Nonparametric End-to-End Probabilistic Forecasting of Distributed Generation Outputs Considering Missing Data Imputation

Fuente: arXiv
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Main Authors: Chen, Minghui, Meng, Zichao, Liu, Yanping, Luo, Longbo, Guo, Ye, Wang, Kang
Format: Preprint
Published: 2024
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author Chen, Minghui
Meng, Zichao
Liu, Yanping
Luo, Longbo
Guo, Ye
Wang, Kang
author_facet Chen, Minghui
Meng, Zichao
Liu, Yanping
Luo, Longbo
Guo, Ye
Wang, Kang
contents In this paper, we introduce a nonparametric end-to-end method for probabilistic forecasting of distributed renewable generation outputs while including missing data imputation. Firstly, we employ a nonparametric probabilistic forecast model utilizing the long short-term memory (LSTM) network to model the probability distributions of distributed renewable generations' outputs. Secondly, we design an end-to-end training process that includes missing data imputation through iterative imputation and iterative loss-based training procedures. This two-step modeling approach effectively combines the strengths of the nonparametric method with the end-to-end approach. Consequently, our approach demonstrates exceptional capabilities in probabilistic forecasting for the outputs of distributed renewable generations while effectively handling missing values. Simulation results confirm the superior performance of our approach compared to existing alternatives.
format Preprint
id arxiv_https___arxiv_org_abs_2404_00729
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Nonparametric End-to-End Probabilistic Forecasting of Distributed Generation Outputs Considering Missing Data Imputation
Chen, Minghui
Meng, Zichao
Liu, Yanping
Luo, Longbo
Guo, Ye
Wang, Kang
Systems and Control
Machine Learning
In this paper, we introduce a nonparametric end-to-end method for probabilistic forecasting of distributed renewable generation outputs while including missing data imputation. Firstly, we employ a nonparametric probabilistic forecast model utilizing the long short-term memory (LSTM) network to model the probability distributions of distributed renewable generations' outputs. Secondly, we design an end-to-end training process that includes missing data imputation through iterative imputation and iterative loss-based training procedures. This two-step modeling approach effectively combines the strengths of the nonparametric method with the end-to-end approach. Consequently, our approach demonstrates exceptional capabilities in probabilistic forecasting for the outputs of distributed renewable generations while effectively handling missing values. Simulation results confirm the superior performance of our approach compared to existing alternatives.
title Nonparametric End-to-End Probabilistic Forecasting of Distributed Generation Outputs Considering Missing Data Imputation
topic Systems and Control
Machine Learning
url https://arxiv.org/abs/2404.00729