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An ensemble approach to GEFCom2017 probabilistic load forecasting

机译:GEFCom2017概率负载预测的整体方法

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We present an ensembling approach to medium-term probabilistic load forecasting which ranked second out of 73 competitors in the defined data track of the GEFCom2017 qualifying match. In addition to being accurate, the ensemble method is highly scalable, due to the fact that it had to be applied to nine quantiles in ten zones and for six rounds. Candidate forecasts were generated using random settings for input data, covariates, and learning algorithms. The best candidate forecasts were averaged to create the final forecast, with the number of candidate forecasts being chosen based on their accuracy in similar validation periods. (C) 2019 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.
机译:我们为中期概率负荷预测提供了一种综合方法,该方法在GEFCom2017资格赛的定义数据跟踪中在73个竞争对手中排名第二。除了准确之外,由于必须将其应用于十个区域中的九个分位数和六轮运算,因此合奏方法具有高度可伸缩性。候选预测是使用输入数据,协变量和学习算法的随机设置生成的。将最佳候选预测值平均以创建最终预测,并根据其在相似验证期内的准确性来选择候选预测的数量。 (C)2019国际预报员学会。由Elsevier B.V.发布。保留所有权利。

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