Smart grid is a potential infrastructure to supply electricity demand for end users in a safe and reliable manner. With the rapid increase of the share of renewable energy and controllable loads in smart grid, the operation uncertainty of smart grid has increased briskly during recent years. The forecast is responsible for the safety and economic operation of the smart grid. However, most existing forecast methods cannot account for the smart grid due to the disabilities to adapt to the varying operational conditions. In this paper, reinforcement learning is firstly exploited to develop an online learning framework for the smart grid. With the capability of multitime scale resolution, wavelet neural network has been adopted in the online learning framework to yield reinforcement learning and wavelet neural network (RLWNN) based adaptive learning scheme. The simulations on two typical prediction problems in smart grid, including wind power prediction and load forecast, validate the effectiveness and the scalability of the proposed RLWNN based learning framework and algorithm.
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