• Energy Research

Recent years have witnessed exponential growth in developing deep learning models for time series electricity forecasting in power systems. However, most of the proposed models are designed based on the designers’ inherent knowledge and experience without elaborating on the suitability of the proposed neural architectures. Moreover, these models cannot be self-adjusted to dynamically changed data patterns due to the inflexible design of their structures. Although several recent studies have considered the application of the neural architecture search (NAS) technique for obtaining a network with an optimized structure in the electricity forecasting sector, their training process is computationally expensive and their search strategies are not flexible, indicating that the NAS application in this area is still at an infancy stage. In this study, we propose an intelligent automated architecture search (IAAS) framework for the development of time series electricity forecasting models. The proposed framework contains three primary components, that is, network function–preserving transformation operation, reinforcement learning–based network transformation control, and heuristic network screening, which aim to improve the search quality of a network structure. After conducting comprehensive experiments on two publicly available electricity load data sets and two wind power data sets, we demonstrate that the proposed IAAS framework significantly outperforms the 10 existing models or methods in terms of forecasting accuracy and stability. Finally, we perform an ablation experiment to showcase the importance of critical components in the proposed IAAS framework in improving forecasting accuracy. History: Accepted by Ram Ramesh, Area Editor for Data Science and Machine Learning. Funding: J. Yang, G. Jiang, and Y. Chen were supported by the National Natural Science Foundation of China [Grants 72293562, 72121001, 72101066, 72131005, 71801148, and 72171060]. Y. Chen was supported by the Heilongjiang Natural Science Excellent Youth Fund [YQ2022G004]. Supplemental Material: The software ( Yang et al. 2023 ) that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.0034 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2023.0034 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .