結(jié)合貝葉斯Autoformer的多維自適應(yīng)短期電力負(fù)荷概率預(yù)測(cè)方法
doi: 10.11999/JEIT240398 cstr: 32379.14.JEIT240398
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杭州電子科技大學(xué)電子信息學(xué)院 杭州 310018
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浙江省裝備電子重點(diǎn)實(shí)驗(yàn)室 杭州 310018
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英國(guó)倫敦布魯奈爾大學(xué)電子與計(jì)算機(jī)工程系 倫敦 UB8 3PH
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中國(guó)民航大學(xué)空中交通管理學(xué)院 天津 300300
Multi-view Adaptive Probabilistic Load Forecasting Combing Bayesian Autoformer Network
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School of Electronics and Information, Hangzhou Dianzi University, Hangzhou 310018, China
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Zhejiang Province Key Lab of Equipment Electronics, Hangzhou 310018, China
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Department of Electronic and Computer Engineering, Brunel University London, London UB8 3PH, UK
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School of Air Traffic Management, Civil Aviation University of China, Tianjin 300300, China
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摘要: 建立準(zhǔn)確的電力負(fù)荷短期預(yù)測(cè)模型對(duì)于電力系統(tǒng)的穩(wěn)定運(yùn)行和智能化進(jìn)程至關(guān)重要。目前的主流預(yù)測(cè)方法無(wú)法很好地突破數(shù)據(jù)波動(dòng)性和模型不確定性兩個(gè)問題?;诖?,該文提出一種基于貝葉斯Autoformer的多維自適應(yīng)短期電力負(fù)荷概率預(yù)測(cè)方法。具體地,提出自適應(yīng)特征提取方法獲取多維度特征,通過捕捉多尺度特征和時(shí)頻局部信息,增強(qiáng)模型對(duì)負(fù)荷數(shù)據(jù)中高波動(dòng)性和非線性特征的處理能力。其次,提出基于貝葉斯Autoformer的預(yù)測(cè)模型,它可以捕獲負(fù)荷數(shù)據(jù)中重要子序列特征以及不確定性,并通過貝葉斯優(yōu)化方法實(shí)現(xiàn)概率預(yù)測(cè)分布和參數(shù)分布的動(dòng)態(tài)更新。所提模型在3個(gè)量級(jí)(GW, MW, KW)的實(shí)際負(fù)荷數(shù)據(jù)集上進(jìn)行一系列實(shí)驗(yàn)分析(對(duì)比分析、自適應(yīng)分析、魯棒性分析)。結(jié)果表明,所提預(yù)測(cè)模型在自適應(yīng)和準(zhǔn)確性方面具有優(yōu)越的性能,均方根誤差(RMSE)、彈球損失(Pinball Loss)、連續(xù)概率評(píng)分(CRPS),相較對(duì)比方法分別提升1.9%, 24.2%, 4.5%。
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關(guān)鍵詞:
- 負(fù)荷預(yù)測(cè) /
- 概率預(yù)測(cè) /
- 貝葉斯神經(jīng)網(wǎng)絡(luò) /
- 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 模型的超參數(shù)設(shè)置
參數(shù) 值 編碼層數(shù)lE 4 解碼層數(shù)lD 4 多頭注意力h 8 模型維度dM 24 滑動(dòng)窗口長(zhǎng)度lW 168 滑動(dòng)窗口步長(zhǎng)dW 1 下載: 導(dǎo)出CSV
表 2 不同預(yù)測(cè)模型在3 個(gè)數(shù)據(jù)集下的性能對(duì)比結(jié)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:上標(biāo)1,2,3分別表示排名第1、第2和第3;*基于BNN的概率預(yù)測(cè)模型,**為自適應(yīng)概率預(yù)測(cè)模型 下載: 導(dǎo)出CSV
表 3 不同注意力機(jī)制用于貝葉斯概率預(yù)測(cè)的比較
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:上標(biāo)1表示排名第1。 下載: 導(dǎo)出CSV
表 4 概率預(yù)測(cè)模型的穩(wěn)定性分析
評(píng)價(jià)指標(biāo) RMSE Pinball CRPS New
England對(duì)照組 0.9150 0.0780 0.7425 噪聲組 0.9157 0.0784 0.7431 ASU 對(duì)照組 0.1889 0.0149 0.1442 噪聲組 0.1890 0.0150 0.1446 400build 對(duì)照組 0.0314 0.0103 0.0239 噪聲組 0.0318 0.0107 0.0240 下載: 導(dǎo)出CSV
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