scholarly journals Optimal Adaptive Prediction Intervals for Electricity Load Forecasting in Distribution Systems via Reinforcement Learning

Author(s):  
Yufan Zhang ◽  
Honglin Wen ◽  
Qiuwei Wu ◽  
Qian Ai

Prediction intervals (PIs) offer an effective tool for quantifying uncertainty of loads in distribution systems. The traditional central PIs cannot adapt well to skewed distributions, and their offline training fashion is vulnerable to the unforeseen change in future load patterns. Therefore, we propose an optimal PI estimation approach, which is online and adaptive to different data distributions by adaptively determining symmetric or asymmetric probability proportion pairs for quantiles of PIs’ bounds. It relies on the online learning ability of reinforcement learning (RL) to integrate the two online tasks, i.e., the adaptive selection of probability proportion pairs and quantile predictions, both of which are modeled by neural networks. As such, the quality of quantiles-formed PI can guide the selection process of optimal probability proportion pairs, which forms a closed loop to improve PIs’ quality. Furthermore, to improve the learning efficiency of quantile forecasts, a prioritized experience replay (PER) strategy is proposed for online quantile regression processes. Case studies on both load and net load demonstrate that the proposed method can better adapt to data distribution compared with online central PIs method. Compared with offline-trained methods, it obtains PIs with better quality and is more robust against concept drift.

2022 ◽  
Author(s):  
Yufan Zhang ◽  
Honglin Wen ◽  
Qiuwei Wu ◽  
Qian Ai

Prediction intervals (PIs) offer an effective tool for quantifying uncertainty of loads in distribution systems. The traditional central PIs cannot adapt well to skewed distributions, and their offline training fashion is vulnerable to the unforeseen change in future load patterns. Therefore, we propose an optimal PI estimation approach, which is online and adaptive to different data distributions by adaptively determining symmetric or asymmetric probability proportion pairs for quantiles of PIs’ bounds. It relies on the online learning ability of reinforcement learning (RL) to integrate the two online tasks, i.e., the adaptive selection of probability proportion pairs and quantile predictions, both of which are modeled by neural networks. As such, the quality of quantiles-formed PI can guide the selection process of optimal probability proportion pairs, which forms a closed loop to improve PIs’ quality. Furthermore, to improve the learning efficiency of quantile forecasts, a prioritized experience replay (PER) strategy is proposed for online quantile regression processes. Case studies on both load and net load demonstrate that the proposed method can better adapt to data distribution compared with online central PIs method. Compared with offline-trained methods, it obtains PIs with better quality and is more robust against concept drift.


Symmetry ◽  
2021 ◽  
Vol 13 (3) ◽  
pp. 471
Author(s):  
Jai Hoon Park ◽  
Kang Hoon Lee

Designing novel robots that can cope with a specific task is a challenging problem because of the enormous design space that involves both morphological structures and control mechanisms. To this end, we present a computational method for automating the design of modular robots. Our method employs a genetic algorithm to evolve robotic structures as an outer optimization, and it applies a reinforcement learning algorithm to each candidate structure to train its behavior and evaluate its potential learning ability as an inner optimization. The size of the design space is reduced significantly by evolving only the robotic structure and by performing behavioral optimization using a separate training algorithm compared to that when both the structure and behavior are evolved simultaneously. Mutual dependence between evolution and learning is achieved by regarding the mean cumulative rewards of a candidate structure in the reinforcement learning as its fitness in the genetic algorithm. Therefore, our method searches for prospective robotic structures that can potentially lead to near-optimal behaviors if trained sufficiently. We demonstrate the usefulness of our method through several effective design results that were automatically generated in the process of experimenting with actual modular robotics kit.


Algorithms ◽  
2021 ◽  
Vol 14 (8) ◽  
pp. 226
Author(s):  
Wenzel Pilar von Pilchau ◽  
Anthony Stein ◽  
Jörg Hähner

State-of-the-art Deep Reinforcement Learning Algorithms such as DQN and DDPG use the concept of a replay buffer called Experience Replay. The default usage contains only the experiences that have been gathered over the runtime. We propose a method called Interpolated Experience Replay that uses stored (real) transitions to create synthetic ones to assist the learner. In this first approach to this field, we limit ourselves to discrete and non-deterministic environments and use a simple equally weighted average of the reward in combination with observed follow-up states. We could demonstrate a significantly improved overall mean average in comparison to a DQN network with vanilla Experience Replay on the discrete and non-deterministic FrozenLake8x8-v0 environment.


2021 ◽  
Vol 54 (3-4) ◽  
pp. 417-428
Author(s):  
Yanyan Dai ◽  
KiDong Lee ◽  
SukGyu Lee

For real applications, rotary inverted pendulum systems have been known as the basic model in nonlinear control systems. If researchers have no deep understanding of control, it is difficult to control a rotary inverted pendulum platform using classic control engineering models, as shown in section 2.1. Therefore, without classic control theory, this paper controls the platform by training and testing reinforcement learning algorithm. Many recent achievements in reinforcement learning (RL) have become possible, but there is a lack of research to quickly test high-frequency RL algorithms using real hardware environment. In this paper, we propose a real-time Hardware-in-the-loop (HIL) control system to train and test the deep reinforcement learning algorithm from simulation to real hardware implementation. The Double Deep Q-Network (DDQN) with prioritized experience replay reinforcement learning algorithm, without a deep understanding of classical control engineering, is used to implement the agent. For the real experiment, to swing up the rotary inverted pendulum and make the pendulum smoothly move, we define 21 actions to swing up and balance the pendulum. Comparing Deep Q-Network (DQN), the DDQN with prioritized experience replay algorithm removes the overestimate of Q value and decreases the training time. Finally, this paper shows the experiment results with comparisons of classic control theory and different reinforcement learning algorithms.


2020 ◽  
Vol 1631 ◽  
pp. 012040
Author(s):  
Sheng Fan ◽  
Guanghua Song ◽  
Bowei Yang ◽  
Xiaohong Jiang

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