Despite the maturity of ensemble numerical weather prediction(NWP),the resulting forecasts are still,more often than not,under-dispersed.As such,forecast calibration tools have become popular.Among those tools,quantil...Despite the maturity of ensemble numerical weather prediction(NWP),the resulting forecasts are still,more often than not,under-dispersed.As such,forecast calibration tools have become popular.Among those tools,quantile regression(QR)is highly competitive in terms of both flexibility and predictive performance.Nevertheless,a long-standing problem of QR is quantile crossing,which greatly limits the interpretability of QR-calibrated forecasts.On this point,this study proposes a non-crossing quantile regression neural network(NCQRNN),for calibrating ensemble NWP forecasts into a set of reliable quantile forecasts without crossing.The overarching design principle of NCQRNN is to add on top of the conventional QRNN structure another hidden layer,which imposes a non-decreasing mapping between the combined output from nodes of the last hidden layer to the nodes of the output layer,through a triangular weight matrix with positive entries.The empirical part of the work considers a solar irradiance case study,in which four years of ensemble irradiance forecasts at seven locations,issued by the European Centre for Medium-Range Weather Forecasts,are calibrated via NCQRNN,as well as via an eclectic mix of benchmarking models,ranging from the naïve climatology to the state-of-the-art deep-learning and other non-crossing models.Formal and stringent forecast verification suggests that the forecasts post-processed via NCQRNN attain the maximum sharpness subject to calibration,amongst all competitors.Furthermore,the proposed conception to resolve quantile crossing is remarkably simple yet general,and thus has broad applicability as it can be integrated with many shallow-and deep-learning-based neural networks.展开更多
As the share of wind power in power systems continues to increase, the limited predictability of wind power generation brings serious potential risks to power system reliability. Previous research works have generally...As the share of wind power in power systems continues to increase, the limited predictability of wind power generation brings serious potential risks to power system reliability. Previous research works have generally described the uncertainty of wind power forecast errors(WPFEs) based on normal distribution or other standard distribution models, which only characterize the aleatory uncertainty. In fact, epistemic uncertainty in WPFE modeling due to limited data and knowledge should also be addressed. This paper proposes a multi-source information fusion method(MSIFM) to quantify WPFEs when considering both aleatory and epistemic uncertainties. An extended focal element(EFE) selection method based on the adequacy of historical data is developed to consider the characteristics of WPFEs. Two supplementary expert information sources are modeled to improve the accuracy in the case of insufficient historical data. An operation reliability evaluation technique is also developed considering the proposed WPFE model. Finally,a double-layer Monte Carlo simulation method is introduced to generate a time-series output of the wind power. The effectiveness and accuracy of the proposed MSIFM are demonstrated through simulation results.展开更多
1 Introduction The United States,Japan,Canada,the European Union,and other developed countries and regions have all formulated climate strategies and pledged to achieve net-zero CO_(2) emissions by 2050.China,meanwhil...1 Introduction The United States,Japan,Canada,the European Union,and other developed countries and regions have all formulated climate strategies and pledged to achieve net-zero CO_(2) emissions by 2050.China,meanwhile,has announced through the“carbon-peaking and carbon neutrality targets”in September 2020 that it aims to achieve“peak carbon use”by 2030 and“carbon neutrality”by 2060[1].According to statistical data from the International Energy Agency(IEA),Fig.1 illustrates the carbon intensity of electricity generation in various regions in the Announced Pledge Scenario(APS)from 2010 to 2040[2].One can easily observe that each region aims to accomplish a sharp decrease in the carbon intensity of electricity generation after 2020.展开更多
基金supported by the National Natural Science Foundation of China (Project No.42375192)the China Meteorological Administration Climate Change Special Program (CMA-CCSP+1 种基金Project No.QBZ202315)support by the Vector Stiftung through the Young Investigator Group"Artificial Intelligence for Probabilistic Weather Forecasting."
文摘Despite the maturity of ensemble numerical weather prediction(NWP),the resulting forecasts are still,more often than not,under-dispersed.As such,forecast calibration tools have become popular.Among those tools,quantile regression(QR)is highly competitive in terms of both flexibility and predictive performance.Nevertheless,a long-standing problem of QR is quantile crossing,which greatly limits the interpretability of QR-calibrated forecasts.On this point,this study proposes a non-crossing quantile regression neural network(NCQRNN),for calibrating ensemble NWP forecasts into a set of reliable quantile forecasts without crossing.The overarching design principle of NCQRNN is to add on top of the conventional QRNN structure another hidden layer,which imposes a non-decreasing mapping between the combined output from nodes of the last hidden layer to the nodes of the output layer,through a triangular weight matrix with positive entries.The empirical part of the work considers a solar irradiance case study,in which four years of ensemble irradiance forecasts at seven locations,issued by the European Centre for Medium-Range Weather Forecasts,are calibrated via NCQRNN,as well as via an eclectic mix of benchmarking models,ranging from the naïve climatology to the state-of-the-art deep-learning and other non-crossing models.Formal and stringent forecast verification suggests that the forecasts post-processed via NCQRNN attain the maximum sharpness subject to calibration,amongst all competitors.Furthermore,the proposed conception to resolve quantile crossing is remarkably simple yet general,and thus has broad applicability as it can be integrated with many shallow-and deep-learning-based neural networks.
基金supported by the Joint Research Fund in Smart Grid (No.U1966601) under cooperative agreement between the National Natural Science Foundation of China (NSFC) and State Grid Corporation of China。
文摘As the share of wind power in power systems continues to increase, the limited predictability of wind power generation brings serious potential risks to power system reliability. Previous research works have generally described the uncertainty of wind power forecast errors(WPFEs) based on normal distribution or other standard distribution models, which only characterize the aleatory uncertainty. In fact, epistemic uncertainty in WPFE modeling due to limited data and knowledge should also be addressed. This paper proposes a multi-source information fusion method(MSIFM) to quantify WPFEs when considering both aleatory and epistemic uncertainties. An extended focal element(EFE) selection method based on the adequacy of historical data is developed to consider the characteristics of WPFEs. Two supplementary expert information sources are modeled to improve the accuracy in the case of insufficient historical data. An operation reliability evaluation technique is also developed considering the proposed WPFE model. Finally,a double-layer Monte Carlo simulation method is introduced to generate a time-series output of the wind power. The effectiveness and accuracy of the proposed MSIFM are demonstrated through simulation results.
文摘1 Introduction The United States,Japan,Canada,the European Union,and other developed countries and regions have all formulated climate strategies and pledged to achieve net-zero CO_(2) emissions by 2050.China,meanwhile,has announced through the“carbon-peaking and carbon neutrality targets”in September 2020 that it aims to achieve“peak carbon use”by 2030 and“carbon neutrality”by 2060[1].According to statistical data from the International Energy Agency(IEA),Fig.1 illustrates the carbon intensity of electricity generation in various regions in the Announced Pledge Scenario(APS)from 2010 to 2040[2].One can easily observe that each region aims to accomplish a sharp decrease in the carbon intensity of electricity generation after 2020.