Stacking for Probabilistic Short-term Load Forecasting
Fuente:
arXiv
Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866916288755924992 |
|---|---|
| author | Dudek, Grzegorz |
| author_facet | Dudek, Grzegorz |
| contents | 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 |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_10718 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Stacking for Probabilistic Short-term Load Forecasting Dudek, Grzegorz Machine Learning Artificial Intelligence 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 |
| title | Stacking for Probabilistic Short-term Load Forecasting |
| topic | Machine Learning Artificial Intelligence |
| url | https://arxiv.org/abs/2406.10718 |