A Novel Algorithm for Determining the Window Size in Power Load Prediction

The sliding window method is a commonly used data processing in time series forecasting tasks, and determining the appropriate window size is a crucial step in constructing predictive models. However, the current setting of window size parameters is often based on empirical knowledge, making the scientific determination of the optimal sliding window size highly significant. This paper proposes an algorithm for optimizing window size based on sample entropy, which is applicable not only to the original undecomposed sequences but also effectively to the decomposed sequences. The proposed algorithm has been validated using the open-source Elia grid data across multiple model architectures, including recurrent (GRU/LSTM) and attention-based (Transformer) networks. Experimental results demonstrate that the algorithm effectively determines an optimal window size of 106. The optimized window consistently leads to superior prediction performance, with the CEEMD-GRU model achieving a MAPE of 0.256, RMSE of 22.529, and MAE of 18.186—representing reductions of over 5% compared to the undecomposed benchmark. Furthermore, the enhancement is more significant for decomposed sequences, and the algorithm’s efficacy is validated across different neural network architectures (e.g., LSTM, GRU, Transformer), confirming its practical utility and generalizability.