论文标题
基于模式相似性的基于中期负载预测的机器学习方法:比较研究
Pattern Similarity-based Machine Learning Methods for Mid-term Load Forecasting: A Comparative Study
论文作者
论文摘要
基于模式相似性的方法被广泛用于分类和回归问题。在季节性时间序列中观察到的重复,相似的周期鼓励将这些方法应用用于预测。在本文中,我们使用基于模式相似性的方法来预测每月的电力需求表达年季节性。模型的一个组成部分是使用时间序列序列模式的时间序列表示。模式表示通过趋势过滤和方差均衡确保输入和输出数据统一。因此,模式表示简化了预测问题,并允许我们根据模式相似性使用模型。我们考虑了四个这样的模型:最近的邻居模型,模糊邻域模型,内核回归模型和通用回归神经网络。回归函数是由重量输出模式构建的,其权重取决于输入模式之间的相似性。提出的模型的优点是:清晰的操作原理,调整的少量参数,快速优化过程,良好的概括能力,在最新数据上工作,而无需重新训练,对丢失的输入变量的鲁棒性以及将向量作为输出生成。在工作的实验部分中,建议的模型被用来预测35个欧洲国家的每月需求。将模型性能与经典模型(例如Arima和指数平滑)的性能以及最先进的模型进行了比较。结果显示了提出的模型的高性能,这些模型以准确性,简单性和易于优化的性能优于比较模型。
Pattern similarity-based methods are widely used in classification and regression problems. Repeated, similar-shaped cycles observed in seasonal time series encourage to apply these methods for forecasting. In this paper we use the pattern similarity-based methods for forecasting monthly electricity demand expressing annual seasonality. An integral part of the models is the time series representation using patterns of time series sequences. Pattern representation ensures the input and output data unification through trend filtering and variance equalization. Consequently, pattern representation simplifies the forecasting problem and allows us to use models based on pattern similarity. We consider four such models: nearest neighbor model, fuzzy neighborhood model, kernel regression model and general regression neural network. A regression function is constructed by aggregation output patterns with weights dependent on the similarity between input patterns. The advantages of the proposed models are: clear principle of operation, small number of parameters to adjust, fast optimization procedure, good generalization ability, working on the newest data without retraining, robustness to missing input variables, and generating a vector as an output. In the experimental part of the work the proposed models were used to forecasting the monthly demand for 35 European countries. The model performances were compared with the performances of the classical models such as ARIMA and exponential smoothing as well as state-of-the-art models such as multilayer perceptron, neuro-fuzzy system and long short-term memory model. The results show high performance of the proposed models which outperform the comparative models in accuracy, simplicity and ease of optimization.