提出自适应模型,能在数据缺失时保持高精度风力发电预测。
Learning Data-Driven Uncertainty Set Partitions for Robust and Adaptive Energy Forecasting with Missing Data
- 通过学习数据驱动的不确定性集划分,实现参数动态调整
- 缺失数据时间越长,性能越优于传统插补方法
- 无需历史缺失模式,适合实时运行,计算高效
短期预测模型通常假设部署时输入数据完整。但设备故障、网络攻击等因素可能导致实际运行中特征缺失,影响预测精度并导致次优决策。本文结合自适应鲁棒优化与对抗性机器学习,提出线性与神经网络型预测模型,其参数可随可用特征自适应调整,并引入一种新算法学习数据驱动的不确定性集划分。所提模型无需识别历史缺失模式,适用于严格时间约束下的实时操作。在15分钟至4小时提前期的短时风电预测实验中,当缺失时间极短(如仅最新数据缺失)时,性能与插补方法相当;而缺失时间较长时,显著优于插补。进一步分析表明,线性适配与少量数据驱动子集已能逼近重训练所有缺失组合这一理想但不切实际的方法性能。
原文摘要 · Abstract (English)
Short-term forecasting models typically assume the availability of input data (features) when they are deployed and in use. However, equipment failures, disruptions, cyberattacks, may lead to missing features when such models are used operationally, which could negatively affect forecast accuracy, and result in suboptimal operational decisions. In this paper, we use adaptive robust optimization and adversarial machine learning to develop forecasting models that seamlessly handle missing data operationally. We propose linear- and neural network-based forecasting models with parameters that adapt to available features, combining linear adaptation with a novel algorithm for learning data-driven uncertainty set partitions. The proposed adaptive models do not rely on identifying historical missing data patterns and are suitable for real-time operations under stringent time constraints. Extensive numerical experiments on short-term wind power forecasting considering horizons from 15 minutes to 4 hours ahead illustrate that our proposed adaptive models are on par with imputation when data are missing for very short periods (e.g., when only the latest measurement is missing) whereas they significantly outperform imputation when data are missing for longer periods. We further provide insights by showcasing how linear adaptation and data-driven partitions (even with a few subsets) approach the performance of the optimal, yet impractical, method of retraining for every possible realization of missing data.
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