KPF-AE-LSTM: A Deep Probabilistic Model for Net-Load Forecasting in High Solar Scenarios
Quantum Energy Partners(量子能源伙伴公司);Lawrence Livermore National Laboratory(劳伦斯利弗莫尔国家实验室);Pacific Northwest National Laboratory(太平洋西北国家实验室);University of Vermont(佛蒙特大学);Portland General Electric(波特兰通用电气公司)
Deepthi Sen, Indrasis Chakraborty, Soumya Kundu, Andrew P. Reiman, Ian Beil, Andy Eiden
With the expected rise in behind-the-meter solar penetration within the distribution networks, there is a need to develop time-series forecasting methods that can reliably predict the net-load, accurately quantifying its uncertainty and variability. This paper presents a deep learning method to generate probabilistic forecasts of day-ahead net-load at 15-min resolution, at various solar penetration levels. Our proposed deep-learning based architecture utilizes the dimensional reduction, from a higher-dimensional input to a lower-dimensional latent space, via a convolutional Autoencoder (AE). The extracted features from AE are then utilized to generate probability distributions across the latent space, by passing the features through a kernel-embedded Perron-Frobenius (kPF) operator. Finally, long short-term memory (LSTM) layers are used to synthesize time-series probability distributions of the forecasted net-load, from the latent space distributions. The models are shown to deliver superior forecast performance (as per several metrics), as well as maintain superior training efficiency, in comparison to existing benchmark models. Detailed analysis is carried out to evaluate the model performance across various solar penetration levels (up to 50\%), prediction horizons (e.g., 15\,min and 24\,hr ahead), and aggregation level of houses, as well as its robustness against missing measurements.
As the volatility of electricity demand increases owing to climate change and electrification, the importance of accurate peak load forecasting is increasing. Traditional peak load forecasting has been conducted through time series-based models; however, recently, new models based on machine or deep learning are being introduced. This study performs a comparative analysis to determine the most accurate peak load-forecasting model for Korea, by comparing the performance of time series, machine learning, and hybrid models. Seasonal autoregressive integrated moving average with exogenous variable…
Coronavirus disease 2019 (COVID-19) is a global public health crisis that has been declared a pandemic by World Health Organization. Forecasting country-wise COVID-19 cases is necessary to help policymakers and healthcare providers prepare for the future. This study explores the performance of several Long Short-Term Memory (LSTM) models and Auto-Regressive Integrated Moving Average (ARIMA) model in forecasting the number of confirmed COVID-19 cases. Time series of daily cumulative COVID-19 cases were used for generating 1-day, 3-day, and 5-day forecasts using several LSTM models and ARIMA. Tw…
Beyond Limits Inc(Beyond Limits公司);University of Southern California(南加州大学)
Long Short-Term Memory (LSTM) neural networks have been widely used for time series forecasting problems. However, LSTMs are prone to overfitting and performance reduction during test phases. Several different regularization techniques have been shown in literature to prevent overfitting problems in neural networks. In this paper, first, we introduce application of kernel flow methods for time series forecasting in general. Afterward, we examine the effectiveness of applying kernel flow regularization on LSTM layers to avoid overfitting problems. We describe a regularization method by applying…
Faculty of Economics, Khon Kaen University(孔敬大学经济学院);Khon Kaen University(孔敬大学)
This paper demonstrates the potentials of the long short-term memory (LSTM) when applyingwith macroeconomic time series data sampled at different frequencies. We first present how theconventional LSTM model can be adapted to the time series observed at mixed frequencies when thesame mismatch ratio is applied for all pairs of low-frequency output and higher-frequency variable. Togeneralize the LSTM to the case of multiple mismatch ratios, we adopt the unrestricted Mixed DAtaSampling (U-MIDAS) scheme (Foroni et al., 2015) into the LSTM architecture. We assess via bothMonte Carlo simulations and …
Quantum Long Short-Term Memory (QLSTM) vs Classical LSTM in Time Series Forecasting: A Comparative Study in Solar Power Forecasting
National University of Sciences and Technology(国家科学技术大学);Ghulam Ishaq Khan Institute of Engineering Sciences and Technology(古拉姆·伊沙克·汗工程科学与技术学院);King Abdulaziz University(阿卜杜勒阿齐兹国王大学);Uppsala University(乌普萨拉大学)
University of Maryland, Baltimore County(马里兰大学巴尔的摩县分校)
Accurately forecasting Arctic sea ice from subseasonal to seasonal scales has been a major scientific effort with fundamental challenges at play. In addition to physics-based earth system models, researchers have been applying multiple statistical and machine learning models for sea ice forecasting. Looking at the potential of data-driven sea ice forecasting, we propose an attention-based Long Short Term Memory (LSTM) ensemble method to predict monthly sea ice extent up to 1 month ahead. Using daily and monthly satellite retrieved sea ice data from NSIDC and atmospheric and oceanic variables f…
Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM networks in the time series prediction domain, specifically, the traffic volume forecasting. Being able to predict traffic volume more accurately can result in better planning, thus greatly reduce the operation cost and improve overall efficiency.
The release of toxic gases by industries, emissions from vehicles, and an increase in the concentration of harmful gases and particulate matter in the atmosphere are all contributing factors to the deterioration of the quality of the air. Factors such as industries, urbanization, population growth, and the increased use of vehicles contribute to the rapid increase in pollution levels, which can adversely impact human health. This paper presents a model for forecasting the air quality index in Nigeria using the Bi-directional LSTM model. The air pollution data was downloaded from an online data…
Multimodal Physical Activity Forecasting in Free-Living Clinical Settings: Hunting Opportunities for Just-in-Time Interventions
College of Health Solutions, Arizona State University(亚利桑那州立大学健康解决方案学院);School of Computing and Augmented Intelligence, Arizona State University(亚利桑那州立大学计算与增强智能学院);Edson College of Nursing and Health Innovation, Arizona State University(亚利桑那州立大学埃德森护理与健康创新学院)
Peng Cheng Laboratory(鹏城实验室);Southern University of Science and Technology(南方科技大学)
Accurate forecasts of photovoltaic power generation (PVPG) are essential to optimize operations between energy supply and demand. Recently, the propagation of sensors and smart meters has produced an enormous volume of data, which supports the development of data based PVPG forecasting. Although emerging deep learning (DL) models, such as the long short-term memory (LSTM) model, based on historical data, have provided effective solutions for PVPG forecasting with great successes, these models utilize offline learning. As a result, DL models cannot take advantage of the opportunity to learn fro…
University of New South Wales(新南威尔士大学);Indian Institute of Technology Guwahati(印度理工学院古瓦哈提分校)
The COVID-19 pandemic continues to have major impact to health and medical infrastructure, economy, and agriculture. Prominent computational and mathematical models have been unreliable due to the complexity of the spread of infections. Moreover, lack of data collection and reporting makes modelling attempts difficult and unreliable. Hence, we need to re-look at the situation with reliable data sources and innovative forecasting models. Deep learning models such as recurrent neural networks are well suited for modelling spatiotemporal sequences. In this paper, we apply recurrent neural network…
We employ both random forests and LSTM networks (more precisely CuDNNLSTM) as training methodologies to analyze their effectiveness in forecasting out-of-sample directional movements of constituent stocks of the S&P 500 from January 1993 till December 2018 for intraday trading. We introduce a multi-feature setting consisting not only of the returns with respect to the closing prices, but also with respect to the opening prices and intraday returns. As trading strategy, we use Krauss et al. (2017) and Fischer & Krauss (2018) as benchmark. On each trading day, we buy the 10 stocks with the highe…
Frequency-Aware Attention-LSTM for PM$_{2.5}$ Time Series Forecasting
Institute of Software Chinese Academy of Sciences(中国科学院软件研究所);College of Computer Science and AI Southwest Minzu University(西南民族大学计算机科学与人工智能学院);School of Information Technology Guangxi Police College(广西警察学院信息技术学院)
University of Burgundy(勃艮第大学);University of Maroua(马鲁阿大学)
L'analyse pr{é}dictive permet d'estimer les tendances des {é}v{è}nements futurs. De nos jours, les algorithmes Deep Learning permettent de faire de bonnes pr{é}dictions. Cependant, pour chaque type de probl{è}me donn{é}, il est n{é}cessaire de choisir l'architecture optimale. Dans cet article, les mod{è}les Stack-LSTM, CNN-LSTM et ConvLSTM sont appliqu{é}s {à} une s{é}rie temporelle d'images radar sentinel-1, le but {é}tant de pr{é}dire la prochaine occurrence dans une s{é}quence. Les r{é}sultats exp{é}rimentaux {é}valu{é}s {à} l'aide des indicateurs de performance tels que le RMSE et le MAE, …
Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting
University of Warsaw(华沙大学);Faculty of Economic Sciences(经济学院);Department of Quantitative Finance and Machine Learning(金融与机器学习系);Quantitative Finance Research Group(金融研究组)
Forecasting India's Demographic Transition Under Fertility Policy Scenarios Using hybrid LSTM-PINN Model
Sant Longowal Institute of Engineering and Technology(桑特·朗戈瓦尔工程与技术学院);School of Computer and Mathematical Sciences, The University of Adelaide(计算机与数学科学学院,阿德莱德大学)
Quantum Kernel-Based Long Short-term Memory for Climate Time-Series Forecasting
National Center for High-Performance Computing, NARlabs(国家高性能计算中心(国家高速网络与计算中心));Cross College Elite Program, National Cheng Kung University(成功大学跨学院精英计划);National Synchrotron Radiation Research Center(国家同步辐射研究中心);Imperial College London(伦敦帝国学院)
Higher penetration of renewable and smart home technologies at the residential level challenges grid stability as utility-customer interactions add complexity to power system operations. In response, short-term residential load forecasting has become an increasing area of focus. However, forecasting at the residential level is challenging due to the higher uncertainties involved. Recently deep neural networks have been leveraged to address this issue. This paper investigates the capabilities of a bidirectional long short-term memory (BiLSTM) and a convolutional neural network-based BiLSTM (CNN…
APS-LSTM: Exploiting Multi-Periodicity and Diverse Spatial Dependencies for Flood Forecasting
Hohai University(河海大学);Key Laboratory of Water Big Data Technology of Ministry of Water Resources(水利部水大数据技术重点实验室);College of Computer and Software, Hohai University(河海大学计算机与软件学院)