STLF With Emd-Gru
STLF With Emd-Gru
Article
Short-Term Electricity Load Forecasting Model Based
on EMD-GRU with Feature Selection
Xin Gao 1, *, Xiaobing Li 1 , Bing Zhao 2,3 , Weijia Ji 1 , Xiao Jing 1 and Yang He 1
1 School of Automation, Beijing University of Posts and Telecommunications, Beijing 100876, China;
sober0316@bupt.edu.cn (X.L.); Jiwj@bupt.edu.cn (W.J.); jx94@bupt.edu.cn (X.J.);
Sharonhe@bupt.edu.cn (Y.H.)
2 School of Electrical & Electronic Engineering, North China Electric Power University, Beijing 102206, China;
zhaob@epri.sgcc.com.cn
3 China Electric Power Research Institute Company Limited, Beijing 100192, China
* Correspondence: xlhhh74@bupt.edu.cn
Received: 4 March 2019; Accepted: 21 March 2019; Published: 23 March 2019
Abstract: Many factors affect short-term electric load, and the superposition of these factors leads
to it being non-linear and non-stationary. Separating different load components from the original
load series can help to improve the accuracy of prediction, but the direct modeling and predicting
of the decomposed time series components will give rise to multiple random errors and increase
the workload of prediction. This paper proposes a short-term electricity load forecasting model
based on an empirical mode decomposition-gated recurrent unit (EMD-GRU) with feature selection
(FS-EMD-GRU). First, the original load series is decomposed into several sub-series by EMD. Then,
we analyze the correlation between the sub-series and the original load series through the Pearson
correlation coefficient method. Some sub-series with high correlation with the original load series are
selected as features and input into the GRU network together with the original load series to establish
the prediction model. Three public data sets provided by the U.S. public utility and the load data
from a region in northwestern China were used to evaluate the effectiveness of the proposed method.
The experiment results showed that the average prediction accuracy of the proposed method on four
data sets was 96.9%, 95.31%, 95.72%, and 97.17% respectively. Compared to a single GRU, support
vector regression (SVR), random forest (RF) models and EMD-GRU, EMD-SVR, EMD-RF models,
the prediction accuracy of the proposed method in this paper was higher.
1. Introduction
The electric-power industry, a basic industry supporting state construction, plays an increasingly
important role in our daily life. Stable and uninterrupted high-quality electric energy provides a
guarantee for the stable operation of industry and society [1]. Therefore, in order to ensure the stable
operation of the power system and provide economic and reliable power for the market, it is necessary
to accurately predict the change of load when planning the power system. Furthermore, the prediction
also guides a reasonable production schedule.
Electricity load forecasting is a process of predicting future load changes by analyzing historical
load data. It explores the dynamic changes of load data by qualitative and quantitative methods, such as
statistics, computer science, and empirical analysis [2]. Based on the time horizon of prediction, the load
forecasting can be classified into four categories: long-term forecasting, medium-term forecasting,
short-term forecasting, and ultra-short-term forecasting [3]. Short-term electricity load forecasting is
one of the main tasks for the grid dispatching operation department, and its accuracy is closely related
to the formulation of dispatching plans and the proposal of transmission schemes. However, many
factors affect the change of short-term load, which causes the load series to be highly non-linear and
non-stationary, thus high-precision prediction of short-term load is a challenging task [4].
Since the middle of the 20th century, many researchers have devoted work to the research
of short-term load forecasting, and they have proposed many effective models and solutions [5].
In previous studies, short-term load forecasting methods mainly have included traditional statistical
methods, artificial intelligence methods based on machine learning, and combination forecasting
methods [6]. Traditional methods include multivariate linear regression, time series, exponential
smoothing, etc. Machine learning methods include artificial neural networks (ANN), support
vector machines (SVM), random forest (RF), etc. [3]. Combination forecasting methods include
model combination based on prediction mechanism and weighted combination based on forecasting
results [7].On account of the high non-linear and the non-stationary features, many models and
methods have certain limitations for short-term load forecasting. For example, traditional methods
have a weak ability to process non-linear data, while machine learning methods need to filtrate timing
features manually. Combination forecasting methods can form more adaptable methods by combining
the advantages of various methods. Among them, the signal decomposition methods that decompose
the original load series into different load components can effectively improve the prediction accuracy.
However, directly modeling and forecasting the decomposed time series components separately will
give rise to multiple random errors and generate a large amount of forecasting workload.
In this paper, an empirical mode decomposition-gated recurrent unit (EMD-GRU) forecasting
model with feature selection is proposed to improve the prediction accuracy of short-term electricity
load. Its main contributions are as follows:
• Correlation analysis was performed on the sub-series obtained by EMD using the Pearson
correlation coefficient method. Since the decomposed sub-series contained different features of
the original load series, they had different effects on the fluctuation of the original load series.
The components with high correlation with the original load series were selected by Pearson
correlation coefficient method as the input features of the prediction model.
• An EMD-GRU load forecasting model with feature selection was proposed. The selected sub-series
were input into the GRU network together with the original load series to establish the final
prediction model, which avoided the multiple random errors introduced by modeling the multiple
sub-series separately, and reduced the overall model complexity. At the same time, the GRU
network with unique network structure in the recurrent neural network (RNN) was used as the
prediction model, which solved the problem of gradient disappearance of the RNN in dealing
with long-span time series, had better processing effect on time series, and achieved higher
prediction accuracy.
• Compared with the three single models, including GRU, SVR and RF, and the three hybrid
models including EMD-GRU, EMD-SVR, and EMD-RF, the proposed method had the best
prediction performance.
The remaining of this paper is organized as follows: Section 2 describes some relevant works in
the field of short-term load forecasting. Section 3 introduces the theoretical background on forecasting
methods and presents the EMD-GRU method with feature selection proposed in this paper. Section 4
introduces the experimental results and analysis of four data sets from different regions. Finally,
in Section 5, the conclusion is stated.
2. Related Work
As the electric load series is non-linear, unstable and relatively random, many models and
methods have certain limitations in short-term load forecasting [8].
Since the mid-20th century, various statistical-based linear time series prediction methods have
been proposed, and these methods generally need a precise mathematical model to present the
Energies 2019, 12, 1140 3 of 18
relationship between load and input factors. Haida [9] proposed a regression-based daily peak
load forecasting method and conversion technique. Khashei [10] predicted the hourly load changes
by establishing an autoregressive integrated moving average model (ARIMA). Holt [11] used an
exponentially weighted moving average prediction model to predict non-seasonal and seasonal series
with additive or multiplicative error structures. However, the forecasting model based on statistical
method is relatively simple and requires high stability of load series, which cannot accurately reflect
the non-linear characteristics of load data.
With the development of artificial intelligence technology, machine learning methods, such as ANN,
SVM, and RF, have been widely used in the field of short-term load forecasting [3]. Reference [12] proposed
a short-term load forecasting method based on improved variable learning rate back propagation (BP)
neural network, and the experiment results show the method has high accuracy and real-time performance.
Fu Y [13] used the SVM to predict the hourly electricity load of a building and achieved good results.
In Reference [14], RF was used to predict the load for the next 24 h, and the predicted performance of
the model was analyzed in detail. Although the machine learning method performs better in nonlinear
relationship of the load series and has achieved good results in the field of load forecasting, there are still
some defects. Load series is a complex time series, and the machine learning method has poor processing
ability for timing features and requires manual filtrating the timing features [15].
The flourishing development of deep learning provides researchers with new ways to solve this
problem. Deep learning method mainly refers to the deep neural network which contains multiple hidden
layers and has specific structure and training method. It has been widely used in many fields, such as
speech recognition [16] and image processing [17]. At present, it has also been discussed in the field of
electricity load forecasting. Mocanu [18] used the deep belief network composed of conditional restriction
Boltzmann machine (CRBM) to predict the load of a single residential building. Compared with the
shallow artificial neural network and support vector machine, the results improved a lot. Reference [19]
established a predictive model based on long short-term memory neural network (LSTM) to predict the
short-term electricity consumption of individual residential users. Aowabin Rahman [20] used RNN
to predict hourly consumption of a safety building in Utah and residential buildings in Texas, and the
results have lower relative errors compared to multilayer perceptron networks. Due to the limited
learning ability of deep belief network for time series features, Recurrent Neural Network has been
heated discussed in short-term load forecasting for its unique structure. However, RNN has been proven
to have the problems of gradient explosion and disappearance. Based on the RNN, the GRU network
solves the problem of gradient explosion and disappearance of RNN by adding the gate structure to
control the influence of the previous time [21], so that it can better process the time series.
In recent years, various combination models have been introduced to improve the accuracy of
short-term electricity load forecasting. Among them, the combination of signal decomposition method
and machine learning method has been widely studied [22]. Rana [23] used wavelet neural network to
decompose the load series into sub-series with different frequencies, and then established a prediction
model for each sub-series, and obtained more accurate prediction results. However, it is necessary
to choose the wavelet basis function manually for the wavelet transform. EMD is another method
of signal decomposition. Instead of setting basis function in advance, it can decompose the signal
according to the characteristics of the data itself, and the basis function is directly generated from the
signal itself in the process of decomposition [24]. Each sub-series contains only part characteristic
of the original load series, which makes it much simpler than the original load series, so that more
accurate prediction results can be obtained, and the EMD method has been widely used in the field of
load forecasting. Guo [25] used the SVR and auto regression (AR) models to predict the high frequency
and residual components decomposed by EMD, respectively. Jatin [26] combined the EMD method
with LSTM model to forecast the load demand for a given season and date, and obtained better results
than the single prediction model. The hybrid models mentioned above are mainly different in the
decomposition algorithm or the prediction model, but the establish process is almost the same. Unlike
most previous studies that built prediction models for each component, in this paper, the feature
Energies 2019, 12, 1140 4 of 18
selection method was used to select components that were highly correlated with the original series
from the decomposed sub-series as features to input the GRU prediction model.
Figure 1. Example of one month load decomposition in a public utility sector in the U.S.
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z t = σ ( W ( z ) x t + U ( z ) h t −1 ), (2)
r t = σ ( W (r ) x t + U (r ) h t −1 ), (3)
h t = (1 − z t ) ∗ e
h t + z t ∗ h t −1 , (5)
where xt is the input of the hidden layer at time t , ht is the output of the current layer at time t and
ht−1 is the output at time t − 1, zt and rt are update gate and reset gate, eht represents the set of input
xt and the output ht−1 at the previous moment. σ and tanh represent activation functions, which are
Sigmoid function and hyperbolic tangent function, respectively. U(z) and W(z) are training parameter
matrices in the update gate, U(r) and W(r) are training parameter matrices in the reset gate, and U and
W are training parameter matrices in the process of obtaining e ht . “∗” represents matrix multiplication.
obtained. The general used prediction method based on EMD is to respectively establish prediction
models for the decomposed sub-series, and then superimpose the output of each prediction model
to get the final prediction result [22,25,26]. Although the prediction accuracy is improved, multiple
random errors will be introduced to build prediction models for each sub-series separately, and
some high frequency noise components exist in the decomposed sub-series, which will give rise to
a large prediction error when modeling these sub-series, and affect the overall prediction accuracy.
At the same time, the overall complexity of the model will be increased due to the establishment of
multiple prediction models. In this paper, an EMD-GRU model with feature selection was proposed
for short-term load forecasting. Correlation analysis was performed on the decomposed sub-series
and the components with large correlation with the original series are selected as the input features of
the model. On the one hand, the proposed method can avoid the occurrence of multiple random errors
and improve the prediction accuracy; on the other hand, since there is only one prediction model,
the number of prediction models is greatly reduced compared with the prediction models established
for each sub-series, which reduces the overall complexity of the model. The procedure of the proposed
method is shown as follows:
Step 1: The original load series was decomposed into several IMFs and one residual RES by EMD;
Step 2: All the IMFs and residual were used as initial feature sets, which constitute potential input
variables for the predictive model;
Step 3: The Pearson correlation coefficient method was used to analyze the correlation of the
initial features, and the time series components with large correlation with the original load series
were selected as the input features of the prediction model;
Step 4: The features selected in the previous step were combined with the original load series
to form a combined dataset. Then, the combined dataset is divided into the training set and testing
set, and the specific division is given in Section 4.5. The training set is input into GRU model to
train the prediction model, and then the testing set is input into the prediction model to evaluate the
prediction results.
Figure 3 shows the overall structure of the model.
Figure 3. Structure of the proposed empirical mode decomposition-gated recurrent unit (EMD-GRU)
model with feature selection.
The time series components obtained by EMD constitute the initial feature set, and then the initial
feature set is filtered by the feature selection method. As a filter feature selection method, Pearson
Energies 2019, 12, 1140 7 of 18
correlation coefficient has strong generality and low complexity, and it has strong advantages in
dealing with large-scale data sets and can eliminate a large number of irrelevant features in a short
time. Therefore, it is often used for feature selection of the whole data set [34]. The formulation of
Pearson correlation coefficient is represented in Equation (6):
n − −
∑ ( xi − x )(yi − y )
i =1
γ= s , (6)
n − 2 n − 2
∑ ( xi − x ) ∑ ( yi − y )
i =1 i =1
where γ is the correlation coefficient and represents the correlation between data. xi and yi represent
the sample points, x and y represent the sample mean, and n is the number of samples. The Pearson
correlation coefficient method uses correlation indicators to score individual features and filtrates the
features with scores greater than the threshold. Specifically, the correlation between each component
then the original load series is calculated, and the component with correlation less than the threshold is
removed, and the component with correlation larger than the threshold is selected as the input feature
of the prediction model. The input of the model is as follows:
where X represents the initial feature set, im f i and res represent the decomposed IMF components
and residual, respectively, n represents the total number of decomposed time series components, Xe
represents the historical load data, and Xf represents the feature set composed of the components
selected through feature selection. Data_input represents the combined dataset that combines the
historical load and feature set and is fed into the GRU network for training and prediction. The detailed
process of proposed method is briefly explained in Algorithm 1.
random components with no obvious change rule, indicating that some sudden events and changes in
meteorological factors had a greater impact on them. The middle IMF components fluctuated regularly
which were similar to the original load series. They changed smoothly in a day-to-day cycle and were
not significantly affected by meteorological factors, etc., indicating that these components were mainly
determined by the daily fixed electricity consumption habits and carried out a typical fluctuation of
the day-based cycle. The last few IMF components were low-frequency periodic components which
had large period spans and smooth fluctuations, reflecting the slow-changing process of the influence
of meteorological and other factors on load changes. The last component is the residual, reflecting the
overall trend of the load.
component and the original load series. Generally, the correlation coefficient less than 0.3 is considered
to be weak correlation [36]. In this study, time series components with correlation greater than 0.3
with the original load series were selected as input features of the prediction model, and the results of
feature selection are shown in Table 2.
Dataset Feature
M_1 imf2, imf3, imf10
M_2 imf2, imf3, imf10
M_3 imf2, imf3, imf10
C_1 imf5, imf6, res
forecasting [37]. MAPE represents the average value of the relative error between the predicted value
and the actual value. It can avoid the problem that of errors being offset by each other [38]. Therefore,
MAPE can accurately reflect the magnitude of the prediction error. RMSE is the square root of the
ratio of the square of the deviation between the predicted value and the actual value to the number of
observations. It is very sensitive to the large or small errors in a set of measurements and, therefore,
can reflect the accuracy of the prediction well [8]. Generally, the smaller these indicators are, the better
the prediction performance is. They are defined as follows:
n
1 |yi − ŷi |
MAPE =
n ∑ yi
× 100% (9)
i =1
s
n
1
RMSE =
n ∑ (yi − ŷi )2 , (10)
i =1
where n is the number of predicted time points, yi and ŷi are the actual load value and the predicted
load value at the i-th time point of the forecast day, respectively.
MAPE obtained by other six methods in each data set, the proposed method reduced by 2.2%, 0.8%,
and 2.24%, respectively. In addition, the average RMSE of the proposed method in the M_1, M_2,
and M_3 data sets were 1309.58, 13,322.47, and 4827.02, respectively. Compared with the minimum
average RMSE obtained by other six methods in each data set, the proposed method reduced by 585.21,
4095.49, and 1519.85, respectively. At the same time, it could be learned that for a single prediction
model, the GRU model was superior to SVR and RF in most cases, which shows that the GRU network
had better performance in processing time series; the performance of the EMD-based hybrid prediction
models in MAPE and RMSE were better than the single models in most cases, which showed the
effectiveness of the EMD method. Figures 9–11 show the comparison curves of predicted and actual
values obtained by each model on the three datasets M_1, M_2 and M_3, respectively. These figures
demonstrate the proposed method could better capture the trend of load change, whether in daily
peak or valley.
Table 4 shows the comparison of the running time and memory space requirements of the
EMD-GRU model and the FS-EMD-GRU model on the M_1, M_2 and M_3 dataset, respectively. All the
models were built on a desktop PC with a 3.6 GHz Intel i7 processor and 8 GB of memory using
the tensorflow frame. It was obvious that the running time and memory space of EMD-GRU model
were much greater than that of FS-EMD-GRU model. Compared with the methods of establishing a
prediction model for each sub-series separately, the proposed method could effectively reduce the
overall complexity of the model.
Energies 2019, 12, 1140 13 of 18
Table 4. Comparison of the running time and memory space requirements of the EMD-GRU model
and the FS-EMD-GRU model.
Table 5 shows the prediction results of each model for 48 time points on a certain day in July
2017 in a region of Northwest China. It can be seen from the table that compared with the other six
methods, the proposed method had the smallest MAPE and RMSE, which were 2.83% and 26,143.36,
respectively. Compared with the other six methods, the minimum MAPE and RMSE decreased by
0.33% and 347.07, respectively. Figure 12 shows the comparison curves of load forecasting values and
actual values of each model. It could be seen that the proposed method can better capture the trend of
load change and had a better fitting effect for the load series.
Figure 9. Comparisons of load forecasting results for a certain day in April 2006 of M_1 dataset.
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Figure 10. Comparisons of load forecasting results for a certain day in July 2006 of M_2 dataset.
Figure 11. Comparisons of load forecasting results for a certain day in April 2006 of M_3 dataset.
Figure 12. Comparisons of load forecasting results for a certain day in July 2017 in a region of
Northwest China.
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5. Conclusions
This paper proposes an EMD-GRU short-term electricity load forecasting method with feature
selection. Instead of establishing a forecasting model for each component decomposed by EMD,
the decomposed time series components were selected by correlation analysis method. The components
that were highly correlated with the original load series were selected as features and input into the
GRU forecasting model together with the original load series to establish the final prediction model.
Four load data sets from the U.S. Public Utilities and a region in Northwest China were used to
evaluate the proposed method, and six comparison methods were used to verify the effectiveness of the
proposed method. The experiment results showed that the GRU network in the deep learning method
had the advantage in processing the load time series; the EMD-based hybrid prediction method was
usually better than the corresponding single structure model; and the EMD-GRU prediction method
with feature selection proposed in this paper had the best performance in all comparison methods.
Author Contributions: This paper is a collaborative work of the all the authors. Conceptualization, X.G. and
X.L.; Methodology, X.G. and X.L.; Software, X.L. and W.J.; Validation, X.J. and Y.H.; Writing—Original Draft
Preparation, X.G. and X.L.; Supervision, X.G.; Funding Acquisition, X.G. and B.Z.
Funding: This research was funded by the National Key R&D Program of China grant number 2016YFF001201.
Acknowledgments: This work was supported by the National Key R&D Program of China under Grant
2016YFF001201.
Conflicts of Interest: The authors declare no conflict of interest.
M_1 imf1 imf2 imf3 imf4 imf5 imf6 imf7 imf8 imf9 imf10 imf11 imf12 res
M_1 1.00 0.12 0.36 0.48 0.18 0.21 0.25 0.24 0.28 0.20 0.30 0.24 −0.04 0.08
imf1 0.12 1.00 −0.04 −0.03 −0.01 −0.01 −0.01 0.00 0.01 −0.02 0.02 −0.03 0.01 0.02
imf2 0.36 −0.04 1.00 0.02 −0.02 0.00 0.00 0.00 0.00 0.00 0.02 −0.01 0.01 −0.01
imf3 0.48 −0.03 0.02 1.00 −0.02 −0.01 0.00 0.00 0.01 0.00 0.01 0.00 0.00 0.01
imf4 0.18 −0.01 −0.02 −0.02 1.00 −0.02 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
imf5 0.21 −0.01 0.00 −0.01 −0.02 1.00 0.04 −0.03 −0.02 0.00 0.00 −0.03 0.03 0.00
imf6 0.25 −0.01 0.00 0.00 0.00 0.04 1.00 0.03 0.00 −0.03 −0.02 0.01 0.01 −0.01
imf7 0.24 0.00 0.00 0.00 0.00 −0.03 0.03 1.00 0.05 −0.01 −0.02 −0.02 0.02 0.00
imf8 0.28 0.01 0.00 0.01 0.00 −0.02 0.00 0.05 1.00 0.06 0.02 −0.06 0.05 0.06
imf9 0.20 −0.02 0.00 0.00 0.00 0.00 −0.03 −0.01 0.06 1.00 0.02 0.00 −0.09 −0.02
imf10 0.30 0.02 0.02 0.01 0.00 0.00 −0.02 −0.02 0.02 0.02 1.00 −0.48 0.13 0.13
imf11 0.24 −0.03 −0.01 0.00 0.00 −0.03 0.01 −0.02 −0.06 0.00 −0.48 1.00 −0.40 −0.01
imf12 −0.04 0.01 0.01 0.00 0.00 0.03 0.01 0.02 0.05 −0.09 0.13 −0.40 1.00 −0.17
res 0.08 0.02 −0.01 0.01 0.00 0.00 −0.01 0.00 0.06 −0.02 0.13 −0.01 −0.17 1.00
M_2 imf1 imf2 imf3 imf4 imf5 imf6 imf7 imf8 imf9 imf10 imf11 res
M_2 1.00 0.14 0.40 0.44 0.16 0.21 0.22 0.25 0.18 0.24 0.46 0.17 0.09
imf1 0.14 1.00 −0.03 −0.02 −0.01 0.00 0.01 0.00 0.01 0.00 0.01 −0.03 −0.01
imf2 0.40 −0.03 1.00 0.03 −0.03 −0.02 −0.01 0.00 0.00 0.00 0.02 −0.03 0.00
imf3 0.44 −0.02 0.03 1.00 −0.04 −0.01 0.00 0.00 0.00 0.00 0.00 −0.01 0.00
imf4 0.16 −0.01 −0.03 −0.04 1.00 0.00 −0.02 0.00 0.00 0.02 −0.01 0.01 0.01
imf5 0.21 0.00 −0.02 −0.01 0.00 1.00 0.01 −0.01 0.03 −0.03 0.00 0.00 0.00
imf6 0.22 0.01 −0.01 0.00 −0.02 0.01 1.00 0.02 0.01 −0.01 −0.04 0.00 −0.02
imf7 0.25 0.00 0.00 0.00 0.00 −0.01 0.02 1.00 −0.07 0.10 −0.05 0.06 0.04
imf8 0.18 0.01 0.00 0.00 0.00 0.03 0.01 −0.07 1.00 −0.23 0.01 −0.07 −0.02
imf9 0.24 0.00 0.00 0.00 0.02 −0.03 −0.01 0.10 −0.23 1.00 −0.03 0.12 0.02
imf10 0.46 0.01 0.02 0.00 −0.01 0.00 −0.04 −0.05 0.01 −0.03 1.00 −0.21 −0.07
imf11 0.17 −0.03 −0.03 −0.01 0.01 0.00 0.00 0.06 −0.07 0.12 −0.21 1.00 −0.05
res 0.09 −0.01 0.00 0.00 0.01 0.00 −0.02 0.04 −0.02 0.02 −0.07 −0.05 1.00
Energies 2019, 12, 1140 16 of 18
M_3 imf1 imf2 imf3 imf4 imf5 imf6 imf7 imf8 imf9 imf10 imf11 res
M_3 1.00 0.16 0.44 0.44 0.18 0.21 0.22 0.18 0.22 0.25 0.46 0.22 0.11
imf1 0.16 1.00 −0.05 −0.02 −0.01 −0.01 0.00 0.00 0.02 −0.02 −0.01 −0.04 0.02
imf2 0.44 −0.05 1.00 0.03 −0.05 −0.01 0.01 0.00 0.00 0.01 0.03 −0.06 −0.02
imf3 0.44 −0.02 0.03 1.00 −0.03 −0.02 0.00 0.00 0.00 0.00 0.00 −0.01 0.00
imf4 0.18 −0.01 −0.05 −0.03 1.00 0.00 −0.03 0.00 0.00 0.01 0.01 0.02 0.00
imf5 0.21 −0.01 −0.01 −0.02 0.00 1.00 0.02 −0.02 −0.02 −0.02 0.00 0.01 0.00
imf6 0.22 0.00 0.01 0.00 −0.03 0.02 1.00 −0.12 0.00 −0.07 −0.06 −0.06 0.00
imf7 0.18 0.00 0.00 0.00 0.00 −0.02 −0.12 1.00 0.13 −0.03 0.00 0.03 −0.01
imf8 0.22 0.02 0.00 0.00 0.00 −0.02 0.00 0.13 1.00 0.04 −0.04 −0.02 0.00
imf9 0.25 −0.02 0.01 0.00 0.01 −0.02 −0.07 −0.03 0.04 1.00 0.22 0.01 −0.20
imf10 0.46 −0.01 0.03 0.00 0.01 0.00 −0.06 0.00 −0.04 0.22 1.00 −0.01 −0.02
imf11 0.22 −0.04 −0.06 −0.01 0.02 0.01 −0.06 0.03 −0.02 0.01 −0.01 1.00 −0.05
res 0.11 0.02 −0.02 0.00 0.00 0.00 0.00 −0.01 0.00 −0.20 −0.02 −0.05 1.00
C_1 imf1 imf2 imf3 imf4 imf5 imf6 imf7 imf8 imf9 imf10 imf11 imf12 imf13 res
C_1 1.00 0.28 0.16 0.13 0.23 0.49 0.56 0.07 0.09 0.16 0.16 0.21 0.22 0.19 0.33
imf1 0.28 1.00 −0.05 −0.04 −0.02 −0.01 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
imf2 0.16 −0.05 1.00 0.03 −0.02 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.01
imf3 0.13 −0.04 0.03 1.00 0.02 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
imf4 0.23 −0.02 −0.02 0.02 1.00 0.09 −0.03 0.01 0.00 0.01 0.03 −0.03 0.01 −0.01 0.00
imf5 0.49 −0.01 0.00 0.00 0.09 1.00 0.02 −0.03 −0.03 0.00 0.00 0.00 0.00 0.03 0.00
imf6 0.56 0.00 0.00 0.00 −0.03 0.02 1.00 −0.09 −0.02 −0.01 −0.01 0.01 −0.01 0.00 0.00
imf7 0.07 0.00 0.00 0.00 0.01 −0.03 −0.09 1.00 0.09 −0.03 −0.01 −0.01 0.00 −0.01 −0.01
imf8 0.09 0.00 0.00 0.00 0.00 −0.03 −0.02 0.09 1.00 0.01 0.00 −0.02 −0.02 0.00 −0.01
imf9 0.16 0.00 0.00 0.00 0.01 0.00 −0.01 −0.03 0.01 1.00 0.23 0.05 0.01 −0.02 0.01
imf10 0.16 0.00 0.00 0.00 0.03 0.00 −0.01 −0.01 0.00 0.23 1.00 −0.07 −0.04 −0.05 0.11
imf11 0.21 0.00 0.00 0.00 −0.03 0.00 0.01 −0.01 −0.02 0.05 −0.07 1.00 0.23 0.13 −0.12
imf12 0.22 0.00 0.00 0.00 0.01 0.00 −0.01 0.00 −0.02 0.01 −0.04 0.23 1.00 −0.05 0.00
imf13 0.19 0.00 0.00 0.00 −0.01 0.03 0.00 −0.01 0.00 −0.02 −0.05 0.13 −0.05 1.00 0.07
res 0.33 0.00 0.01 0.00 0.00 0.00 0.00 −0.01 −0.01 0.01 0.11 −0.12 0.00 0.07 1.00
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