arXiv:2604.28149cs.LG2026-04被引 4

让时间序列大模型可解释,用天气日历信息精准预测用电量

Explainable Load Forecasting with Covariate-Informed Time Series Foundation Models

论文配图:Explainable Load Forecasting with Covariate-Informed Time Series Foundation Models
图 1 · 摘自论文原文
  • 通过灵活掩码输入,高效计算模型预测的贡献度
  • 零样本下预测性能媲美专用训练的Transformer模型
  • 解释结果符合电力领域常识,适合电网等关键系统使用

时间序列基础模型(TSFMs)作为通用预测工具,在能源系统中展现出巨大潜力。然而,电力电网等关键基础设施要求模型具备透明性以确保可信度,不能依赖纯黑箱模型。为此,我们提出一种针对此类模型的高效SHAP解释算法,利用TSFMs对输入上下文长度和协变量的灵活性,实现高效的时序与协变量掩码(选择性屏蔽输入),从而可扩展地生成模型预测的解释。我们在输电系统运营商(TSO)的一天前负荷预测任务上评估了两种TSFMs——Chronos-2和TabPFN-TS。在零样本设置下,两者预测性能均与在多年TSO数据上专门训练的Transformer模型相当。通过该方法获得的解释与既有领域知识一致,尤其体现在TSFMs正确利用了天气和日历信息进行负荷预测。总体表明,TSFMs可作为可解释且可靠的运行级能源预测工具。

原文摘要 · Abstract (English)

Time Series Foundation Models (TSFMs) have recently emerged as general-purpose forecasting models and show considerable potential for applications in energy systems. However, applications in critical infrastructure like power grids require transparency to ensure trust and reliability and cannot rely on pure black-box models. To enhance the transparency of TSFMs, we propose an efficient algorithm for computing Shapley Additive Explanations (SHAP) tailored to these models. The proposed approach leverages the flexibility of TSFMs with respect to input context length and provided covariates. This property enables efficient temporal and covariate masking (selectively withholding inputs), allowing for a scalable explanation of model predictions using SHAP. We evaluate two TSFMs - Chronos-2 and TabPFN-TS - on a day-ahead load forecasting task for a transmission system operator (TSO). In a zero-shot setting, both models achieve predictive performance competitive with a Transformer model trained specifically on multiple years of TSO data. The explanations obtained through our proposed approach align with established domain knowledge, particularly as the TSFMs appropriately use weather and calendar information for load prediction. Overall, we demonstrate that TSFMs can serve as transparent and reliable tools for operational energy forecasting.

时间序列可解释性负荷预测基础模型

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