Short-Term Load Forecasting (STLF) for End-User Transformer Level (EUTL) is challenging due to the high penetration of Electric Heating Loads (EHLs), which exhibit significant uncertainty, nonlinearity, and variability. In this paper, a STLF model is proposed based on the Stacked Auto-Encoder Extreme Learning Machine (SAE-ELM) deep learning framework, which can be used to extract hidden features from the time series load data. In order to improve the capability of extracting deep and diverse features from the data and generate a useful knowledge representation structure, a novel specialized feature indices set is proposed to construct the training sample set. The sliding trend, fluctuation rate, grade of change, and smoothness of the time series are considered and quantified as elements of the training sample set. Then, deep nonlinear features are extracted by using the SAE-ELM with no iterative parameter tuning needed. To illustrate the validity of the proposed model, five numerical cases are conducted. Comparison of results shows that the proposed model improves the capability and sensitivity of dealing with load volatility and forecasting accuracy.INDEX TERMS Short-term load forecasting, feature representation, deep learning, stacked auto-encoder, extreme learning machine.
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