A new methodology for multi-step-ahead forecasting was proposed herein which combined the wavelet transform(WT), artificial neural network(ANN) and forecasting strategies based on the changing characteristics of avail...A new methodology for multi-step-ahead forecasting was proposed herein which combined the wavelet transform(WT), artificial neural network(ANN) and forecasting strategies based on the changing characteristics of available parking spaces(APS). First, several APS time series were decomposed and reconstituted by the wavelet transform. Then, using an artificial neural network, the following five strategies for multi-step-ahead time series forecasting were used to forecast the reconstructed time series: recursive strategy, direct strategy, multi-input multi-output(MIMO) strategy, DIRMO strategy(a combination of the direct and MIMO strategies), and newly proposed recursive multi-input multi-output(RECMO) strategy which is a combination of the recursive and MIMO strategies. Finally, integrating the predicted results with the reconstructed time series produced the final forecasted available parking spaces. Three findings appear to be consistently supported by the experimental results. First, applying the wavelet transform to multi-step ahead available parking spaces forecasting can effectively improve the forecasting accuracy. Second, the forecasting resulted from the DIRMO and RECMO strategies is more accurate than that of the other strategies. Finally, the RECMO strategy requires less model training time than the DIRMO strategy and consumes the least amount of training time among five forecasting strategies.展开更多
Accurate multi-step PM_(2.5)(particulate matter with diameters≤2.5 um)concentration prediction is critical for humankinds’health and air populationmanagement because it could provide strong evidence for decisionmaki...Accurate multi-step PM_(2.5)(particulate matter with diameters≤2.5 um)concentration prediction is critical for humankinds’health and air populationmanagement because it could provide strong evidence for decisionmaking.However,it is very challenging due to its randomness and variability.This paper proposed a novel method based on convolutional neural network(CNN)and long-short-term memory(LSTM)with a space-shared mechanism,named space-shared CNN-LSTM(SCNN-LSTM)for multi-site dailyahead multi-step PM_(2.5)forecasting with self-historical series.The proposed SCNN-LSTM contains multi-channel inputs,each channel corresponding to one-site historical PM_(2.5)concentration series.In which,CNN and LSTM are used to extract each site’s rich hidden feature representations in a stack mode.Especially,CNN is to extract the hidden short-time gap PM_(2.5)concentration patterns;LSTM is to mine the hidden features with long-time dependency.Each channel extracted features aremerged as the comprehensive features for future multi-step PM_(2.5)concentration forecasting.Besides,the space-shared mechanism is implemented by multi-loss functions to achieve space information sharing.Therefore,the final features are the fusion of short-time gap,long-time dependency,and space information,which enables forecasting more accurately.To validate the proposed method’s effectiveness,the authors designed,trained,and compared it with various leading methods in terms of RMSE,MAE,MAPE,and R^(2)on four real-word PM_(2.5)data sets in Seoul,South Korea.The massive experiments proved that the proposed method could accurately forecast multi-site multi-step PM_(2.5)concentration only using self-historical PM_(2.5)concentration time series and running once.Specifically,the proposed method obtained averaged RMSE of 8.05,MAE of 5.04,MAPE of 23.96%,and R^(2)of 0.7 for four-site daily ahead 10-hourPM_(2.5)concentration forecasting.展开更多
Due to global energy depletion,solar energy technology has been widely used in the world.The output power of the solar energy systems is affected by solar radiation.Accurate short-term forecasting of solar radiation c...Due to global energy depletion,solar energy technology has been widely used in the world.The output power of the solar energy systems is affected by solar radiation.Accurate short-term forecasting of solar radiation can ensure the safety of photovoltaic grids and improve the utilization efficiency of the solar energy systems.In the study,a new decomposition-boosting model using artificial intelligence is proposed to realize the solar radiation multi-step prediction.The proposed model includes four parts:signal decomposition(EWT),neural network(NARX),Adaboost and ARIMA.Three real solar radiation datasets from Changde,China were used to validate the efficiency of the proposed model.To verify the robustness of the multi-step prediction model,this experiment compared nine models and made 1,3,and 5 steps ahead predictions for the time series.It is verified that the proposed model has the best performance among all models.展开更多
Management and efficient operations in critical infrastructures such as smart grids take huge advantage of accurate power load forecasting,which,due to its non-linear nature,remains a challenging task.Recently,deep le...Management and efficient operations in critical infrastructures such as smart grids take huge advantage of accurate power load forecasting,which,due to its non-linear nature,remains a challenging task.Recently,deep learning has emerged in the machine learning field achieving impressive performance in a vast range of tasks,from image classification to machine translation.Applications of deep learning models to the electric load forecasting problem are gaining interest among researchers as well as the industry,but a comprehensive and sound comparison among different-also traditional-architectures is not yet available in the literature.This work aims at filling the gap by reviewing and experimentally evaluating four real world datasets on the most recent trends in electric load forecasting,by contrasting deep learning architectures on short-term forecast(oneday-ahead prediction).Specifically,the focus is on feedforward and recurrent neural networks,sequence-to-sequence models and temporal convolutional neural networks along with architectural variants,which are known in the signal processing community but are novel to the load forecasting one.展开更多
In this study,we address a demanding time series forecasting problem that deals simultaneously with the following:(1)intermittent time series,(2)multi-step ahead forecasting,(3)time series with multiple seasonal perio...In this study,we address a demanding time series forecasting problem that deals simultaneously with the following:(1)intermittent time series,(2)multi-step ahead forecasting,(3)time series with multiple seasonal periods,and(4)performance measures for model selection across multiple time series.Current literature deals with these types of problems separately,and no study has dealt with all these characteristics simultaneously.To fill this knowledge gap,we begin by reviewing all the necessary existing literature relevant to this case study with the goal of proposing a framework capable of achieving adequate forecast accuracy for such a complex problem.Several adaptions and innovations have been conducted,which are marked as contributions to the literature.Specifically,we proposed a weighted average forecast combination of many cutting-edge models based on their out-of-sample performance.To gather strong evidence that our ensemble model works in practice,we undertook a large-scale study across 98 time series,rigorously assessed with unbiased performance measures,where a week seasonal naïve was set as a benchmark.The results demonstrate that the proposed ensemble model achieves eyecatching forecasting accuracy.展开更多
Dissolved oxygen(DO)is an important indicator of aquaculture,and its accurate forecasting can effectively improve the quality of aquatic products.In this paper,a new DO hybrid forecasting model is proposed that includ...Dissolved oxygen(DO)is an important indicator of aquaculture,and its accurate forecasting can effectively improve the quality of aquatic products.In this paper,a new DO hybrid forecasting model is proposed that includes three stages:multi-factor analysis,adaptive decomposition,and an optimizationbased ensemble.First,considering the complex factors affecting DO,the grey relational(GR)degree method is used to screen out the environmental factors most closely related to DO.The consideration of multiple factors makes model fusion more effective.Second,the series of DO,water temperature,salinity,and oxygen saturation are decomposed adaptively into sub-series by means of the empirical wavelet transform(EWT)method.Then,five benchmark models are utilized to forecast the sub-series of EWT decomposition.The ensemble weights of these five sub-forecasting models are calculated by particle swarm optimization and gravitational search algorithm(PSOGSA).Finally,a multi-factor ensemble model for DO is obtained by weighted allocation.The performance of the proposed model is verified by timeseries data collected by the pacific islands ocean observing system(PacIOOS)from the WQB04 station at Hilo.The evaluation indicators involved in the experiment include the Nash–Sutcliffe efficiency(NSE),Kling–Gupta efficiency(KGE),mean absolute percent error(MAPE),standard deviation of error(SDE),and coefficient of determination(R^(2)).Example analysis demonstrates that:①The proposed model can obtain excellent DO forecasting results;②the proposed model is superior to other comparison models;and③the forecasting model can be used to analyze the trend of DO and enable managers to make better management decisions.展开更多
Particulate matter with an aerodynamic diameter no greater than 2.5 lm(PM2.5)concentration forecasting is desirable for air pollution early warning.This study proposes an improved hybrid model,named multi-feature clus...Particulate matter with an aerodynamic diameter no greater than 2.5 lm(PM2.5)concentration forecasting is desirable for air pollution early warning.This study proposes an improved hybrid model,named multi-feature clustering decomposition(MCD)–echo state network(ESN)–particle swarm optimization(PSO),for multi-step PM2.5 concentration forecasting.The proposed model includes decomposition and optimized forecasting components.In the decomposition component,an MCD method consisting of rough sets attribute reduction(RSAR),k-means clustering(KC),and the empirical wavelet transform(EWT)is proposed for feature selection and data classification.Within the MCD,the RSAR algorithm is adopted to select significant air pollutant variables,which are then clustered by the KC algorithm.The clustered results of the PM2.5 concentration series are decomposed into several sublayers by the EWT algorithm.In the optimized forecasting component,an ESN-based predictor is built for each decomposed sublayer to complete the multi-step forecasting computation.The PSO algorithm is utilized to optimize the initial parameters of the ESN-based predictor.Real PM2.5 concentration data from four cities located in different zones in China are utilized to verify the effectiveness of the proposed model.The experimental results indicate that the proposed forecasting model is suitable for the multi-step high-precision forecasting of PM2.5 concentrations and has better performance than the benchmark models.展开更多
The techniques to forecast available parking space(APS) are indispensable components for parking guidance systems(PGS). According to the data collected in Newcastle upon Tyne, England, the changing characteristics of ...The techniques to forecast available parking space(APS) are indispensable components for parking guidance systems(PGS). According to the data collected in Newcastle upon Tyne, England, the changing characteristics of APS were studied. Thereafter, aiming to build up a multi-step APS forecasting model that provides richer information than a conventional one-step model, the largest Lyapunov exponents(largest LEs) method was introduced into PGS. By experimental tests conducted using the same dataset, its prediction performance was compared with traditional wavelet neural network(WNN) method in both one-step and multi-step processes. Based on the results, a new multi-step forecasting model called WNN-LE method was proposed, where WNN, which enjoys a more accurate performance along with a better learning ability in short-term forecasting, was applied in the early forecast steps while the Lyapunov exponent prediction method in the latter steps precisely reflect the chaotic feature in latter forecast period. The MSE of APS forecasting for one hour time period can be reduced from 83.1 to 27.1(in a parking building with 492 berths) by using largest LEs method instead of WNN and further reduced to 19.0 by conducted the new method.展开更多
In recent years, there has been introduction of alternative energy sources such as wind energy. However, wind speed is not constant and wind power output is proportional to the cube of the wind speed. In order to cont...In recent years, there has been introduction of alternative energy sources such as wind energy. However, wind speed is not constant and wind power output is proportional to the cube of the wind speed. In order to control the power output for wind power generators as accurately as possible, a method of wind speed estimation is required. In this paper, a technique considers that wind speed in the order of 1 - 30 seconds is investigated in confirming the validity of the Auto Regressive model (AR), Kalman Filter (KF) and Neural Network (NN) to forecast wind speed. This paper compares the simulation results of the forecast wind speed for the power output forecast of wind power generator by using AR, KF and NN.展开更多
The role of heating load forecasts in the energy transition is significant,given the considerable increase in the number of heat pumps and the growing prevalence of fluctuating electricity generation.While machine lea...The role of heating load forecasts in the energy transition is significant,given the considerable increase in the number of heat pumps and the growing prevalence of fluctuating electricity generation.While machine learning methods offer promising forecasting capabilities,their black-box nature makes them difficult to interpret and explain.The deployment of explainable artificial intelligence methodologies enables the actions of these machine learning models to be made transparent.In this study,a multi-step forecast was employed using an Encoder–Decoder model to forecast the hourly heating load for an multifamily residential building and a district heating system over a forecast horizon of 24-h.By using 24 instead of 48 lagged hours,the simulation time was reduced from 92.75 s to 45.80 s and the forecast accuracy was increased.The feature selection was conducted for four distinct methods.The Tree and Deep SHAP method yielded superior results in feature selection.The application of feature selection according to the Deep SHAP values resulted in a reduction of 3.98%in the training time and a 8.11%reduction in the NRMSE.The utilisation of local Deep SHAP values enables the visualisation of the influence of past input hours and individual features.By mapping temporal attention,it was possible to demonstrate the importance of the most recent time steps in a intrinsic way.The combination of explainable methods enables plant operators to gain further insights and trustworthiness from the purely data-driven forecast model,and to identify the importance of individual features and time steps.展开更多
径流过程呈现出的强非线性,使得现有水文模型的预测性能受到制约,深度学习等人工智能方法具有较强的非线性拟合能力,一定程度上可以突破现有瓶颈。为有效提取径流序列的非线性时变特征信息,提高径流模拟精度和多步预测性能,以雅砻江上...径流过程呈现出的强非线性,使得现有水文模型的预测性能受到制约,深度学习等人工智能方法具有较强的非线性拟合能力,一定程度上可以突破现有瓶颈。为有效提取径流序列的非线性时变特征信息,提高径流模拟精度和多步预测性能,以雅砻江上游雅江流域为研究对象,建立了基于具有时变结构的ForecastNet径流预测模型,并与传统水文模型SWAT(Soil and Water Assessnent Teol)和神经网络模型RNN(Recurrent Neural Network)、LSTM(Long Short-Term Memory)及其组合进行对比分析。结果表明,ForcastNet模型在长预见期径流预测中有较强的适用性,能有效提高径流模拟及多步预测精度,为高精度实时径流预测提供了一种技术支撑。展开更多
In recent years, introduction of a renewable energy source such as solar energy is expected. However, solar radiation is not constant and power output of photovoltaic (PV) system is influenced by weather conditions. I...In recent years, introduction of a renewable energy source such as solar energy is expected. However, solar radiation is not constant and power output of photovoltaic (PV) system is influenced by weather conditions. It is difficult for getting to know accurate power output of PV system. In order to forecast the power output of PV system as accurate as possible, this paper proposes a decision technique of forecasting model for short-term-ahead power output of PV system based on solar radiation prediction. Application of Recurrent Neural Network (RNN) is shown for solar radiation prediction in this paper. The proposed method in this paper does not require complicated calculation, but mathematical model with only useful weather data. The validity of the proposed RNN is confirmed by comparing simulation results of solar radiation forecasting with that obtained from other展开更多
With the deregulation of the electric power industry, electricity price forecasting plays an increasingly important role in electricity markets, especially for retailors and investment decision making. Month ahead ave...With the deregulation of the electric power industry, electricity price forecasting plays an increasingly important role in electricity markets, especially for retailors and investment decision making. Month ahead average daily electricity price profile forecasting is proposed for the first time in this paper. A hybrid nonlinear regression and support vector machine(SVM) model is proposed. Offpeak hours, peak hours in peak months and peak hours in off-peak months are distinguished and different methods are designed to improve the forecast accuracy. A nonlinear regression model with deviation compensation is proposed to forecast the prices of off-peak hours and peak hours in off-peak months. SVM is adopted to forecast the prices of peak hours in peak months. Case studies based on data from ERCOT validate the effectiveness of the proposed hybrid method.展开更多
为探寻地区电网调度分布式光伏发电量预测的实用方法和提高预测的准确性,提出了一种结合数值天气预报和历史数据统计模型的地区分布式光伏发电量日前预测方法。首先,利用机器人流程自动化(robot process automation, RPA)技术和气象服...为探寻地区电网调度分布式光伏发电量预测的实用方法和提高预测的准确性,提出了一种结合数值天气预报和历史数据统计模型的地区分布式光伏发电量日前预测方法。首先,利用机器人流程自动化(robot process automation, RPA)技术和气象服务平台,自动获取光伏发电数据和天气预报信息。其次,通过分析各县域历史发电数据与天气因素之间的关系,建立预测模型,该模型考虑了辐射温度、湿度和风速等主要影响因素,通过回归分析方法进行建立和验证。最后,仿真分析结果表明,该方法相比传统方法有显著改进,能有效提高预测的准确性和可靠性,自动化的数据收集与处理流程不仅提升了工作效率,还降低了人为错误率。该方法对于电网调度优化发电计划,提高可再生能源利用率具有一定的实用价值。展开更多
This paper proposes the day-ahead electricity price forecasting using the artificial neural networks （ANN） and weighted least square （WLS） technique in the restructured electricity markets. Price forecasting is ve...This paper proposes the day-ahead electricity price forecasting using the artificial neural networks （ANN） and weighted least square （WLS） technique in the restructured electricity markets. Price forecasting is very important for online trading, e-commerce and power system operation. Forecasting the hourly locational marginal prices （LMP） in the electricity markets is a very important basis for the decision making in order to maximize the profits/benefits. The novel approach pro- posed in this paper for forecasting the electricity prices uses WLS technique and compares the results with the results obtained by using ANNs. To perform this price forecasting, the market knowledge is utilized to optimize the selection of input data for the electricity price forecasting tool. In this paper, price forecasting for Pennsylvania-New Jersey-Maryland （PJM） interconnec- tion is demonstrated using the ANNs and the proposed WLS technique. The data used for this price forecasting is obtained from the PJM website. The forecasting results obtained by both methods are compared, which shows the effectiveness of the proposed forecasting approach. From the simulation results, it can be observed that the accuracy of prediction has increased in both seasons using the proposed WLS technique. Another important advantage of the proposed WLS technique is that it is not an iterative method.展开更多
Crop coverage(CC)is an important parameter to represent crop growth characteristics,and the ahead forecasting of CC is helpful to track crop growth trends and guide agricultural management decisions.In this study,a no...Crop coverage(CC)is an important parameter to represent crop growth characteristics,and the ahead forecasting of CC is helpful to track crop growth trends and guide agricultural management decisions.In this study,a novel CNN-LSTM model that combined the advantages of convolutional neural network(CNN)in feature extraction and long short-term memory(LSTM)in time series processing was proposed for multi-day ahead forecasting of maize CC.Considering the influence of climate change on maize growth,five microclimatic factors were combined with historical maize CC estimated from field images as the input variables of the forecasting model.The field experimental data of four observation points for more than three years were used to evaluate the performance of CNN-LSTM at the forecasting horizon of three to seven days ahead and compared the forecasting results to CNN and LSTM.The results demonstrated that CNN-LSTM obtained the lowest RMSE and the highest R2 at all forecasting horizons.Subsequently,the performance of CNN-LSTM under univariate(historical maize CC)and multivariate(historical maize CC+microclimatic factors)input was compared,and the results indicated that additional microclimatic factors were effective in improving the forecasting performance.Furthermore,the 3-day ahead forecasting results of CNN-LSTM in different growth stages of maize were also analyzed,and the results showed that the highest forecasting accuracy was obtained in the seven leaves stage.Therefore,CNN-LSTM can be considered a useful tool to forecast maize CC.展开更多
为了深度挖掘电价序列中所蕴含的特征与信息,进一步提升日前电价的预测准确率,提出一种基于改进互信息特征选取(improve mutual information feature selection,IMIFS)、变分模态分解(variational mode decomposition,VMD)和红鸢优化算...为了深度挖掘电价序列中所蕴含的特征与信息,进一步提升日前电价的预测准确率,提出一种基于改进互信息特征选取(improve mutual information feature selection,IMIFS)、变分模态分解(variational mode decomposition,VMD)和红鸢优化算法(red kite optimization algorithm,ROA)优化长短记忆网络(long short term memory,LSTM)相结合的混合日前电价预测模型。首先,通过IMIFS对原始多元特征集进行降维,提取出包含维度最小且电价信息丰富的特征集,同时,利用VMD对电价序列进行有效分解,减轻电价序列的波动性;其次,引入ROA对LSTM中阈值与权重进行优化,提升算法的全局搜索与局部寻优能力;最后,通过算例验证IMIFS-VMD和ROA-LSTM日前电价预测模型效果,结果表明所提模型X_(RMSE)、X_(MAE)和R^(2)分别为2.532元/(MW·h)、1.956元/(MW·h)和98.06%,较其他电价预测模型具有较高的预测准确率。展开更多
基金Project(51561135003)supported by the International Cooperation and Exchange of the National Natural Science Foundation of ChinaProject(51338003)supported by the Key Project of National Natural Science Foundation of China
文摘A new methodology for multi-step-ahead forecasting was proposed herein which combined the wavelet transform(WT), artificial neural network(ANN) and forecasting strategies based on the changing characteristics of available parking spaces(APS). First, several APS time series were decomposed and reconstituted by the wavelet transform. Then, using an artificial neural network, the following five strategies for multi-step-ahead time series forecasting were used to forecast the reconstructed time series: recursive strategy, direct strategy, multi-input multi-output(MIMO) strategy, DIRMO strategy(a combination of the direct and MIMO strategies), and newly proposed recursive multi-input multi-output(RECMO) strategy which is a combination of the recursive and MIMO strategies. Finally, integrating the predicted results with the reconstructed time series produced the final forecasted available parking spaces. Three findings appear to be consistently supported by the experimental results. First, applying the wavelet transform to multi-step ahead available parking spaces forecasting can effectively improve the forecasting accuracy. Second, the forecasting resulted from the DIRMO and RECMO strategies is more accurate than that of the other strategies. Finally, the RECMO strategy requires less model training time than the DIRMO strategy and consumes the least amount of training time among five forecasting strategies.
基金This work was supported by a Research Grant from Pukyong National University(2021).
文摘Accurate multi-step PM_(2.5)(particulate matter with diameters≤2.5 um)concentration prediction is critical for humankinds’health and air populationmanagement because it could provide strong evidence for decisionmaking.However,it is very challenging due to its randomness and variability.This paper proposed a novel method based on convolutional neural network(CNN)and long-short-term memory(LSTM)with a space-shared mechanism,named space-shared CNN-LSTM(SCNN-LSTM)for multi-site dailyahead multi-step PM_(2.5)forecasting with self-historical series.The proposed SCNN-LSTM contains multi-channel inputs,each channel corresponding to one-site historical PM_(2.5)concentration series.In which,CNN and LSTM are used to extract each site’s rich hidden feature representations in a stack mode.Especially,CNN is to extract the hidden short-time gap PM_(2.5)concentration patterns;LSTM is to mine the hidden features with long-time dependency.Each channel extracted features aremerged as the comprehensive features for future multi-step PM_(2.5)concentration forecasting.Besides,the space-shared mechanism is implemented by multi-loss functions to achieve space information sharing.Therefore,the final features are the fusion of short-time gap,long-time dependency,and space information,which enables forecasting more accurately.To validate the proposed method’s effectiveness,the authors designed,trained,and compared it with various leading methods in terms of RMSE,MAE,MAPE,and R^(2)on four real-word PM_(2.5)data sets in Seoul,South Korea.The massive experiments proved that the proposed method could accurately forecast multi-site multi-step PM_(2.5)concentration only using self-historical PM_(2.5)concentration time series and running once.Specifically,the proposed method obtained averaged RMSE of 8.05,MAE of 5.04,MAPE of 23.96%,and R^(2)of 0.7 for four-site daily ahead 10-hourPM_(2.5)concentration forecasting.
基金Project(2020TJ-Q06)supported by Hunan Provincial Science&Technology Talent Support,ChinaProject(KQ1707017)supported by the Changsha Science&Technology,ChinaProject(2019CX005)supported by the Innovation Driven Project of the Central South University,China。
文摘Due to global energy depletion,solar energy technology has been widely used in the world.The output power of the solar energy systems is affected by solar radiation.Accurate short-term forecasting of solar radiation can ensure the safety of photovoltaic grids and improve the utilization efficiency of the solar energy systems.In the study,a new decomposition-boosting model using artificial intelligence is proposed to realize the solar radiation multi-step prediction.The proposed model includes four parts:signal decomposition(EWT),neural network(NARX),Adaboost and ARIMA.Three real solar radiation datasets from Changde,China were used to validate the efficiency of the proposed model.To verify the robustness of the multi-step prediction model,this experiment compared nine models and made 1,3,and 5 steps ahead predictions for the time series.It is verified that the proposed model has the best performance among all models.
基金Innosuisse-Schweizerische Agentur für Innovationsförderung,Grant/Award Number:1155002544。
文摘Management and efficient operations in critical infrastructures such as smart grids take huge advantage of accurate power load forecasting,which,due to its non-linear nature,remains a challenging task.Recently,deep learning has emerged in the machine learning field achieving impressive performance in a vast range of tasks,from image classification to machine translation.Applications of deep learning models to the electric load forecasting problem are gaining interest among researchers as well as the industry,but a comprehensive and sound comparison among different-also traditional-architectures is not yet available in the literature.This work aims at filling the gap by reviewing and experimentally evaluating four real world datasets on the most recent trends in electric load forecasting,by contrasting deep learning architectures on short-term forecast(oneday-ahead prediction).Specifically,the focus is on feedforward and recurrent neural networks,sequence-to-sequence models and temporal convolutional neural networks along with architectural variants,which are known in the signal processing community but are novel to the load forecasting one.
基金supported by COMPETE:POCI-01-0247-FEDER-039719 and FCT-Fundação para a Ciência e Tecnologia within the Project Scope:UIDB/00127/2020.
文摘In this study,we address a demanding time series forecasting problem that deals simultaneously with the following:(1)intermittent time series,(2)multi-step ahead forecasting,(3)time series with multiple seasonal periods,and(4)performance measures for model selection across multiple time series.Current literature deals with these types of problems separately,and no study has dealt with all these characteristics simultaneously.To fill this knowledge gap,we begin by reviewing all the necessary existing literature relevant to this case study with the goal of proposing a framework capable of achieving adequate forecast accuracy for such a complex problem.Several adaptions and innovations have been conducted,which are marked as contributions to the literature.Specifically,we proposed a weighted average forecast combination of many cutting-edge models based on their out-of-sample performance.To gather strong evidence that our ensemble model works in practice,we undertook a large-scale study across 98 time series,rigorously assessed with unbiased performance measures,where a week seasonal naïve was set as a benchmark.The results demonstrate that the proposed ensemble model achieves eyecatching forecasting accuracy.
基金the National Natural Science Foundation of China(61873283)the Changsha Science&Technology Project(KQ1707017)the innovation-driven project of the Central South University(2019CX005).
文摘Dissolved oxygen(DO)is an important indicator of aquaculture,and its accurate forecasting can effectively improve the quality of aquatic products.In this paper,a new DO hybrid forecasting model is proposed that includes three stages:multi-factor analysis,adaptive decomposition,and an optimizationbased ensemble.First,considering the complex factors affecting DO,the grey relational(GR)degree method is used to screen out the environmental factors most closely related to DO.The consideration of multiple factors makes model fusion more effective.Second,the series of DO,water temperature,salinity,and oxygen saturation are decomposed adaptively into sub-series by means of the empirical wavelet transform(EWT)method.Then,five benchmark models are utilized to forecast the sub-series of EWT decomposition.The ensemble weights of these five sub-forecasting models are calculated by particle swarm optimization and gravitational search algorithm(PSOGSA).Finally,a multi-factor ensemble model for DO is obtained by weighted allocation.The performance of the proposed model is verified by timeseries data collected by the pacific islands ocean observing system(PacIOOS)from the WQB04 station at Hilo.The evaluation indicators involved in the experiment include the Nash–Sutcliffe efficiency(NSE),Kling–Gupta efficiency(KGE),mean absolute percent error(MAPE),standard deviation of error(SDE),and coefficient of determination(R^(2)).Example analysis demonstrates that:①The proposed model can obtain excellent DO forecasting results;②the proposed model is superior to other comparison models;and③the forecasting model can be used to analyze the trend of DO and enable managers to make better management decisions.
基金The study is fully supported by the National Natural Science Foundation of China(61873283)the Changsha Science&Technology Project(KQ1707017)the Innovation Driven Project of the Central South University(2019CX005).
文摘Particulate matter with an aerodynamic diameter no greater than 2.5 lm(PM2.5)concentration forecasting is desirable for air pollution early warning.This study proposes an improved hybrid model,named multi-feature clustering decomposition(MCD)–echo state network(ESN)–particle swarm optimization(PSO),for multi-step PM2.5 concentration forecasting.The proposed model includes decomposition and optimized forecasting components.In the decomposition component,an MCD method consisting of rough sets attribute reduction(RSAR),k-means clustering(KC),and the empirical wavelet transform(EWT)is proposed for feature selection and data classification.Within the MCD,the RSAR algorithm is adopted to select significant air pollutant variables,which are then clustered by the KC algorithm.The clustered results of the PM2.5 concentration series are decomposed into several sublayers by the EWT algorithm.In the optimized forecasting component,an ESN-based predictor is built for each decomposed sublayer to complete the multi-step forecasting computation.The PSO algorithm is utilized to optimize the initial parameters of the ESN-based predictor.Real PM2.5 concentration data from four cities located in different zones in China are utilized to verify the effectiveness of the proposed model.The experimental results indicate that the proposed forecasting model is suitable for the multi-step high-precision forecasting of PM2.5 concentrations and has better performance than the benchmark models.
基金Project(2012CB725402)supported by the National Key Basic Research Program of ChinaProjects(51338003,50908051)supported by the National Natural Science Foundation of China
文摘The techniques to forecast available parking space(APS) are indispensable components for parking guidance systems(PGS). According to the data collected in Newcastle upon Tyne, England, the changing characteristics of APS were studied. Thereafter, aiming to build up a multi-step APS forecasting model that provides richer information than a conventional one-step model, the largest Lyapunov exponents(largest LEs) method was introduced into PGS. By experimental tests conducted using the same dataset, its prediction performance was compared with traditional wavelet neural network(WNN) method in both one-step and multi-step processes. Based on the results, a new multi-step forecasting model called WNN-LE method was proposed, where WNN, which enjoys a more accurate performance along with a better learning ability in short-term forecasting, was applied in the early forecast steps while the Lyapunov exponent prediction method in the latter steps precisely reflect the chaotic feature in latter forecast period. The MSE of APS forecasting for one hour time period can be reduced from 83.1 to 27.1(in a parking building with 492 berths) by using largest LEs method instead of WNN and further reduced to 19.0 by conducted the new method.
文摘In recent years, there has been introduction of alternative energy sources such as wind energy. However, wind speed is not constant and wind power output is proportional to the cube of the wind speed. In order to control the power output for wind power generators as accurately as possible, a method of wind speed estimation is required. In this paper, a technique considers that wind speed in the order of 1 - 30 seconds is investigated in confirming the validity of the Auto Regressive model (AR), Kalman Filter (KF) and Neural Network (NN) to forecast wind speed. This paper compares the simulation results of the forecast wind speed for the power output forecast of wind power generator by using AR, KF and NN.
基金the German Federal Ministry for Economic Affairs and Climate Action in the framework of the research program EnOB:ML-EBESR 03EN1076B.
文摘The role of heating load forecasts in the energy transition is significant,given the considerable increase in the number of heat pumps and the growing prevalence of fluctuating electricity generation.While machine learning methods offer promising forecasting capabilities,their black-box nature makes them difficult to interpret and explain.The deployment of explainable artificial intelligence methodologies enables the actions of these machine learning models to be made transparent.In this study,a multi-step forecast was employed using an Encoder–Decoder model to forecast the hourly heating load for an multifamily residential building and a district heating system over a forecast horizon of 24-h.By using 24 instead of 48 lagged hours,the simulation time was reduced from 92.75 s to 45.80 s and the forecast accuracy was increased.The feature selection was conducted for four distinct methods.The Tree and Deep SHAP method yielded superior results in feature selection.The application of feature selection according to the Deep SHAP values resulted in a reduction of 3.98%in the training time and a 8.11%reduction in the NRMSE.The utilisation of local Deep SHAP values enables the visualisation of the influence of past input hours and individual features.By mapping temporal attention,it was possible to demonstrate the importance of the most recent time steps in a intrinsic way.The combination of explainable methods enables plant operators to gain further insights and trustworthiness from the purely data-driven forecast model,and to identify the importance of individual features and time steps.
文摘径流过程呈现出的强非线性,使得现有水文模型的预测性能受到制约,深度学习等人工智能方法具有较强的非线性拟合能力,一定程度上可以突破现有瓶颈。为有效提取径流序列的非线性时变特征信息,提高径流模拟精度和多步预测性能,以雅砻江上游雅江流域为研究对象,建立了基于具有时变结构的ForecastNet径流预测模型,并与传统水文模型SWAT(Soil and Water Assessnent Teol)和神经网络模型RNN(Recurrent Neural Network)、LSTM(Long Short-Term Memory)及其组合进行对比分析。结果表明,ForcastNet模型在长预见期径流预测中有较强的适用性,能有效提高径流模拟及多步预测精度,为高精度实时径流预测提供了一种技术支撑。
文摘In recent years, introduction of a renewable energy source such as solar energy is expected. However, solar radiation is not constant and power output of photovoltaic (PV) system is influenced by weather conditions. It is difficult for getting to know accurate power output of PV system. In order to forecast the power output of PV system as accurate as possible, this paper proposes a decision technique of forecasting model for short-term-ahead power output of PV system based on solar radiation prediction. Application of Recurrent Neural Network (RNN) is shown for solar radiation prediction in this paper. The proposed method in this paper does not require complicated calculation, but mathematical model with only useful weather data. The validity of the proposed RNN is confirmed by comparing simulation results of solar radiation forecasting with that obtained from other
基金supported by National Natural Science Foundation of China(No.51537005)State Grid Corporation of China ‘‘Research on the model and application of power supply and demand technology under the market trading environment’’
文摘With the deregulation of the electric power industry, electricity price forecasting plays an increasingly important role in electricity markets, especially for retailors and investment decision making. Month ahead average daily electricity price profile forecasting is proposed for the first time in this paper. A hybrid nonlinear regression and support vector machine(SVM) model is proposed. Offpeak hours, peak hours in peak months and peak hours in off-peak months are distinguished and different methods are designed to improve the forecast accuracy. A nonlinear regression model with deviation compensation is proposed to forecast the prices of off-peak hours and peak hours in off-peak months. SVM is adopted to forecast the prices of peak hours in peak months. Case studies based on data from ERCOT validate the effectiveness of the proposed hybrid method.
文摘为探寻地区电网调度分布式光伏发电量预测的实用方法和提高预测的准确性,提出了一种结合数值天气预报和历史数据统计模型的地区分布式光伏发电量日前预测方法。首先,利用机器人流程自动化(robot process automation, RPA)技术和气象服务平台,自动获取光伏发电数据和天气预报信息。其次,通过分析各县域历史发电数据与天气因素之间的关系,建立预测模型,该模型考虑了辐射温度、湿度和风速等主要影响因素,通过回归分析方法进行建立和验证。最后,仿真分析结果表明,该方法相比传统方法有显著改进,能有效提高预测的准确性和可靠性,自动化的数据收集与处理流程不仅提升了工作效率,还降低了人为错误率。该方法对于电网调度优化发电计划,提高可再生能源利用率具有一定的实用价值。
文摘This paper proposes the day-ahead electricity price forecasting using the artificial neural networks （ANN） and weighted least square （WLS） technique in the restructured electricity markets. Price forecasting is very important for online trading, e-commerce and power system operation. Forecasting the hourly locational marginal prices （LMP） in the electricity markets is a very important basis for the decision making in order to maximize the profits/benefits. The novel approach pro- posed in this paper for forecasting the electricity prices uses WLS technique and compares the results with the results obtained by using ANNs. To perform this price forecasting, the market knowledge is utilized to optimize the selection of input data for the electricity price forecasting tool. In this paper, price forecasting for Pennsylvania-New Jersey-Maryland （PJM） interconnec- tion is demonstrated using the ANNs and the proposed WLS technique. The data used for this price forecasting is obtained from the PJM website. The forecasting results obtained by both methods are compared, which shows the effectiveness of the proposed forecasting approach. From the simulation results, it can be observed that the accuracy of prediction has increased in both seasons using the proposed WLS technique. Another important advantage of the proposed WLS technique is that it is not an iterative method.
基金financially supported by the National Natural Science Foundation of China(Grant No.61772240No.51961125102)the 111 Project(B12018).
文摘Crop coverage(CC)is an important parameter to represent crop growth characteristics,and the ahead forecasting of CC is helpful to track crop growth trends and guide agricultural management decisions.In this study,a novel CNN-LSTM model that combined the advantages of convolutional neural network(CNN)in feature extraction and long short-term memory(LSTM)in time series processing was proposed for multi-day ahead forecasting of maize CC.Considering the influence of climate change on maize growth,five microclimatic factors were combined with historical maize CC estimated from field images as the input variables of the forecasting model.The field experimental data of four observation points for more than three years were used to evaluate the performance of CNN-LSTM at the forecasting horizon of three to seven days ahead and compared the forecasting results to CNN and LSTM.The results demonstrated that CNN-LSTM obtained the lowest RMSE and the highest R2 at all forecasting horizons.Subsequently,the performance of CNN-LSTM under univariate(historical maize CC)and multivariate(historical maize CC+microclimatic factors)input was compared,and the results indicated that additional microclimatic factors were effective in improving the forecasting performance.Furthermore,the 3-day ahead forecasting results of CNN-LSTM in different growth stages of maize were also analyzed,and the results showed that the highest forecasting accuracy was obtained in the seven leaves stage.Therefore,CNN-LSTM can be considered a useful tool to forecast maize CC.
文摘为了深度挖掘电价序列中所蕴含的特征与信息,进一步提升日前电价的预测准确率,提出一种基于改进互信息特征选取(improve mutual information feature selection,IMIFS)、变分模态分解(variational mode decomposition,VMD)和红鸢优化算法(red kite optimization algorithm,ROA)优化长短记忆网络(long short term memory,LSTM)相结合的混合日前电价预测模型。首先,通过IMIFS对原始多元特征集进行降维,提取出包含维度最小且电价信息丰富的特征集,同时,利用VMD对电价序列进行有效分解,减轻电价序列的波动性;其次,引入ROA对LSTM中阈值与权重进行优化,提升算法的全局搜索与局部寻优能力;最后,通过算例验证IMIFS-VMD和ROA-LSTM日前电价预测模型效果,结果表明所提模型X_(RMSE)、X_(MAE)和R^(2)分别为2.532元/(MW·h)、1.956元/(MW·h)和98.06%,较其他电价预测模型具有较高的预测准确率。
