将物理规律融入机器学习,提升时间序列预测精度与可靠性。
Physics-informed machine learning: A mathematical framework with applications to time series forecasting
- 用偏微分方程约束神经网络,使模型符合物理规律。
- 理论证明模型逼近性、一致性及收敛性,避免过拟合。
- 应用于电车充电、电力负荷与旅游需求预测,效果显著。
物理信息机器学习(PIML)是一种将物理知识嵌入机器学习模型的新兴框架,其物理先验通常以需满足的偏微分方程(PDE)系统形式存在。本文第一部分分析PIML方法的统计性质,研究物理信息神经网络(PINNs)在逼近性、一致性、过拟合和收敛性方面的特性,并将其转化为核方法,从而应用核岭回归工具深入理解其行为。基于该核形式,我们开发了新型物理信息算法并高效实现于GPU。第二部分探讨工业应用场景,包括在异常时期对能源信号进行预测,展示来自智能出行挑战赛的电动车充电占用结果,并分析出行模式对电力需求的影响。最后,提出一种物理约束的时间序列建模框架,应用于多国的负荷与旅游需求预测。
原文摘要 · Abstract (English)
Physics-informed machine learning (PIML) is an emerging framework that integrates physical knowledge into machine learning models. This physical prior often takes the form of a partial differential equation (PDE) system that the regression function must satisfy. In the first part of this dissertation, we analyze the statistical properties of PIML methods. In particular, we study the properties of physics-informed neural networks (PINNs) in terms of approximation, consistency, overfitting, and convergence. We then show how PIML problems can be framed as kernel methods, making it possible to apply the tools of kernel ridge regression to better understand their behavior. In addition, we use this kernel formulation to develop novel physics-informed algorithms and implement them efficiently on GPUs. The second part explores industrial applications in forecasting energy signals during atypical periods. We present results from the Smarter Mobility challenge on electric vehicle charging occupancy and examine the impact of mobility on electricity demand. Finally, we introduce a physics-constrained framework for designing and enforcing constraints in time series, applying it to load forecasting and tourism forecasting in various countries.
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