Stacking for Probabilistic Short-term Load Forecasting

التفاصيل البيبلوغرافية
العنوان: Stacking for Probabilistic Short-term Load Forecasting
المؤلفون: Dudek, Grzegorz
سنة النشر: 2024
المجموعة: Computer Science
مصطلحات موضوعية: Computer Science - Machine Learning, Computer Science - Artificial Intelligence
الوصف: In this study, we delve into the realm of meta-learning to combine point base forecasts for probabilistic short-term electricity demand forecasting. Our approach encompasses the utilization of quantile linear regression, quantile regression forest, and post-processing techniques involving residual simulation to generate quantile forecasts. Furthermore, we introduce both global and local variants of meta-learning. In the local-learning mode, the meta-model is trained using patterns most similar to the query pattern.Through extensive experimental studies across 35 forecasting scenarios and employing 16 base forecasting models, our findings underscored the superiority of quantile regression forest over its competitors
Comment: International Conference on Computational Science, ICCS'24
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2406.10718
رقم الأكسشن: edsarx.2406.10718
قاعدة البيانات: arXiv