by implementing some parts of the procedure in parallel Performance indicators in the case with S = 2.
mode (e.g., if the optimal thresholds are calculated for each image se-
MIA CDI DBI SMI WCBCR
parately, parallel processing methods can be used to save simulation
time). Weekdays FCM 0.488 0.214 0.594 0.197 0.447
Fig. 13 gives an illustrative result of the TLPs obtained after im- k-means 0.729 0.345 0.896 0.225 0.502
k-medoids 0.736 0.328 0.854 0.230 0.334
plementing the IFD-based thresholding algorithm for a customer. The
TLPs have been compared for different values of S. The difference Weekends FCM 0.573 0.262 0.804 0.047 0.555
k-means 0.761 0.831 2.626 0.294 2.660
corresponds to the fact that the case S = 2 does not take into account
k-medoids 0.550 0.265 0.787 0.085 0.375
shoulder hours, but in case S = 4, in addition to peak hours, critical

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M. Charwand, et al. Electrical Power and Energy Systems 117 (2020) 105624

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