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Quantile regression for the qualifying match of GEFCom2017 probabilistic load forecasting

机译:GEFCom2017概率负荷预测资格赛的分位数回归

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摘要

We present a simple quantile regression-based forecasting method that was applied in the probabilistic load forecasting framework of the Global Energy Forecasting Competition 2017 (GEFCom2017). The hourly load data are log transformed and split into a long-term trend component and a remainder term. The key forecasting element is the quantile regression approach for the remainder term, which takes into account both weekly and annual seasonalities, such as their interactions. Temperature information is used only for stabilizing the forecast of the long-term trend component. Information on public holidays is ignored. However, the forecasting method still placed second in the open data track and fourth in the definite data track, which is remarkable given the simplicity of the model. The method also outperforms the Vanilla benchmark consistently. (C) 2018 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.
机译:我们提出了一种基于分位数回归的简单预测方法,该方法已应用于2017年全球能源预测竞赛(GEFCom2017)的概率负荷预测框架中。将每小时负荷数据进行对数转换并将其分为长期趋势分量和余项。关键的预测要素是剩余期限的分位数回归方法,该方法考虑了每周和每年的季节性(例如它们之间的相互作用)。温度信息仅用于稳定长期趋势成分的预测。公共假期的信息将被忽略。但是,预测方法仍然在开放数据轨道中排在第二位,在确定数据轨道中排在第四位,考虑到模型的简单性,这是非常明显的。该方法还始终优于Vanilla基准。 (C)2018国际预报员学会。由Elsevier B.V.发布。保留所有权利。

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