用联合分布与自适应校准,让分散的风电预报更准确可靠。
Copula-Based Aggregation and Context-Aware Conformal Prediction for Reliable Renewable Energy Forecasting
- 用耦合模型捕捉不同站点间的依赖关系
- 在聚合后仍保持近名义覆盖率且区间更紧凑
- 适合电网调度方用第三方预报做整体预测
可再生能源渗透率快速上升,对系统级(电站群或电网)可靠的概率预报需求日益迫切。然而,系统运营商通常无法获取电站级的概率模型,只能依赖异构第三方提供的站点级预报。从这些输入构建一致且校准良好的系统级概率预报面临挑战,原因在于站点间复杂的相互依赖关系以及聚合带来的校准偏差。本文提出一种校准的概率聚合框架,直接将站点级概率预报转化为可靠的系统级预报,适用于无法训练或维护系统级模型的场景。该框架结合基于耦合的依赖建模以捕捉跨站点相关性,与上下文感知的分位数校准(CACP)协同,修正聚合层面的校准偏差。这一组合实现依赖感知的聚合,同时保证有效覆盖概率并维持尖锐的预测区间。在MISO、ERCOT和SPP的大规模太阳能发电数据集上的实验表明,所提出的耦合+CACP方法在所有场景下均实现接近名义覆盖率,且预测区间显著优于未校准的聚合基线。
原文摘要 · Abstract (English)
The rapid growth of renewable energy penetration has intensified the need for reliable probabilistic forecasts to support grid operations at aggregated (fleet or system) levels. In practice, however, system operators often lack access to fleet-level probabilistic models and instead rely on site-level forecasts produced by heterogeneous third-party providers. Constructing coherent and calibrated fleet-level probabilistic forecasts from such inputs remains challenging due to complex cross-site dependencies and aggregation-induced miscalibration. This paper proposes a calibrated probabilistic aggregation framework that directly converts site-level probabilistic forecasts into reliable fleet-level forecasts in settings where system-level models cannot be trained or maintained. The framework integrates copula-based dependence modeling to capture cross-site correlations with Context-Aware Conformal Prediction (CACP) to correct miscalibration at the aggregated level. This combination enables dependence-aware aggregation while providing valid coverage and maintaining sharp prediction intervals. Experiments on large-scale solar generation datasets from MISO, ERCOT, and SPP demonstrate that the proposed Copula+CACP approach consistently achieves near-nominal coverage with significantly sharper intervals than uncalibrated aggregation baselines.
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