scholarly journals Parameter-efficient deep probabilistic forecasting

2022 ◽  
Author(s):  
Olivier Sprangers ◽  
Sebastian Schelter ◽  
Maarten de Rijke
Keyword(s):  
Probabilistic Forecasting

Day-ahead Load Probabilistic Forecasting Based on Space-time Correction

2020 ◽  
Vol 13 ◽  
Author(s):  
Fei Jin ◽  
Xiaoliang Liu ◽  
Fangfang Xing ◽  
Guoqiang Wen ◽  
Shuangkun Wang ◽  
...  
Keyword(s):  
Short Term Memory ◽  
Northern China ◽  
Space Time ◽  
Load Prediction ◽  
Probabilistic Forecasting ◽  
Residual Distribution ◽  
Time And Space ◽  
Probability Prediction ◽  
Time Correction ◽  
Interval Coverage

Background : The day-ahead load forecasting is an essential guideline for power generating, and it is of considerable significance in power dispatch. Objective: Most of the existing load probability prediction methods use historical data to predict a single area, and rarely use the correlation of load time and space to improve the accuracy of load prediction. Methods: This paper presents a method for day-ahead load probability prediction based on space-time correction. Firstly, the kernel density estimation (KDE) is employed to model the prediction error of the long short-term memory (LSTM) model, and the residual distribution is obtained. Then the correlation value is used to modify the time and space dimensions of the test set's partial period prediction values. Results: The experiment selected three years of load data in 10 areas of a city in northern China. The MAPE of the two modified models on their respective test sets can be reduced by an average of 10.2% and 6.1% compared to previous results. The interval coverage of the probability prediction can be increased by an average of 4.2% and 1.8% than before. Conclusion: The test results show that the proposed correction schemes are feasible.

scholarly journals Probabilistic Forecasting of Photovoltaic Generation: An Efficient Statistical Approach

2017 ◽  
Vol 32 (3) ◽  
pp. 2471-2472 ◽  
Author(s):  
Can Wan ◽  
Jin Lin ◽  
Yonghua Song ◽  
Zhao Xu ◽  
Guangya Yang
Keyword(s):  
Statistical Approach ◽  
Probabilistic Forecasting ◽  
Photovoltaic Generation

scholarly journals Probabilistic Flight Delay Predictions Using Machine Learning and Applications to the Flight-to-Gate Assignment Problem

Aerospace ◽  
2021 ◽  
Vol 8 (6) ◽  
pp. 152
Author(s):  
Micha Zoutendijk ◽  
Mihaela Mitici
Keyword(s):  
Assignment Problem ◽  
Absolute Error ◽  
Aviation Industry ◽  
Probabilistic Forecasting ◽  
Flight Delays ◽  
Mixture Density ◽  
Assignment Model ◽  
Gate Assignment ◽  
Flight Delay ◽  
Delay Prediction

The problem of flight delay prediction is approached most often by predicting a delay class or value. However, the aviation industry can benefit greatly from probabilistic delay predictions on an individual flight basis, as these give insight into the uncertainty of the delay predictions. Therefore, in this study, two probabilistic forecasting algorithms, Mixture Density Networks and Random Forest regression, are applied to predict flight delays at a European airport. The algorithms estimate well the distribution of arrival and departure flight delays with a Mean Absolute Error of less than 15 min. To illustrate the utility of the estimated delay distributions, we integrate these probabilistic predictions into a probabilistic flight-to-gate assignment problem. The objective of this problem is to increase the robustness of flight-to-gate assignments. Considering probabilistic delay predictions, our proposed flight-to-gate assignment model reduces the number of conflicted aircraft by up to 74% when compared to a deterministic flight-to-gate assignment model. In general, the results illustrate the utility of considering probabilistic forecasting for robust airport operations’ optimization.

scholarly journals Probabilistic Forecasting of the 500 hPa Geopotential Height over the Northern Hemisphere Using TIGGE Multi-model Ensemble Forecasts

Atmosphere ◽  
2021 ◽  
Vol 12 (2) ◽  
pp. 253
Author(s):  
Luying Ji ◽  
Qixiang Luo ◽  
Yan Ji ◽  
Xiefei Zhi
Keyword(s):  
Northern Hemisphere ◽  
Geopotential Height ◽  
Prediction Skill ◽  
Ensemble Prediction ◽  
Lead Times ◽  
Height Distribution ◽  
Height Field ◽  
Probabilistic Forecasting ◽  
Ensemble Forecasts ◽  
Geopotential Height Field

Bayesian model averaging (BMA) and ensemble model output statistics (EMOS) were used to improve the prediction skill of the 500 hPa geopotential height field over the northern hemisphere with lead times of 1–7 days based on ensemble forecasts from the European Centre for Medium-Range Weather Forecasts (ECMWF), National Centers for Environmental Prediction (NCEP), and UK Met Office (UKMO) ensemble prediction systems. The performance of BMA and EMOS were compared with each other and with the raw ensembles and climatological forecasts from the perspective of both deterministic and probabilistic forecasting. The results show that the deterministic forecasts of the 500 hPa geopotential height distribution obtained from BMA and EMOS are more similar to the observed distribution than the raw ensembles, especially for the prediction of the western Pacific subtropical high. BMA and EMOS provide a better calibrated and sharper probability density function than the raw ensembles. They are also superior to the raw ensembles and climatological forecasts according to the Brier score and the Brier skill score. Comparisons between BMA and EMOS show that EMOS performs slightly better for lead times of 1–4 days, whereas BMA performs better for longer lead times. In general, BMA and EMOS both improve the prediction skill of the 500 hPa geopotential height field.

scholarly journals Atmospheric PM2.5 Prediction Using DeepAR Optimized by Sparrow Search Algorithm with Opposition-Based and Fitness-Based Learning

Atmosphere ◽  
2021 ◽  
Vol 12 (7) ◽  
pp. 894
Author(s):  
Feng Jiang ◽  
Xingyu Han ◽  
Wenya Zhang ◽  
Guici Chen
Keyword(s):  
Search Algorithm ◽  
Recurrent Network ◽  
Learning Method ◽  
Probabilistic Forecasting ◽  
Atmospheric Concentration ◽  
Opposition Based Learning ◽  
Hourly Data ◽  
Beijing China ◽  
Important Significance ◽  
Pm2.5 Concentration

There is an important significance for human health in predicting atmospheric concentration precisely. However, due to the complexity and influence of contingency, atmospheric concentration prediction is a challenging topic. In this paper, we propose a novel hybrid learning method to make point and interval predictions of PM2.5 concentration simultaneously. Firstly, we optimize Sparrow Search Algorithm (SSA) by opposition-based learning, fitness-based learning, and Lévy flight. The experiments show that the improved Sparrow Search Algorithm (FOSSA) outperforms SSA-based algorithms. In addition, the improved Sparrow Search Algorithm (FOSSA) is employed to optimize the initial weights of probabilistic forecasting model with autoregressive recurrent network (DeepAR). Then, the FOSSA–DeepAR learning method is utilized to achieve the point prediction and interval prediction of PM2.5 concentration in Beijing, China. The performance of FOSSA–DeepAR is compared with other hybrid models and a single DeepAR model. Furthermore, hourly data of PM2.5 and O3 concentration in Taian of China, O3 concentration in Beijing, China are used to verify the effectiveness and robustness of the proposed FOSSA–DeepAR learning method. Finally, the empirical results illustrate that the proposed FOSSA–DeepAR learning model can achieve more efficient and accurate predictions in both interval and point prediction.

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