ARTICLE IN PRESS Energy Policy 35 (2007) 3984–3990 www.elsevier.com/locate/enpol Ant colony optimization approach to estimate energy demand of Turkey M. Duran Toksarı Engineering Faculty, Industrial Engineering Department, Erciyes University, 38039 Kayseri, Turkey Received 29 November 2006; accepted 30 January 2007 Available online 23 March 2007 Abstract This paper attempts to shed light on the determinants of energy demand in Turkey. Energy demand model is first proposed using the ant colony optimization (ACO) approach. It is multi-agent systems in which the behavior of each ant is inspired by the foraging behavior of real ants to solve optimization problem. ACO energy demand estimation (ACOEDE) model is developed using population, gross domestic product (GDP), import and export. All equations proposed here are linear and quadratic. Quadratic_ACOEDE provided better-fit solution due to fluctuations of the economic indicators. The ACOEDE model plans the energy demand of Turkey until 2025 according to three scenarios. The relative estimation errors of the ACOEDE model are the lowest when they are compared with the Ministry of Energy and Natural Resources (MENR) projection. r 2007 Elsevier Ltd. All rights reserved. Keywords: Ant colony optimization; Energy demand; Turkey 1. Introduction Energy plays a critically significant role in the economic and social development of a country. Therefore, identification and analysis of energy issues and development of energy policy options are of prime importance (Dincer and Dost, 1996; Utlu and Hepbasli, 2006a). Energy demand estimation is one of the most important policy tools used by the decision makers for a developing country. Turkey, which is a Eurasian country that stretches from the Anatolian peninsula in Southwestern Asia to the Balkan region of Southeastern Europe, is a developing country. The importance of energy as an essential ingredient in economic growth as well as in any strategy for improving the quality of human life is well established. The energy policy agenda has changed significantly since the days of 1973 and 1979 oil crises (Utlu and Hepbasli, 2006a, b). When average annual gross domestic product (GDP) of the Turkish in last decade is 4.02 its population increased by Tel.: +90 352 4374901; fax: +90 352 4375784. E-mail address: [email protected]. 0301-4215/$ - see front matter r 2007 Elsevier Ltd. All rights reserved. doi:10.1016/j.enpol.2007.01.028 about 50% in the last two decades. Proportion of imports covered by exports in last decades is 62.3%. In the long term, the Turkish economy is slated for robust, albeit sometime erratic growth and persistent inflation, which will need to be supported by steadily increasing energy supplies (Haldenbilen and Ceylan, 2005). According to collected data the Ministry of Energy and Natural Resources (MENR, 2006), the energy import ratio of Turkey in 2005 is about 72%, and the majority of this import is based on petroleum and natural gas (Sayin et al., 2005). Countries like Turkey should plan carefully about their energy demand for critical periods, such as economic crises that usually hit Turkey. Economic crisis hit Turkey three times in the last decade, once in 1994 and the others in 2000 and 2001. These periods showed that energy consumption fluctuates and indicated a decreasing trend. After the economic crises, the consumption of energy showed the same trend as before the economical crises (Ceylan and Ozturk, 2004). Turkey has been experiencing substantial demand growth in all segments of the energy sector. The primary energy need of Turkey has been growing by some 6% per annum for decades. Recent forecasts indicate that this ARTICLE IN PRESS M. Duran Toksarı / Energy Policy 35 (2007) 3984–3990 trend will continue as a result of rapid urbanization and industrialization (Hepbasli et al., 2007). In future, a very large growth in energy demand in Turkey is expected for primary energy types such as electricity, natural gas and oil because of limited resources. Table 1 shows Turkey’s primary energy production and consumption in 2000–2005 according to the data collected from MENR in detail. When productions of coal, lignite and oil natural gas are less than their respective consumptions of eating these, for hydraulic, electric, heat and wood, each production is equal to its consumption, respectively. Many researchers (Uri, 1980; Kavrakoglu, 1983; Yu and Been, 1984; Ebohon, 1996; Cheng and Lai, 1997; Ceylan and Ozturk, 2004; Canyurt and Öztürk, 2006; Say and Yücel, 2006) have studied on the relationship between energy consumption and income. In the energy literature, meta-heuristic methods, which are used to solve combinatorial optimization problem, have been narrowly applied to estimate energy consumption. Ceylan and Ozturk (2004) used genetic algorithm (GA) for estimating energy demand, and Canyurt and Öztürk (2006) proposed three applications of GA techniques on oil demand estimation. Canyurt et al. (2006) developed GA approaches for the transport energy demand estimation. Ozcelik and Hepbasli (2006) applied another meta-heuristic, which simulated annealing, to estimate petroleum energy production and consumption. However, ant colony optimization (ACO) has never been applied to estimate energy demand in the literature. In this paper, models obtained by using ACO-based algorithm are suggested to forecast energy demand of Turkey. The estimation of energy demand based on economic indicators uses various forms of equations. These forms are linear and quadratic. The economic indicators that were used during the model development are GDP, population and import and export data of Turkey. The paper is organized as follows. First, ACO are be explained. The proposed ACO algorithm to estimate 3985 energy demand are detailed in Section 3. In Section 4, models for energy demand of Turkey are developed by using algorithm proposed in Section 3. Finally, proposed models are discussed Turkey’s energy demand in years 2006–2025 and uses three scenarios. 2. ACO ACO belongs to the class of biologically inspired heuristics. The basic idea of ACO is to imitate the cooperative behavior of ant colonies. ACO for solving combinatorial optimization problems was initiated by Dorigo (1992). The principle of these methods is based on the way ants search for food and find their way back to the nest. During trips of ants a chemical trail called pheromone is left on the ground. The role of pheromone is to guide the other ants towards the target point. For one ant, the path is chosen according to the quantity of pheromone. As illustrated in Fig. 1, when facing an obstacle, there is an equal probability for every ant to choose the left or right path. As the left trail is shorter than the left one it required less travel time, and it will end up with higher level of pheromone. More the ants take the right path, higher the pheromone trail is. This fact will be increased in the evaporation stage. The general ACO algorithm is illustrated in Fig. 2. The procedure of the ACO algorithm manages the scheduling of three activities (Talbi et al., 2001; Dorigo and Di Caro, 1999): The first step consists mainly of the initialization of the pheromone trail. In the iteration (second) step, each ant constructs a complete solution to the problem according to a probabilistic state transition rule. The state transition rule depends mainly on the state of the pheromone. The third step updates the quantity of pheromone; a global pheromone updating rule is applied in the two phases. First, a fraction of the pheromone evaporates, and then each ant deposits an amount of pheromone which is Table 1 Turkey’s primary energy production and consumption in 2000–2005 Years Coal (MTOE)a Lignite (MTOE) Oil (MTOE) Natural gas (106m3) Hydraulic (GWh) Electric (GWh) Heat (GWh) Wood (MTOE) Energy production 2000 2392 2001 2494 2002 2319 2003 2059 2004 1946 2005 2170 60,854 59,572 51,660 46,168 43,709 55,282 2749 2551 2420 2375 2276 2281 639 312 378 561 708 980 30,879 24,010 33,684 35,330 46,084 39,561 76 90 105 89 93 94 648 687 730 784 811 926 16,938 16,263 15,614 14,991 14,393 13,819 Energy consumption 2000 15,525 2001 11,176 2002 18,830 2003 17,535 2004 18,904 2005 19,421 64,384 61,010 52,039 46,051 44,823 56,577 31,072 29,661 29,776 30,669 31,729 30,016 15,086 16,339 17,694 21,374 22,446 27,314 30,879 24,010 33,684 35,330 46,084 39,561 76 90 105 89 93 94 648 687 730 784 811 926 16,938 16,263 15,614 14,991 14,393 13,819 a MTOE: million tons of oil equivalents. ARTICLE IN PRESS M. Duran Toksarı / Energy Policy 35 (2007) 3984–3990 3986 Fig. 1. Ants finding the shortest path around an obstacle. Step 1. Initialization - Initialize pheromone trail Step 2. Solution construction - For each ant Repeat Solution construction using the pheromone trail Step 3. Update the pheromone trail Until stopping criteria Fig. 2. A generic ACO algorithm proportional to the fitness of its solution. This process is iterated until a stopping criterion (Toksarı, 2006). vectors. For example, if the number of coefficients of the design parameters of an ant is three is three, initial vector ðk ¼ 1; 2; . . . ; mÞ dimensions vk ¼ xkinitial ; ykinitial ; zkinitial (see Fig. 3(a) for parameters (x, y, z) are bounded by ð1ox; y; zo1ÞÞ. Then, modifications based on the pheromone trail are then applied to each vector. In the proposed ant colonybased algorithm, quantity of pheromone (tt) only intensifies around the best objective function value obtained from the previous iteration and all ants turn towards there to search a solution (Fig. 3b). The solution vector of each ant is updated at beginning of the each iteration using the formula xkt ¼ xbest t1 dx; ðt ¼ 1; 2; . . . ; I Þ, (3) 3. ACO energy demand estimation (ACOEDE) ykt ¼ ybest t1 dy; ðt ¼ 1; 2; . . . ; I Þ, (4) ACOEDE was developed from ACO algorithm used to find global minimum (Toksarı, 2006). Models which are obtained using ACO include four economic parameters: population, GDP, import and export. The estimation of energy demand based on economic indicators was modeled by using various forms, e.g. linear and quadratic. For example, quadratic form can be expressed as zkt ¼ zbest t1 dy; ðt ¼ 1; 2; . . . ; I Þ, (5) E ACEDE ¼ w1 þ w2 X 1 þ w3 X 2 þ w4 X 3 þ w5 X 4 quad þ w6 X 1 X 2 þ w7 X 1 X 3 þ w8 X 1 X 4 þ w9 X 2 X 3 þ w10 X 2 X 4 þ w11 X 3 X 4 þ w12 X 21 þ w13 X 22 þ w14 X 23 þ w15 X 24 . ð1Þ ACO optimizes coefficients (wi) of the design parameters (Xi), which are included by models, concurrently. Objective function of model, f(v) takes the following form: n 2 X Min f ðvÞ ¼ si E observed E predicted . (2) i i i¼1 ACO algorithm searches the best set of coefficients for the design parameters. In the proposed ACO algorithm, first m number of ants are associated with m random initial where xkt ; ykt and zkt are solution values of the kth ant at best best iteration t, xbest t1 ; yt1 ; zt1 is the best solution obtained at the iteration t1 and dx, dy and dz are vectors generated randomly from [a, a] range to determine the length of jump. At the end of the each iteration, quantity of pheromone (tt) is updated in two phases. First, the quantity of pheromone (tt) is reduced to simulate the evaporation process by the formula (6). In a second phase, the pheromone is only reinforced around the best objective function value obtained from the previous iteration (formula (7)): tt ¼ 0:1 tt1 , (6) best best tt ¼ tt1 þ 0:01 f xbest t1 ; yt1 ; zt1 . (7) This process is iterated until number of maximum iteration (I). In formulas (3), (+) sign is used when point vkt is on the left of global minimum on the x-coordinate axis and () sign is used when point xkt is to the right of global minimum on the x-coordinate axis. This condition is valid for all dimensions. The direction of movement is defined by ARTICLE IN PRESS M. Duran Toksarı / Energy Policy 35 (2007) 3984–3990 a 3987 z=1 y x= –1 z x=1 y=1 1 Ant 2 B Ant 1 A z= –1 1 Ant 5 E -–3 –2 x Ant 3 C Global Optimum –1 1 2 Ant 4 D –1 3 y=–1 –1 b Global Optimum x Ant 4 D1 Ant 1 Ant 2 A1 B1 Ant 3 C1 Ant 5 E1 z C y Fig. 3. (a) Five ants being associated with five random initial vectors (the best vector is on the C point. So, quantity of pheromone intensifies only between optimum and C point). (b) The first iteration (searching was only done between optimum and C point. At the end of the iteration 1, the best vector is on the D1 point and so, quantity of pheromone only intensifies between optimum and D1 point). 4. Development of ACOEDE models for Turkey Institute (TSI, 2006) and the MENR. When GDP, import, export and population are obtained from TSI and WECTNC, the observed data for energy were collected from MENR. Table 2 shows the observed data between 1979 and 2005. Two models for energy demand for Turkey are developed by using proposed ACOEDE algorithm. These are linear_ACOEDE (Ylinear), the linear form of ACOEDE, and _ACOEDE (Yquadratic) is the quadratic form of ACOEDE. Common parameters for ACOEDE models are that the number of ants (m) are 500, and maximum iteration (I) is 1000. Twenty-seven data (1979–2005) were used to determine the weighting parameters of ACOEDE models: Turkey’s energy demand models are developed by using the ACO-based algorithm and observed data between 1970 and 2005. The data are collected from Turkish Statistical Y linear ¼ 51:3046 þ 0:0124X 1 þ 1:8102X 2 þ 0:3524X 3 0:4439X 4 , following three equations: best best x̄best initial ¼ xinitial þ xinitial 0:01 , (8) best best ȳbest initial ¼ yinitial þ yinitial 0:01 , (9) best best z̄best initail ¼ zinitial þ zinitial 0:01 . (10) pffiffiffi Setting a ¼ 0.1 a at end of the each iteration I to not pass over global minimum (I is number of maximum iteration). Thus, the length of jumping will gradually decrease. Steps of the proposed algorithm are as in Fig. 4. ð11Þ ARTICLE IN PRESS M. Duran Toksarı / Energy Policy 35 (2007) 3984–3990 3988 Initialization Set the initial values: Stopping criterion: maximum iteration n X I , The interval dx vector is to be generated initial , Generate m random initial vectors (x kinitial , y kinitial , z kinitial (k = 1,2,...,m)) (or all of them may be set to the same value), each one associated to an ant and assign this as current solution( f (v)kinitial ) , Determine (x initial , y initial , z initial ), best best best Define the direction of movement by equations (8), (9) and (10). Solution Manipulation FOR k = 1 TO n FOR i =1 TO k X I FOR all ants Generate dx random vector within [a,b] range, Calculate new solution of each ant by equations (3), (4) and (5), IF f (vt ) ≤ f (vbest t−1 ) best ELSE v globalmin THEN best v globalmin = vt best = vt−1 Update of the Number of Pheromone Generate it by equations (6) and (7). END END END Fig. 4. Ant colony optimization for estimating energy demand. f ðvÞlinear ¼ 45:7239; R2linear ¼ 99:52%, Y quadratic ¼ 96:4418 0:4820X 1 þ 4:7370X 2 þ 1:0937X 3 2:8935X 4 þ 0:0188X 1 X 2 þ 0:0230X 1 X 3 0:0255X 1 X 4 0:0625X 2 X 3 þ 0:1014X 2 X 4 þ 0:0915X 3 X 4 0:0027X 21 0:0466X 22 0:0389X 23 0:0651X 24 , ð12Þ f ðvÞquadratic ¼ 27:9470; R2quadratic ¼ 99:70%, where X1 is GDP, X2 is population, X3 is import, X4 is export and f(v) is sum of squared errors. Ten data (1996–2005) were used to validate the models. Table 3 shows relative errors between estimated and observed data. Table 3 shows that ACOEDE models for energy demand estimation are very robust and successful. Although the biggest deviation is 3.87% from linear_ACOEDE, it is a quite acceptable level. 5. ACOEDE models for future estimation of Turkey’s energy demand Three scenarios are used to estimate Turkey’s energy demand in the years 2006–2025. They are compared with the MENR projection. Scenario 1: It is assumed that the average growth rate of GDP is 6%, population growth rate is 0.17%, import growth rate is 4.5%, and export growth rate is 2% during the period of 2006–2025. Fig. 5 shows that the estimated values for two forms of ACOEDE and MENR for the Scenario 1. The linear_ACOEDE gives lower estimates of the energy demand than the quadratic_ACOEDE and the MENR projections. Scenario 2: It is assumed that the average growth rate of GDP is 5%, population growth rate is 0.15%, %, import growth rate is 5%, and proportion of import covered by export is 45% during the period of 2006–2025. When Fig. 6 presents that the estimated values for two forms of ACOEDE and MENR for the Scenario 2, the linear_ACOEDE gives the lowest estimates of the energy demand. Scenario 3: It is assumed that the average growth rate of GDP is 4%, population growth rate is 0.18%, import growth rate is 4.5%, and export growth rate 3.5% during the period of 2006–2025. As can be seen from Fig. 7, two forms of ACOEDE give nearly the same estimation and they are better than the MENR projections. The low and very high estimations of energy demand are unlikely to be realized in Turkey in the long term (Ceylan and Ozturk, 2004). Hence, lowest and highest values for the energy demand of Turkey should be determined. These values can be obtained from ACOEDE models. 6. Conclusions In this study, estimation of Turkey’s energy demand based on ACO is studied based on GDP, population, ARTICLE IN PRESS M. Duran Toksarı / Energy Policy 35 (2007) 3984–3990 import and export. Two forms of the ACOEDE developed using 27 data (1979–2005). Three scenarios are proposed to estimate Turkey’s energy demand in the years 2006–2025 using the two forms of the ACOEDE. They are compared with the MENR projection. The following main conclusions may be drawn from the results of the present study: (a) Both linear_ACOEDE and quadratic_ACOEDE for Three scenarios should be used to estimate the energy demand of Turkey. Scenarios 1 and 3 have their estimations close. However, for Scenario 2, linear_ACOEDE linear_ACOEDE quadratic_ACOEDE MENR 400 Energy Demand(MTOE) 350 Table 2 Energy demand, GDP, population, import and export data of Turkey between 1979 and 2005 (TSI and MENR) 2022 2024 2022 2024 2020 2018 2016 Years Fig. 5. Energy demand for Scenario 1. linear_ACOEDE quadratic_ACOEDE MENR 400 350 300 250 200 150 100 50 2020 2018 0 2016 2.26 2.91 4.7 5.75 5.73 7.13 7.95 7.46 10.19 11.66 11.62 12.96 13.59 14.72 15.35 18.11 21.64 23.22 26.26 26.97 26.59 27.78 31.33 36.06 47.25 63.17 73.48 2014 5.07 7.91 8.93 8.84 9.24 10.76 11.34 11.1 14.16 14.34 15.79 22.3 21.05 22.87 29.43 23.27 35.71 43.63 48.56 45.92 40.67 54.5 41.4 51.55 69.34 97.54 116.77 2014 43.531 44.439 45.54 46.688 47.864 49.07 50.307 51.433 52.561 53.715 54.894 56.098 57.193 58.248 59.323 60.417 61.532 62.667 63.823 65.001 66.432 67.421 68.365 69.302 70.231 71.152 72.974 2012 82 68 72 64 60 59 67 75 86 90 108 151 150 158 179 132 170 184 192 207 187 200 146 181 239 299 361 2012 30.71 31.97 32.05 34.39 35.7 37.43 39.4 42.47 46.88 47.91 50.71 52.98 54.27 56.68 60.26 59.12 63.68 69.86 73.78 74.71 76.77 80.5 75.4 78.33 83.84 87.82 91.58 0 2010 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 50 2010 Export ($109) 100 2008 Import ($109) 150 2008 Population (106) 200 2006 GDP ($109) 250 2006 Energy demand (MTOE) 300 Energy Demand (MTOE) Years 3989 Years Fig. 6. Energy demand for Scenario 2. Table 3 Energy demand estimation of ACOEDE models between 1996 and 2005 years Years 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 Observed energy demand (MTOE) 69.86 73.78 74.71 76.77 80.5 75.4 78.33 83.84 87.82 91.58 Estimated energy demand (MTOE) Relative errors (%) Linear_ACOEDE quadratic_ACOEDE linear_ACOEDE quadratic_ACOEDE 69.48 72.06 73.14 73.80 80.10 74.94 78.55 82.25 87.54 93.10 70.52 73.67 75.67 76.09 81.47 73.73 80.55 84.38 88.10 93.01 0.54 2.33 2.10 3.87 0.50 0.61 0.28 1.90 0.32 1.66 0.94 0.15 1.28 0.89 1.20 0.89 2.83 0.64 0.32 1.58 ARTICLE IN PRESS M. Duran Toksarı / Energy Policy 35 (2007) 3984–3990 3990 References linear_ACOEDE quadratic_ACOEDE MENR 400 Energy Demand (MTOE) 350 300 250 200 150 100 50 2024 2022 2020 2018 2016 2014 2012 2010 2008 2006 0 Years Fig. 7. Energy demand for Scenario 3. gives lower estimates of the energy demand than the quadratic_ACOEDE. (b) Although the largest deviation is 3.87% for linear_ACOEDE, the largest deviation is 2.83% for quadratic_ACOEDE. Then, we can say that quadratic_ACOEDE provided better fit solution due to the fluctuations of the economic indicators. (c) The estimation of energy demand of Turkey using the ACOEDE forms is underestimated when the results are compared to the MENR results. ACOEDE forms give lower estimates of the energy demand than the MENR results. (d) The estimation of energy demand can also be investigated with, neural networks or other metaheuristic such as tabu search, genetic algorithm, simulated annealing, variable neighborhood search, etc. The results of the different methods could be compared with the ACO method to see the performance of the ACOEDE. (e) The developed models based on the ACO approach proved to be a successful energy estimation tool. 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