地下水位预测是一个应用时间序列预测任务,具有重要的社会影响,以优化水管理以及防止某些自然灾害:例如,洪水或严重的干旱。在文献中已经报告了机器学习方法以实现这项任务,但它们仅专注于单个位置的地下水水平的预测。一种全球预测方法旨在利用从各个位置的地下水级时序列序列,一次在一个地方或一次在几个地方产生预测。鉴于全球预测方法在著名的竞争中取得了成功,因此在地下水级别的预测上进行评估并查看它们与本地方法的比较是有意义的。在这项工作中,我们创建了一个1026地下水级时序列的数据集。每个时间序列都是由每日测量地下水水平和两个外源变量,降雨和蒸散量制成的。该数据集可向社区提供可重现性和进一步评估。为了确定最佳的配置,可以有效地预测完整的时间序列的地下水水平,我们比较了包括本地和全球时间序列预测方法在内的不同预测因子。我们评估了外源变量的影响。我们的结果分析表明,通过训练过去的地下水位和降雨数据的全球方法获得最佳预测。
translated by 谷歌翻译
Platelet products are both expensive and have very short shelf lives. As usage rates for platelets are highly variable, the effective management of platelet demand and supply is very important yet challenging. The primary goal of this paper is to present an efficient forecasting model for platelet demand at Canadian Blood Services (CBS). To accomplish this goal, four different demand forecasting methods, ARIMA (Auto Regressive Moving Average), Prophet, lasso regression (least absolute shrinkage and selection operator) and LSTM (Long Short-Term Memory) networks are utilized and evaluated. We use a large clinical dataset for a centralized blood distribution centre for four hospitals in Hamilton, Ontario, spanning from 2010 to 2018 and consisting of daily platelet transfusions along with information such as the product specifications, the recipients' characteristics, and the recipients' laboratory test results. This study is the first to utilize different methods from statistical time series models to data-driven regression and a machine learning technique for platelet transfusion using clinical predictors and with different amounts of data. We find that the multivariate approaches have the highest accuracy in general, however, if sufficient data are available, a simpler time series approach such as ARIMA appears to be sufficient. We also comment on the approach to choose clinical indicators (inputs) for the multivariate models.
translated by 谷歌翻译
Forecasting time series with extreme events has been a challenging and prevalent research topic, especially when the time series data are affected by complicated uncertain factors, such as is the case in hydrologic prediction. Diverse traditional and deep learning models have been applied to discover the nonlinear relationships and recognize the complex patterns in these types of data. However, existing methods usually ignore the negative influence of imbalanced data, or severe events, on model training. Moreover, methods are usually evaluated on a small number of generally well-behaved time series, which does not show their ability to generalize. To tackle these issues, we propose a novel probability-enhanced neural network model, called NEC+, which concurrently learns extreme and normal prediction functions and a way to choose among them via selective back propagation. We evaluate the proposed model on the difficult 3-day ahead hourly water level prediction task applied to 9 reservoirs in California. Experimental results demonstrate that the proposed model significantly outperforms state-of-the-art baselines and exhibits superior generalization ability on data with diverse distributions.
translated by 谷歌翻译
Algorithms that involve both forecasting and optimization are at the core of solutions to many difficult real-world problems, such as in supply chains (inventory optimization), traffic, and in the transition towards carbon-free energy generation in battery/load/production scheduling in sustainable energy systems. Typically, in these scenarios we want to solve an optimization problem that depends on unknown future values, which therefore need to be forecast. As both forecasting and optimization are difficult problems in their own right, relatively few research has been done in this area. This paper presents the findings of the ``IEEE-CIS Technical Challenge on Predict+Optimize for Renewable Energy Scheduling," held in 2021. We present a comparison and evaluation of the seven highest-ranked solutions in the competition, to provide researchers with a benchmark problem and to establish the state of the art for this benchmark, with the aim to foster and facilitate research in this area. The competition used data from the Monash Microgrid, as well as weather data and energy market data. It then focused on two main challenges: forecasting renewable energy production and demand, and obtaining an optimal schedule for the activities (lectures) and on-site batteries that lead to the lowest cost of energy. The most accurate forecasts were obtained by gradient-boosted tree and random forest models, and optimization was mostly performed using mixed integer linear and quadratic programming. The winning method predicted different scenarios and optimized over all scenarios jointly using a sample average approximation method.
translated by 谷歌翻译
提出了一种使用天气数据实时太阳生成预测的新方法,同时提出了既有空间结构依赖性的依赖。随着时间的推移,观察到的网络被预测到较低维度的表示,在该表示的情况下,在推理阶段使用天气预报时,使用各种天气测量来训练结构化回归模型。从国家太阳辐射数据库获得的德克萨斯州圣安东尼奥地区的288个地点进行了实验。该模型预测具有良好精度的太阳辐照度(夏季R2 0.91,冬季为0.85,全球模型为0.89)。随机森林回归者获得了最佳准确性。进行了多个实验来表征缺失数据的影响和不同的时间范围的影响,这些范围提供了证据表明,新算法不仅在随机的情况下,而且在机制是空间和时间上都丢失的数据是可靠的。
translated by 谷歌翻译
在本文中,我们介绍了蒙面的多步多变量预测(MMMF),这是一个新颖而普遍的自我监督学习框架,用于时间序列预测,并提供已知的未来信息。在许多真实世界的预测情况下,已知一些未来的信息,例如,在进行短期到中期的电力需求预测或进行飞机出发预测时的油价预测时,天气信息。现有的机器学习预测框架可以分为(1)基于样本的方法,在此方法中进行每个预测,以及(2)时间序列回归方法,其中未来信息未完全合并。为了克服现有方法的局限性,我们提出了MMMF,这是一个培训能够生成一系列输出的神经网络模型的框架,将过去的时间信息和有关未来的已知信息结合在一起,以做出更好的预测。实验在两个现实世界数据集上进行(1)中期电力需求预测,以及(2)前两个月的飞行偏离预测。他们表明,所提出的MMMF框架的表现不仅优于基于样本的方法,而且具有与完全相同的基本模型的现有时间序列预测模型。此外,一旦通过MMMF进行了神经网络模型,其推理速度与接受传统回归配方训练的相同模型的推理速度相似,从而使MMMF成为现有回归训练的时间序列的更好替代品,如果有一些可用的未来,信息。
translated by 谷歌翻译
Information on the grass growth over a year is essential for some models simulating the use of this resource to feed animals on pasture or at barn with hay or grass silage. Unfortunately, this information is rarely available. The challenge is to reconstruct grass growth from two sources of information: usual daily climate data (rainfall, radiation, etc.) and cumulative growth over the year. We have to be able to capture the effect of seasonal climatic events which are known to distort the growth curve within the year. In this paper, we formulate this challenge as a problem of disaggregating the cumulative growth into a time series. To address this problem, our method applies time series forecasting using climate information and grass growth from previous time steps. Several alternatives of the method are proposed and compared experimentally using a database generated from a grassland process-based model. The results show that our method can accurately reconstruct the time series, independently of the use of the cumulative growth information.
translated by 谷歌翻译
分布式的小型太阳能光伏(PV)系统正在以快速增加的速度安装。这可能会对分销网络和能源市场产生重大影响。结果,在不同时间分辨率和视野中,非常需要改善对这些系统发电的预测。但是,预测模型的性能取决于分辨率和地平线。在这种情况下,将多个模型的预测结合到单个预测中的预测组合(合奏)可能是鲁棒的。因此,在本文中,我们提供了对五个最先进的预测模型的性能以及在多个分辨率和视野下的现有预测组合的比较和见解。我们提出了一种基于粒子群优化(PSO)的预测组合方法,该方法将通过加权单个模型产生的预测来使预报掌握能够为手头的任务产生准确的预测。此外,我们将提出的组合方法的性能与现有的预测组合方法进行了比较。使用现实世界中的PV电源数据集进行了全面的评估,该数据集在美国三个位置的25个房屋中测得。在四种不同的分辨率和四个不同视野之间的结果表明,基于PSO的预测组合方法的表现优于使用任何单独的预测模型和其他预测组合的使用,而平均平均绝对规模误差降低了3.81%,而最佳性能则最佳性能单个个人模型。我们的方法使太阳预报员能够为其应用产生准确的预测,而不管预测分辨率或视野如何。
translated by 谷歌翻译
操作网络通常依靠机器学习模型来进行许多任务,包括检测异常,推断应用程序性能和预测需求。然而,不幸的是,模型精度会因概念漂移而降低,从而,由于从软件升级到季节性到用户行为的变化,功能和目标预测之间的关系会发生变化。因此,缓解概念漂移是操作机器学习模型的重要组成部分,尽管它很重要,但在网络或一般的回归模型的背景下,概念漂移并未得到广泛的探索。因此,对于当前依赖机器学习模型的许多常见网络管理任务,如何检测或减轻它并不是一件好事。不幸的是,正如我们所展示的那样,通过使用新可用的数据经常重新培训模型可以充分缓解概念漂移,甚至可以进一步降低模型的准确性。在本文中,我们表征了美国主要大都市地区的大型蜂窝网络中的概念漂移。我们发现,概念漂移发生在许多重要的关键性能指标(KPI)上,独立于模型,训练集大小和时间间隔,因此需要采用实用方法来检测,解释和减轻它。为此,我们开发了特征(叶)的局部误差近似。叶检测到漂移;解释最有助于漂移的功能和时间间隔;并使用遗忘和过度采样来减轻漂移。我们使用超过四年的蜂窝KPI数据来评估叶子与行业标准的缓解方法。在美国,我们对主要的细胞提供商进行的初步测试表明,LEAF在各种KPI和模型上都是有效的。叶子始终优于周期性,并触发重新培训,同时还要降低昂贵的重新经营操作。
translated by 谷歌翻译
近期不同尺度电力消耗的丰富数据开辟了新的挑战,并强调了新技术的需求,以利用更精细的尺度提供的信息,以便改善更广泛的尺度预测。在这项工作中,我们利用该分层预测问题与多尺度传输学习之间的相似性。我们分别开发了两种分层转移学习方法,分别基于广义添加剂模型和随机林的堆叠,以及专家聚合的使用。我们将这些方法应用于在第一种情况下使用智能仪表数据,以及第二种情况下的区域数据的智能仪表数据将这些方法应用于两种电力负荷预测。对于这两个useCases,我们将我们的方法的表现与基准算法的表演进行比较,我们使用可变重要性分析调查其行为。我们的结果表明了两种方法的兴趣,这导致预测的重大改善。
translated by 谷歌翻译
Wind power forecasting helps with the planning for the power systems by contributing to having a higher level of certainty in decision-making. Due to the randomness inherent to meteorological events (e.g., wind speeds), making highly accurate long-term predictions for wind power can be extremely difficult. One approach to remedy this challenge is to utilize weather information from multiple points across a geographical grid to obtain a holistic view of the wind patterns, along with temporal information from the previous power outputs of the wind farms. Our proposed CNN-RNN architecture combines convolutional neural networks (CNNs) and recurrent neural networks (RNNs) to extract spatial and temporal information from multi-dimensional input data to make day-ahead predictions. In this regard, our method incorporates an ultra-wide learning view, combining data from multiple numerical weather prediction models, wind farms, and geographical locations. Additionally, we experiment with global forecasting approaches to understand the impact of training the same model over the datasets obtained from multiple different wind farms, and we employ a method where spatial information extracted from convolutional layers is passed to a tree ensemble (e.g., Light Gradient Boosting Machine (LGBM)) instead of fully connected layers. The results show that our proposed CNN-RNN architecture outperforms other models such as LGBM, Extra Tree regressor and linear regression when trained globally, but fails to replicate such performance when trained individually on each farm. We also observe that passing the spatial information from CNN to LGBM improves its performance, providing further evidence of CNN's spatial feature extraction capabilities.
translated by 谷歌翻译
中期地平线(几个月到一年)功耗预测是能源部门的主要挑战,特别是当考虑概率预测时。我们提出了一种新的建模方法,该方法包含趋势,季节性和天气条件,作为具有自回归特征的浅神经网络中的解析变量。我们在将其应用于新英格兰的日常电力消耗的一年试验集上获得优异的效果预测。一方面已经验证了实现的电力消耗概率预测的质量,将结果与其他标准进行比较密度预测模型,另一方面,考虑在能量扇区中经常使用的措施,作为弹球损失和CI逆退。
translated by 谷歌翻译
Producing high-quality forecasts of key climate variables such as temperature and precipitation on subseasonal time scales has long been a gap in operational forecasting. Recent studies have shown promising results using machine learning (ML) models to advance subseasonal forecasting (SSF), but several open questions remain. First, several past approaches use the average of an ensemble of physics-based forecasts as an input feature of these models. However, ensemble forecasts contain information that can aid prediction beyond only the ensemble mean. Second, past methods have focused on average performance, whereas forecasts of extreme events are far more important for planning and mitigation purposes. Third, climate forecasts correspond to a spatially-varying collection of forecasts, and different methods account for spatial variability in the response differently. Trade-offs between different approaches may be mitigated with model stacking. This paper describes the application of a variety of ML methods used to predict monthly average precipitation and two meter temperature using physics-based predictions (ensemble forecasts) and observational data such as relative humidity, pressure at sea level, or geopotential height, two weeks in advance for the whole continental United States. Regression, quantile regression, and tercile classification tasks using linear models, random forests, convolutional neural networks, and stacked models are considered. The proposed models outperform common baselines such as historical averages (or quantiles) and ensemble averages (or quantiles). This paper further includes an investigation of feature importance, trade-offs between using the full ensemble or only the ensemble average, and different modes of accounting for spatial variability.
translated by 谷歌翻译
传染病仍然是全世界人类疾病和死亡的主要因素之一,其中许多疾病引起了流行的感染波。特定药物和预防疫苗防止大多数流行病的不可用,这使情况变得更糟。这些迫使公共卫生官员,卫生保健提供者和政策制定者依靠由流行病的可靠预测产生的预警系统。对流行病的准确预测可以帮助利益相关者调整对手的对策,例如疫苗接种运动,人员安排和资源分配,以减少手头的情况,这可以转化为减少疾病影响的影响。不幸的是,大多数过去的流行病(例如,登革热,疟疾,肝炎,流感和最新的Covid-19)表现出非线性和非平稳性特征,这是由于它们基于季节性依赖性变化以及这些流行病的性质的扩散波动而引起的。 。我们使用基于最大的重叠离散小波变换(MODWT)自动回归神经网络分析了各种流行时期时间序列数据集,并将其称为EWNET。 MODWT技术有效地表征了流行时间序列中的非平稳行为和季节性依赖性,并在拟议的集合小波网络框架中改善了自回旋神经网络的预测方案。从非线性时间序列的角度来看,我们探讨了所提出的EWNET模型的渐近平稳性,以显示相关的马尔可夫链的渐近行为。我们还理论上还研究了学习稳定性的效果以及在拟议的EWNET模型中选择隐藏的神经元的选择。从实际的角度来看,我们将我们提出的EWNET框架与以前用于流行病预测的几种统计,机器学习和深度学习模型进行了比较。
translated by 谷歌翻译
随着高级数字技术的蓬勃发展,用户以及能源分销商有可能获得有关家庭用电的详细信息。这些技术也可以用来预测家庭用电量(又称负载)。在本文中,我们研究了变分模式分解和深度学习技术的使用,以提高负载预测问题的准确性。尽管在文献中已经研究了这个问题,但选择适当的分解水平和提供更好预测性能的深度学习技术的关注较少。这项研究通过研究六个分解水平和五个不同的深度学习网络的影响来弥合这一差距。首先,使用变分模式分解将原始负载轮廓分解为固有模式函数,以减轻其非平稳方面。然后,白天,小时和过去的电力消耗数据作为三维输入序列馈送到四级小波分解网络模型。最后,将与不同固有模式函数相关的预测序列组合在一起以形成聚合预测序列。使用摩洛哥建筑物的电力消耗数据集(MORED)的五个摩洛哥家庭的负载曲线评估了该方法,并根据最新的时间序列模型和基线持久性模型进行了基准测试。
translated by 谷歌翻译
急诊部门(EDS)是葡萄牙国家卫生服务局的基本要素,可作为具有多样化和非常严重医疗问题的用户的切入点。由于ED的固有特征;预测使用服务的患者数量特别具有挑战性。富裕和医疗专业人员人数之间的不匹配可能会导致提供的服务质量下降,并造成对整个医院产生影响的问题,并从其他部门征用医疗保健工作者以及推迟手术。 。 ED人满为患的部分是由非紧急患者驱动的,尽管没有医疗紧急情况,但诉诸于紧急服务,几乎占每日患者总数的一半。本文描述了一种新颖的深度学习体系结构,即时间融合变压器,该结构使用日历和时间序列协变量来预测预测间隔和4周期间的点预测。我们得出的结论是,可以预测葡萄牙健康区域(HRA)(HRA)的平均绝对百分比误差(MAPE)和均方根误差(RMSE)为84.4102人/天的平均绝对百分比误差(MAPE)。本文显示了支持使用静态和时间序列协变量的多元方法的经验证据,同时超越了文献中常见的其他模型。
translated by 谷歌翻译
与单变量预测方法相比,在一组多个时间序列中培训的全球预测模型(GFM)在许多预测竞赛和现实世界应用方面表现出优越的结果。 ETS和Arima等统计预测模型的普及的一个方面是它们相对简单和可解释性(就相关的滞后,趋势,季节性等),而GFM通常缺乏可解释性,特别是对特定时间序列。这减少了基于预测的决策时对利益相关者的信任和信心,而不是能够理解预测。为了减轻这个问题,在这项工作中,我们提出了一种新颖的本地模型 - 不可知论解释方法来解释GFM的预测。我们培训更简单的单变量代理模型,这些模型被认为是通过自动启动或直截了当地作为时间序列的一步的全局黑匣子模型预测所获得的邻域内的邻域内的样本的可解释(例如,ETS)。需要解释哪些。之后,我们评估了对全球模型在定性和定量方面的预测的解释,例如准确性,保真度,稳定性和可理性,并且能够展示我们方法的好处。
translated by 谷歌翻译
我们向Facebook先知推出了一位继任者,为可解释,可扩展和用户友好的预测框架制定了一个行业标准。随着时间序列数据的扩散,可说明的预测仍然是企业和运营决策的具有挑战性的任务。需要混合解决方案来弥合可解释的古典方法与可扩展深层学习模型之间的差距。我们将先知视为这样一个解决方案的前兆。然而,先知缺乏本地背景,这对于预测近期未来至关重要,并且由于其斯坦坦后代而挑战。 NeultProphet是一种基于Pytorch的混合预测框架,并用标准的深度学习方法培训,开发人员可以轻松扩展框架。本地上下文使用自动回归和协变量模块引入,可以配置为经典线性回归或作为神经网络。否则,NeultProphet保留了先知的设计理念,提供了相同的基本模型组件。我们的结果表明,NeultProcrophet在一组生成的时间序列上产生了相当或优质的质量的可解释的预测组件。 NeultProphet在各种各样的现实数据集合中占先知。对于中期预测,NeultProclecrophet将预测精度提高55%至92%。
translated by 谷歌翻译
基于预测方法的深度学习已成为时间序列预测或预测的许多应用中的首选方法,通常通常优于其他方法。因此,在过去的几年中,这些方法现在在大规模的工业预测应用中无处不在,并且一直在预测竞赛(例如M4和M5)中排名最佳。这种实践上的成功进一步提高了学术兴趣,以理解和改善深厚的预测方法。在本文中,我们提供了该领域的介绍和概述:我们为深入预测的重要构建块提出了一定深度的深入预测;随后,我们使用这些构建块,调查了最近的深度预测文献的广度。
translated by 谷歌翻译
我们基准了一个简单学习模型的亚季节预测工具包,该工具包优于操作实践和最先进的机器学习和深度学习方法。这些模型,由Mouatadid等人引入。 (2022),包括(a)气候++,这是气候学的一种适应性替代品,对于降水而言,准确性9%,比美国运营气候预测系统(CFSV2)高9%,熟练250%; (b)CFSV2 ++,一种学习的CFSV2校正,可将温度和降水精度提高7-8%,技能提高50-275%; (c)持久性++是一种增强的持久性模型,将CFSV2预测与滞后测量相结合,以将温度和降水精度提高6-9%,技能提高40-130%。在整个美国,气候++,CFSV2 ++和持久性++工具包始终优于标准气象基准,最先进的机器和深度学习方法,以及欧洲中等范围的天气预报集合中心。
translated by 谷歌翻译