用扩散模型改进能源消耗预测,提升不完整数据下的估计精度。
Diffusion Model-Based Data Assimilation for Real-World Energy Consumption Forecasting

- 用预训练时空模型作预测,扩散模型实现数据同化修正
- 长期预测误差降低,非线性观测下性能优于传统方法
- 适合电力系统、智慧城市等实时能耗监控场景
准确估算与预测能源消耗对电力系统运行、规划及需求侧管理至关重要。然而实际中测量数据常不完整、含噪或延迟。为此,本文研究真实能源消耗数据的高维数据同化问题。前向预测由预训练的黑箱时空预测模型提供,作为滤波过程中的状态传播器。采用集成评分滤波器(EnSF)融合部分且含噪的观测数据,持续修正预测轨迹。EnSF利用基于得分的扩散模型近似后验分布,通过闭式得分表达和蒙特卡洛近似避免同化过程中重训练神经网络得分模型。数值实验表明,开环传播的预测模型在长时程下不可靠,而基于EnSF的修正显著提升状态估计效果;与集合卡尔曼滤波(EnKF)对比,该方法在非线性观测设置下表现出更强的修正能力。
原文摘要 · Abstract (English)
Accurate estimation and forecasting of energy consumption are important for power-system operation, planning, and demand-side management. In practice, however, complete and timely measurements may not always be available, and the observed data can be partial, noisy, or delayed. This motivates the use of learned forecasting models for predicting the evolving consumption state, together with data assimilation methods for sequential forecast correction. In this work, we study a high-dimensional data assimilation problem for real energy-consumption data. \modeltext{The forward prediction is supplied by a pretrained black-box spatio-temporal forecasting model, which is treated as the state propagator in the filtering procedure.} We employ the Ensemble Score Filter (EnSF) to assimilate partial and noisy observations and to correct the forecast trajectory over time. The EnSF uses score-based diffusion models to approximate filtering distributions and avoids retraining neural-network score models during assimilation by using a closed-form score representation and Monte Carlo approximation. Numerical experiments demonstrate that open-loop propagation of the learned forecasting model can become unreliable over long horizons, while EnSF-based correction substantially improves state estimation. Comparisons with the Ensemble Kalman Filter (EnKF) further show that EnSF provides stronger correction under the nonlinear observation setting considered in this work.
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