Multi-view Adaptive Probabilistic Load Forecasting Combing Bayesian Autoformer Network
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摘要: 建立准确的电力负荷短期预测模型对于电力系统的稳定运行和智能化进程至关重要。目前的主流预测方法无法很好地突破数据波动性和模型不确定性两个问题。基于此,该文提出一种基于贝叶斯Autoformer的多维自适应短期电力负荷概率预测方法。具体地,提出自适应特征提取方法获取多维度特征,通过捕捉多尺度特征和时频局部信息,增强模型对负荷数据中高波动性和非线性特征的处理能力。其次,提出基于贝叶斯Autoformer的预测模型,它可以捕获负荷数据中重要子序列特征以及不确定性,并通过贝叶斯优化方法实现概率预测分布和参数分布的动态更新。所提模型在3个量级(GW, MW, KW)的实际负荷数据集上进行一系列实验分析(对比分析、自适应分析、鲁棒性分析)。结果表明,所提预测模型在自适应和准确性方面具有优越的性能,均方根误差(RMSE)、弹球损失(Pinball Loss)、连续概率评分(CRPS),相较对比方法分别提升1.9%, 24.2%, 4.5%。
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关键词:
- 负荷预测 /
- 概率预测 /
- 贝叶斯神经网络 /
- Autoformer
Abstract: Establishing accurate short-term forecasting models for electrical load is crucial for the stable operation and intelligent advancement of power systems. Traditional methods have not adequately addressed the issues of data volatility and model uncertainty. In this paper, a multi-dimensional adaptive short-term forecasting method for electrical load based on Bayesian Autoformer network is proposed. Specifically, an adaptive feature selection method is designed to capture multi-dimensional features. By capturing multi-scale features and time-frequency localized information, the model is enhanced to handle high volatility and nonlinear features in load data. Subsequently, an adaptive probabilistic forecasting model based on Bayesian Autoformer network is proposed. It captures relationships of significant subsequence features and associated uncertainties in load time series data, and dynamically updates the probability prediction model and parameter distributions through Bayesian optimization. The proposed model is subjected to a series of experimental analyses (comparative analysis, adaptive analysis, robustness analysis) on real load datasets of three different magnitudes (GW, MW, and KW). The model exhibits superior performance in adaptability and accuracy, with average improvements in Root Mean Square Error (RMSE), Pinball Loss, and Continuous Ranked Probability Score (CRPS) of 1.9%, 24.2%, and 4.5%, respectively.-
Key words:
- Load forecasting /
- Probabilistic forecasting /
- Bayesian neural network /
- Autoformer
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表 1 模型的超参数设置
参数 值 编码层数lE 4 解码层数lD 4 多头注意力h 8 模型维度dM 24 滑动窗口长度lW 168 滑动窗口步长dW 1 表 2 不同预测模型在3 个数据集下的性能对比结果
方法 New England (GW) ASU (MW) 400builds (KW) RMSE Pinball CRPS RMSE Pinball CRPS RMSE Pinball CRPS FPSwq2Q[10] 1.065 9 0.194 7 0.998 1 0.176 7 0.014 73 0.207 1 0.069 1 0.019 6 0.059 2 QLSTM[8] 0.985 73 0.117 92 0.692 4 0.179 3 0.016 2 0.200 7 0.062 3 0.013 7 0.061 9 *BNN[15] 1.217 7 0.161 8 0.595 73 0.182 2 0.016 7 0.195 9 0.140 8 0.015 9 0.094 2 *BSDeT[14] 1.032 4 0.148 2 0.974 3 0.148 93 0.013 72 0.130 82 0.058 23 0.010 93 0.045 22 **MQR[12] 1.527 3 0.216 9 0.631 0 0.174 9 0.016 8 0.201 5 0.091 6 0.020 7 0.072 8 **APLF[13] 0.911 02 0.132 83 0.506 72 0.140 62 0.018 2 0.144 73 0.032 22 0.010 52 0.048 13 本文 0.910 91 0.078 01 0.495 11 0.139 41 0.012 41 0.120 11 0.031 41 0.010 31 0.023 71 注:上标1,2,3分别表示排名第1、第2和第3;*基于BNN的概率预测模型,**为自适应概率预测模型 表 3 不同注意力机制用于贝叶斯概率预测的比较
方法 New England ASU 400 builds RMSE Pinball CRPS RMSE Pinball CRPS RMSE Pinball CRPS BNN+Full 0.943 5 0.082 5 0.790 5 0.190 8 0.015 1 0.147 6 0.032 5 0.010 9 0.024 9 BNN+Log 0.930 2 0.081 0 0.778 5 0.189 8 0.015 1 0.146 6 0.0322 0.0107 0.0244 BNN+In 0.943 5 0.079 5 0.763 5 0.190 3 0.014 91 0.146 2 0.031 7 0.011 2 0.024 1 BNN+Auto 0.915 01 0.078 01 0.742 51 0.188 91 0.014 91 0.144 21 0.031 41 0.010 31 0.023 91 注:下标1表示排名第1。 表 4 概率预测模型的稳定性分析
评价指标 RMSE Pinball CRPS New
England对照组 0.9150 0.0780 0.7425 噪声组 0.9157 0.0784 0.7431 ASU 对照组 0.1889 0.0149 0.1442 噪声组 0.1890 0.0150 0.1446 400build 对照组 0.0314 0.0103 0.0239 噪声组 0.0318 0.0107 0.0240 -
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