Adaptive Methods for Short-Term Electricity Load Forecasting During COVID-19 Lockdown in France.

The coronavirus disease 2019 (COVID-19) pandemic has urged many governments in the world to enforce a strict lockdown where all nonessential businesses are closed and citizens are ordered to stay at home. One of the consequences of this policy is a significant change in electricity consumption patterns. Since load forecasting models rely on calendar or meteorological information and are trained on historical data, they fail to capture the significant break caused by the lockdown and have exhibited poor performances since the beginning of the pandemic. In this paper we introduce two methods to adapt generalized additive models, alleviating the aforementioned issue. Using Kalman filters and fine-tuning allows to adapt quickly to new electricity consumption patterns without requiring exogenous information. The proposed methods are applied to forecast the electricity demand during the French lockdown period, where they demonstrate their ability to significantly reduce prediction errors compared to traditional models. Finally, expert aggregation is used to leverage the specificities of each predictions and enhance results even further.