提出新架构,分离趋势与波动,提升电力预测准确性。
SPECTRA: State-Space Exogenous Context and Temporal-Frequency Resolution Architecture for Probabilistic Energy Forecasting

- 分拆确定性趋势与残差波动,分别建模
- 18个场景中14个表现最优,平均误差降5.74%
- 适合需要高精度概率预测的能源系统研究者
现代电力系统面临可再生能源波动、需求灵活变化、市场波动和天气依赖发电等多重不确定性,亟需概率性预测。现有方法常将多尺度分解、外生变量对齐和概率输出视为独立步骤,掩盖了可预测结构与不确定性波动如何共同影响预测分布。本文提出一种状态空间外生上下文与时空频分辨率架构,用于通用概率能源预测。核心思想是:趋势-周期成分决定基线轨迹,高频残差与外部扰动决定预测不确定性的范围与偏斜。该架构自适应分离确定性与残差流,将外生上下文对齐至两者,通过多分辨率谱-时序状态空间模型优化确定性主干,并从互补表征中估计有序分位数边界。在负荷、电价、光伏和风电预测任务上,18个设置中有14个达到最佳连续排名概率评分(CRPS),平均CRPS降低5.74%,上尾分位数风险下降7.27%。结果支持确定性-随机分离作为通用概率能源预测的有效设计原则。
原文摘要 · Abstract (English)
Modern power systems increasingly require probabilistic forecasts amid interacting uncertainties from renewable intermittency, flexible demand, market volatility, and weather-dependent generation. However, existing methods often treat multi-scale decomposition, exogenous-variable alignment, and probabilistic output as separate steps, obscuring how predictable structures and uncertainty-bearing fluctuations jointly shape the forecast distribution. This paper proposes a state-space exogenous-context and temporal-frequency resolution architecture for general probabilistic energy forecasting. Its central premise is that trend-periodic components primarily determine the baseline trajectory, whereas high-frequency residuals and external perturbations govern the spread and asymmetry of forecast uncertainty. Accordingly, the architecture adaptively separates deterministic and residual streams, aligns exogenous context with both, refines the deterministic backbone through multi-resolution spectral-temporal state-space modeling, and estimates ordered quantile boundaries from their complementary representations. Experiments on load, price, solar, and wind forecasting achieve the best continuous ranked probability score in 14 of 18 settings, reducing average CRPS by 5.74\% and upper-tail quantile risk by 7.27\% over the strongest baselines. These results support deterministic-stochastic separation as an effective design principle for general probabilistic energy forecasting.
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