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arXiv 2608.11359cs.LG

面向可迁移日前电价预测的、融合市场信息的基础门控低秩适配(Gated-LoRA)模型

Market-Information-Aware Gated-LoRA of Foundation Models for Transferable Day-Ahead Electricity Price Forecasting

Hang Fan, Wei Wei, Shengwei Mei

AI总结:

本文提出融合市场信息的Gated-LoRA框架,将Chronos-2模型迁移至日前电价预测,经中国四省现货市场验证,可显著降低预测误差,为数据稀缺电力市场提供迁移方案。

AI中文摘要:

电价预测对市场参与者至关重要,但由于电价波动、具有市场特异性且与预期系统条件密切相关,预测难度较大。现有监督方法很大程度上依赖特定市场的历史数据,限制了其在新建或数据稀缺市场中的应用。本文提出一种融合市场信息的适配框架,将Chronos-2时间序列基础模型迁移至日前电价预测任务。该框架首先构建多源市场信息(MSMI)接口,将7天价格上下文与预清算供需、备用容量、机组检修、发电机容量及联络线变量对齐;随后训练源域门控低秩适配(LoRA),仅更新约1%的模型参数,无需目标市场标签。门控机制根据备用紧张度和运行状态信号缩放冻结的源域适配器。采用留一市场法协议评估跨市场可迁移性,在四个中国省级日前现货市场开展的实验显示,与融合市场信息的零样本Chronos-2相比,所提框架将平均平均绝对误差(MAE)降低6.24%、平均均方根误差(RMSE)降低7.99%;与普通源域LoRA相比,分别降低3.05%、3.52%。实验还表明,该增益无法通过学习全局标量或随机门初始化实现,且相较于源域LoRA的额外提升有限。这些结果说明,市场结构化输入和状态依赖型门控LoRA可为数据稀缺的电力市场提供实用的迁移路径。

英文摘要:

Electricity price forecasting is crucial for market participants but remains difficult because prices are volatile, market-specific, and closely tied to anticipated system conditions. Existing supervised methods depend largely on market-specific historical data, limiting their use in newly established or data-scarce markets. This paper proposes a market-information-aware adaptation framework that transfers the Chronos-2 time-series foundation model to day-ahead electricity price forecasting. It first constructs a multi-source market information (MSMI) interface aligning 7-day price context with pre-clearing supply--demand, reserve, maintenance, generator-capacity, and intertie variables, and then trains a source-domain gated low-rank adapter (LoRA), updating about $1\%$ of model parameters without target-market labels. The gate scales the frozen source adapter according to reserve-tightness and operating-state signals. A leave-one-market-out protocol is adopted for evaluating cross-market transferability. Experiments on four Chinese provincial day-ahead spot markets show that the proposed framework reduces the average MAE/RMSE by $6.24\%/7.99\%$ relative to market-information-aware zero-shot Chronos-2 and by $3.05\%/3.52\%$ relative to vanilla Source-LoRA. Experiments show that the gain is not reproduced by a learned global scalar or by random gate initialization, while the additional improvement over Source-LoRA is limited. These results suggest that market-structured inputs and state-dependent gated LoRA can provide a practical transfer path for data-scarce electricity markets.

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