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The accuracy level of short-term load forecasting (STLF) affects the power department's arrangements for unit start-up, shutdown, overhaul, and load dispatching. However, the existing algorithms do not fully consider load volatility and difficulty in setting the algorithm parameters. In this regard, this paper proposes a hybrid model which combines complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), gated recurrent unit (GRU) with improved gray wolf optimizer (IGWO), namely CEEMDAN–IGWO–GRU (CIG) hybrid algorithm. Firstly, the details and trend information of the load signal are separated by the CEEMDAN algorithm to suppress the interference of load fluctuation. Then, the GRU network optimized by IGWO parameters is used to predict each component, separately. Finally, the complete load forecasting results are obtained by reconstructing the forecasting result of each component. The power load data of a certain area under study is used to verify the CIG model, and the experimental results are compared with other existing algorithms. The experimental results show that the load forecasting results of the CIG model get the high-precision evaluation of 0.6997%, 52.4685, and 38.1891 MW in MAPE, RMSE, and MAE, respectively. Therefore, the parameter optimization ability of the IGWO algorithm can effectively improve the prediction accuracy, and the CIG method can availably suppress the impact of load fluctuation on prediction and has a powerful nonlinear fitting ability. In conclusion, CIG has great potential in establishing a power load forecasting model. [ABSTRACT FROM AUTHOR]

• A hierarchical approach is proposed considering quartile method for optimization. • Proposed CEEMDAN-DMD can regress the energy based on pre-set energy proportion. • Proposed hierarchical allocation strategy can be used for severe power volatility. The development of renewable energy dominated power system and the integration of large-scale wind-storage energy system are inevitable trends of the future society. This paper developed a new methodology of hierarchical power allocation strategy considering wind power fluctuation. A novel idea is presented that fully considers the fluctuation and energy proportion. Based on the Quartile Method (QM) and Hampel-Savitzky Golay (HSG) strategy, a layered-based method that considers the volatility interval to effectively overcome the limitations of a single strategy caused by severe volatility interval is proposed. Then, an improved power division method based on Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) and Dynamic Mode Decomposition (DMD) is proposed where CEEMDAN is used to decompose the Intrinsic Mode Function (IMF) of the remaining fluctuations. Furthermore, according to the required setting of energy proportion, DMD strategy is used for power fitting of the hybrid energy storage system (HESS). Through experimental verification, the hierarchical strategy proposed in this paper can effectively reduce the probability of severe volatility interval or distortion interval and ensure the sequence in the ideal interval. Moreover, the proposed CEEMDAN-DMD strategy can realize the power division according to the energy proportion demand. In model verification, the volatility improvement ζλ 1 min = 85.4766%. Set the energy demand ≥ 80%, the fitting energy proportion accounts for 87.7533%, which outperforms the traditional power division method. In addition, it is demonstrated that the theoretical method proposed in this paper is reliable and promising. [ABSTRACT FROM AUTHOR]