AutoPQ自动将点预测转为分位数预测,提升电网预测精度并降低能耗。
AutoPQ: Automating Quantile estimation from Point forecasts in the context of sustainability
- 用条件可逆神经网络从点预测生成分位数预测,提升不确定性量化能力。
- 自动化选择最优模型与超参数,性能优于现有方法且计算量更低。
- 支持多种配置,兼顾效率与环保,适合可持续能源系统应用。
智能电网优化依赖于基于不确定性量化的关键决策,概率预测成为核心工具。设计此类模型面临三大挑战:准确无偏的不确定性量化、降低数据科学家的工作负担,以及减少模型训练的环境影响。为此,我们提出AutoPQ,一种专为智能电网设计的自动化概率预测方法。AutoPQ通过条件可逆神经网络(cINN)将已有点预测转化为分位数预测,显著提升不确定性建模能力;同时自动化选择最优点预测方法并优化超参数,确保每个应用场景下均采用最佳模型配置。AutoPQ提供默认与高级两种配置,灵活适配不同算力需求。此外,该方法明确透明地展示性能提升所消耗的电能。实验表明,AutoPQ在性能上超越现有先进方法,同时有效控制计算开销,实现低碳运行。在可持续性背景下,我们量化了性能提升所需的电力消耗。
原文摘要 · Abstract (English)
Optimizing smart grid operations relies on critical decision-making informed by uncertainty quantification, making probabilistic forecasting a vital tool. Designing such forecasting models involves three key challenges: accurate and unbiased uncertainty quantification, workload reduction for data scientists during the design process, and limitation of the environmental impact of model training. In order to address these challenges, we introduce AutoPQ, a novel method designed to automate and optimize probabilistic forecasting for smart grid applications. AutoPQ enhances forecast uncertainty quantification by generating quantile forecasts from an existing point forecast by using a conditional Invertible Neural Network (cINN). AutoPQ also automates the selection of the underlying point forecasting method and the optimization of hyperparameters, ensuring that the best model and configuration is chosen for each application. For flexible adaptation to various performance needs and available computing power, AutoPQ comes with a default and an advanced configuration, making it suitable for a wide range of smart grid applications. Additionally, AutoPQ provides transparency regarding the electricity consumption required for performance improvements. We show that AutoPQ outperforms state-of-the-art probabilistic forecasting methods while effectively limiting computational effort and hence environmental impact. Additionally and in the context of sustainability, we quantify the electricity consumption required for performance improvements.
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