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arXiv 2004.11834eess.SPcs.LGstat.ML
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基于模式的长短期记忆电力负荷中期预测

Pattern-based Long Short-term Memory for Mid-term Electrical Load Forecasting

Czestochowa University of Technology(琴斯托霍瓦理工大学)

Paweł Pełka, Grzegorz Dudek

摘要:

这项工作提出了一个长短期记忆(LSTM)网络,用于预测一年内的月度电力需求时间序列。这项工作的新颖性是使用模式表示的季节性时间序列作为替代分解。模式表示简化了复杂的非线性和非平稳时间序列,过滤掉趋势和均衡方差。定义了两种类型的模式:x模式和y模式。前者需要对编码变量进行额外的预测。后者根据过程历史确定编码变量。基于x模式的混合方法比基于原始时间序列的标准LSTM方法更准确。在这种组合方法中,使用序列到序列LSTM网络预测x模式,并使用指数平滑预测编码变量。对35个欧洲国家的月度电力需求时间序列进行的模拟研究证实了所提出的模型的高性能及其与经典模型(如ARIMA和指数平滑以及MLP神经网络模型)的竞争力。

英文摘要:

This work presents a Long Short-Term Memory (LSTM) network for forecasting a monthly electricity demand time series with a one-year horizon. The novelty of this work is the use of pattern representation of the seasonal time series as an alternative to decomposition. Pattern representation simplifies the complex nonlinear and nonstationary time series, filtering out the trend and equalizing variance. Two types of patterns are defined: x-pattern and y-pattern. The former requires additional forecasting for the coding variables. The latter determines the coding variables from the process history. A hybrid approach based on x-patterns turned out to be more accurate than the standard LSTM approach based on a raw time series. In this combined approach an x-pattern is forecasted using a sequence-to-sequence LSTM network and the coding variables are forecasted using exponential smoothing. A simulation study performed on the monthly electricity demand time series for 35 European countries confirmed the high performance of the proposed model and its competitiveness to classical models such as ARIMA and exponential smoothing as well as the MLP neural network model.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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