Time series foundation models provide a universal solution for generating forecasts to support optimization problems in energy systems.Those foundation models are typically trained in a prediction-focused manner to ma...Time series foundation models provide a universal solution for generating forecasts to support optimization problems in energy systems.Those foundation models are typically trained in a prediction-focused manner to maximize forecast quality.In contrast,decision-focused learning directly improves the resulting value of the forecast in downstream optimization rather than merely maximizing forecasting quality.The practical integration of forecast values into forecasting models is challenging,particularly when addressing complex applications with diverse instances,such as buildings.This becomes even more complicated when instances possess specific characteristics that require instance-specific,tailored predictions to increase the forecast value.To tackle this challenge,we use decision-focused fine-tuning within time series foundation models to offer a scalable and efficient solution for decision-focused learning applied to the dispatchable feeder optimization problem.To obtain more robust predictions for scarce building data,we use Moirai as a state-of-the-art foundation model,which offers robust and generalized results with few-shot parameter-efficient fine-tuning.Comparing the decision-focused fine-tuned Moirai with a state-of-the-art classical prediction-focused fine-tuning Moirai,we observe an improvement of 9.45%in Average Daily Total Costs.展开更多
基金funded by the Helmholtz Association’s Initiative and Networking Fund through Helmholtz AI,the Helmholtz Association under the Program“Energy System Design”the German Research Foundation(DFG)as part of the Research Training Group 2153“En-ergy Status Data:Informatics Methods for its Collection,Analysis and Exploitation”+1 种基金supported by the Helmholtz Association Initiative and Networking Fund on the HAICORE@KIT partitionsupport by the KIT-Publication Fund of the Karlsruhe Institute of Technology.
文摘Time series foundation models provide a universal solution for generating forecasts to support optimization problems in energy systems.Those foundation models are typically trained in a prediction-focused manner to maximize forecast quality.In contrast,decision-focused learning directly improves the resulting value of the forecast in downstream optimization rather than merely maximizing forecasting quality.The practical integration of forecast values into forecasting models is challenging,particularly when addressing complex applications with diverse instances,such as buildings.This becomes even more complicated when instances possess specific characteristics that require instance-specific,tailored predictions to increase the forecast value.To tackle this challenge,we use decision-focused fine-tuning within time series foundation models to offer a scalable and efficient solution for decision-focused learning applied to the dispatchable feeder optimization problem.To obtain more robust predictions for scarce building data,we use Moirai as a state-of-the-art foundation model,which offers robust and generalized results with few-shot parameter-efficient fine-tuning.Comparing the decision-focused fine-tuned Moirai with a state-of-the-art classical prediction-focused fine-tuning Moirai,we observe an improvement of 9.45%in Average Daily Total Costs.
