用LSTM修正预测集,再做自适应分位数回归,提升风电预测准确率。
nabqr: Python package for improving probabilistic forecasts
- 用LSTM网络修正预测场景,再通过时间自适应分位数回归优化
- 丹麦陆上与海上风电日间预测的平均绝对误差降低最高达40%
- 开源工具包,适合能源预测与概率建模研究者使用
我们介绍开源Python工具包NABQR:神经自适应基用于(时间自适应)分位数回归,可提供可靠的概率预测。NABQR利用LSTM网络对预测集合(场景)进行修正,再对修正后的集合应用时间自适应分位数回归,以获得更优、更可靠的预测结果。使用该工具包,在丹麦陆上与海上风电的日间功率预测中,平均绝对误差最高可降低40%。
原文摘要 · Abstract (English)
We introduce the open-source Python package NABQR: Neural Adaptive Basis for (time-adaptive) Quantile Regression that provides reliable probabilistic forecasts. NABQR corrects ensembles (scenarios) with LSTM networks and then applies time-adaptive quantile regression to the corrected ensembles to obtain improved and more reliable forecasts. With the suggested package, accuracy improvements of up to 40% in mean absolute terms can be achieved in day-ahead forecasting of onshore and offshore wind power production in Denmark.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。