用基础模型提升能源图数据的预测置信区间可靠性。
Relational and Sequential Conformal Inference for Energy Time Series over Graphs via Foundation Models
- 将图神经网络预测残差转为表格格式,用基础模型零样本校准。
- 在5个真实与合成数据集上,不确定性估计更可靠且鲁棒。
- 适合需要安全决策的电网、热力网等复杂系统运维人员。
精准的能源需求预测对现代可持续能源系统的可靠运行与规划至关重要。时空图神经网络(STGNN)通过联合建模节点间的时序动态与关系依赖,在点预测任务中表现优异。然而,实际能源系统中仅靠点预测不足,运营者还需可靠的不确定性估计以支持风险决策、电网稳定及不确定性下的调度规划。分位数预测提供了一种有统计保障的不确定性量化框架,尤其适用于高安全性要求的能源场景。但现有方法难以充分捕捉能源系统的复杂时空结构。为此,我们提出STOIC(基于上下文学习的时空图分位数预测),将图结构预测与表格型基础模型的零样本校准能力结合。STOIC先用STGNN生成点预测,再将时空残差重构为适配上下文学习的表格形式,利用基础模型进行无需任务微调的预测区间校准,有效捕获序列与关系依赖。我们在五个不同基准上评估,涵盖合成仿真及真实电力与区域供热网络。所有数据集上,STOIC均显著优于现有分位数预测基线,为复杂图结构能源时间序列提供更可靠、稳健的不确定性估计。
原文摘要 · Abstract (English)
Accurate energy demand forecasting is essential for the reliable operation and planning of modern sustainable energy systems. Spatial-temporal graph neural networks (STGNNs) have recently achieved strong performance in point forecasting by jointly modeling temporal dynamics and relational dependencies across interconnected energy nodes. However, in real-world energy systems, accurate point forecasts alone are insufficient, as operators also require reliable uncertainty estimates to support risk-aware decision-making, grid stability, and operational planning under uncertainty. Conformal prediction provides a principled and model-agnostic framework for uncertainty quantification with statistical coverage guarantees, making it particularly attractive for safety-critical energy applications. However, existing conformal prediction approaches often fail to fully capture the complex spatial-temporal structure of energy systems. To address these limitations, we propose STOIC (Spatial-Temporal Graph Conformal Prediction with In-Context Learning), a novel framework that integrates graph-based forecasting with the zero-shot calibration capabilities of tabular foundation models. STOIC first generates point forecasts using an STGNN and subsequently reformulates spatial-temporal residuals into a tabular representation suitable for in-context learning. Leveraging a tabular foundation model, STOIC calibrates prediction intervals without task-specific retraining, effectively capturing both sequential and relational dependencies. We evaluate STOIC on five diverse benchmarks, including synthetic simulations as well as real-world electricity and district heating networks. Across all datasets, STOIC consistently outperforms existing conformal prediction baselines, delivering more reliable and robust uncertainty estimates for complex graph-structured energy time series.
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