Multi-task Online Learning for Probabilistic Load Forecasting

Fuente: arXiv
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Autores principales: Zaballa, Onintze, Álvarez, Verónica, Mazuelas, Santiago
Formato: Preprint
Publicado: 2025
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author Zaballa, Onintze
Álvarez, Verónica
Mazuelas, Santiago
author_facet Zaballa, Onintze
Álvarez, Verónica
Mazuelas, Santiago
contents Load forecasting is essential for the efficient, reliable, and cost-effective management of power systems. Load forecasting performance can be improved by learning the similarities among multiple entities (e.g., regions, buildings). Techniques based on multi-task learning obtain predictions by leveraging consumption patterns from the historical load demand of multiple entities and their relationships. However, existing techniques cannot effectively assess inherent uncertainties in load demand or account for dynamic changes in consumption patterns. This paper proposes a multi-task learning technique for online and probabilistic load forecasting. This technique provides accurate probabilistic predictions for the loads of multiple entities by leveraging their dynamic similarities. The method's performance is evaluated using datasets that register the load demand of multiple entities and contain diverse and dynamic consumption patterns. The experimental results show that the proposed method can significantly enhance the effectiveness of current multi-task learning approaches across a wide variety of load consumption scenarios.
format Preprint
id arxiv_https___arxiv_org_abs_2502_04163
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Multi-task Online Learning for Probabilistic Load Forecasting
Zaballa, Onintze
Álvarez, Verónica
Mazuelas, Santiago
Machine Learning
Load forecasting is essential for the efficient, reliable, and cost-effective management of power systems. Load forecasting performance can be improved by learning the similarities among multiple entities (e.g., regions, buildings). Techniques based on multi-task learning obtain predictions by leveraging consumption patterns from the historical load demand of multiple entities and their relationships. However, existing techniques cannot effectively assess inherent uncertainties in load demand or account for dynamic changes in consumption patterns. This paper proposes a multi-task learning technique for online and probabilistic load forecasting. This technique provides accurate probabilistic predictions for the loads of multiple entities by leveraging their dynamic similarities. The method's performance is evaluated using datasets that register the load demand of multiple entities and contain diverse and dynamic consumption patterns. The experimental results show that the proposed method can significantly enhance the effectiveness of current multi-task learning approaches across a wide variety of load consumption scenarios.
title Multi-task Online Learning for Probabilistic Load Forecasting
topic Machine Learning
url https://arxiv.org/abs/2502.04163