Long-term multivariate time series forecasting is an important task in engineering applications. It helps grasp the future development trend of data in real-time, which is of great significance for a wide variety of f...Long-term multivariate time series forecasting is an important task in engineering applications. It helps grasp the future development trend of data in real-time, which is of great significance for a wide variety of fields. Due to the non-linear and unstable characteristics of multivariate time series, the existing methods encounter difficulties in analyzing complex high-dimensional data and capturing latent relationships between multivariates in time series, thus affecting the performance of long-term prediction. In this paper, we propose a novel time series forecasting model based on multilayer perceptron that combines spatio-temporal decomposition and doubly residual stacking, namely Spatio-Temporal Decomposition Neural Network (STDNet). We decompose the originally complex and unstable time series into two parts, temporal term and spatial term. We design temporal module based on auto-correlation mechanism to discover temporal dependencies at the sub-series level, and spatial module based on convolutional neural network and self-attention mechanism to integrate multivariate information from two dimensions, global and local, respectively. Then we integrate the results obtained from the different modules to get the final forecast. Extensive experiments on four real-world datasets show that STDNet significantly outperforms other state-of-the-art methods, which provides an effective solution for long-term time series forecasting.展开更多
In recent years, Rwanda’s rapid economic development has created the “Rwanda Africa Wonder”, but it has also led to a substantial increase in energy consumption with the ambitious goal of reaching universal access ...In recent years, Rwanda’s rapid economic development has created the “Rwanda Africa Wonder”, but it has also led to a substantial increase in energy consumption with the ambitious goal of reaching universal access by 2024. Meanwhile, on the basis of the rapid and dynamic connection of new households, there is uncertainty about generating, importing, and exporting energy whichever imposes a significant barrier. Long-Term Load Forecasting (LTLF) will be a key to the country’s utility plan to examine the dynamic electrical load demand growth patterns and facilitate long-term planning for better and more accurate power system master plan expansion. However, a Support Vector Machine (SVM) for long-term electric load forecasting is presented in this paper for accurate load mix planning. Considering that an individual forecasting model usually cannot work properly for LTLF, a hybrid Q-SVM will be introduced to improve forecasting accuracy. Finally, effectively assess model performance and efficiency, error metrics, and model benchmark parameters there assessed. The case study demonstrates that the new strategy is quite useful to improve LTLF accuracy. The historical electric load data of Rwanda Energy Group (REG), a national utility company from 1998 to 2020 was used to test the forecast model. The simulation results demonstrate the proposed algorithm enhanced better forecasting accuracy.展开更多
Multivariate Time Series(MTS)forecasting is an essential problem in many fields.Accurate forecasting results can effectively help in making decisions.To date,many MTS forecasting methods have been proposed and widely ...Multivariate Time Series(MTS)forecasting is an essential problem in many fields.Accurate forecasting results can effectively help in making decisions.To date,many MTS forecasting methods have been proposed and widely applied.However,these methods assume that the predicted value of a single variable is affected by all other variables,ignoring the causal relationship among variables.To address the above issue,we propose a novel end-to-end deep learning model,termed graph neural network with neural Granger causality,namely CauGNN,in this paper.To characterize the causal information among variables,we introduce the neural Granger causality graph in our model.Each variable is regarded as a graph node,and each edge represents the casual relationship between variables.In addition,convolutional neural network filters with different perception scales are used for time series feature extraction,to generate the feature of each node.Finally,the graph neural network is adopted to tackle the forecasting problem of the graph structure generated by the MTS.Three benchmark datasets from the real world are used to evaluate the proposed CauGNN,and comprehensive experiments show that the proposed method achieves state-of-the-art results in the MTS forecasting task.展开更多
Medium-term forecasting is an important category of electric load forecasting that covers a time span of up to one year ahead. It suits outage and maintenance planning, as well as load switching operation. We propose ...Medium-term forecasting is an important category of electric load forecasting that covers a time span of up to one year ahead. It suits outage and maintenance planning, as well as load switching operation. We propose a new methodol-ogy that uses hourly daily loads to predict the next year hourly loads, and hence predict the peak loads expected to be reached in the next coming year. The technique is based on implementing multivariable regression on previous year's hourly loads. Three regression models are investigated in this research: the linear, the polynomial, and the exponential power. The proposed models are applied to real loads of the Jordanian power system. Results obtained using the pro-posed methods showed that their performance is close and they outperform results obtained using the widely used ex-ponential regression technique. Moreover, peak load prediction has about 90% accuracy using the proposed method-ology. The methods are generic and simple and can be implemented to hourly loads of any power system. No extra in-formation other than the hourly loads is required.展开更多
This paper systematically develops a high-fidelity turbulent combustion surrogate model using deep learning.We construct a surrogate model to simulate the turbulent combustion process in real time,based on a state-oft...This paper systematically develops a high-fidelity turbulent combustion surrogate model using deep learning.We construct a surrogate model to simulate the turbulent combustion process in real time,based on a state-ofthe-art spatiotemporal forecasting neural network.To address the issue of shifted distribution in autoregressive long-term prediction,two training techniques are proposed:unrolled training and injecting noise training.These techniques significantly improve the stability and robustness of the model.Two datasets of turbulent combustion in a combustor with cavity and a vitiated co-flow burner(Cabra burner)have been generated for model validation.The effects of model architecture,unrolled time,noise amplitude,and training dataset size on the long-term predictive performance are explored.The well-trained model can be applicable to new cases by extrapolation and give spatially and temporally consistent results in long-term predictions for turbulent reacting flows that are highly unsteady.展开更多
Water is a vital resource.It supports a multitude of industries,civilizations,and agriculture.However,climatic conditions impact water availability,particularly in desert areas where the temperature is high,and rain i...Water is a vital resource.It supports a multitude of industries,civilizations,and agriculture.However,climatic conditions impact water availability,particularly in desert areas where the temperature is high,and rain is scarce.Therefore,it is crucial to forecast water demand to provide it to sectors either on regular or emergency days.The study aims to develop an accurate model to forecast daily water demand under the impact of climatic conditions.This forecasting is known as a multivariate time series because it uses both the historical data of water demand and climatic conditions to forecast the future.Focusing on the collected data of Jeddah city,Saudi Arabia in the period between 2004 and 2018,we develop a hybrid approach that uses Artificial Neural Networks(ANN)for forecasting and Particle Swarm Optimization algorithm(PSO)for tuning ANNs’hyperparameters.Based on the Root Mean Square Error(RMSE)metric,results show that the(PSO-ANN)is an accurate model for multivariate time series forecasting.Also,the first day is the most difficult day for prediction(highest error rate),while the second day is the easiest to predict(lowest error rate).Finally,correlation analysis shows that the dew point is the most climatic factor affecting water demand.展开更多
Periodicity is common in natural processes, however, extraction tools are typically difficult and cumbersome to use. Here we report a computational method developed in MATLAB through a function called Periods with the...Periodicity is common in natural processes, however, extraction tools are typically difficult and cumbersome to use. Here we report a computational method developed in MATLAB through a function called Periods with the aim to find the main harmonic components of time series data. This function is designed to obtain the period, amplitude and lag phase of the main harmonic components in a time series (Periods and lag phase components can be related to climate, social or economic events). It is based on methods of periodic regression with cyclic descent and includes statistical significance testing. The proposed method is very easy to use. Furthermore, it does not require full understanding of time series theory, nor require many inputs from the user. However, it is sufficiently flexible to undertake more complex tasks such as forecasting. Additionally, based on previous knowledge, specific periods can be included or excluded easily. The output results are organized into two groups. One contains the parameters of the adjusted model and their F statistics. The other consists of the harmonic parameters that best fit the original series according to their importance and the summarized statistics of the comparisons between successive models in the cyclic descent process. Periods is tested with both, simulated and actual sunspot and Multivariate ENSO Index data to show its performance and accuracy.展开更多
Long-term prediction is still a difficult problem in data mining.People usually use various kinds of methods of Recurrent Neural Network to predict.However,with the increase of the prediction step,the accuracy of pred...Long-term prediction is still a difficult problem in data mining.People usually use various kinds of methods of Recurrent Neural Network to predict.However,with the increase of the prediction step,the accuracy of prediction decreases rapidly.In order to improve the accuracy of long-term prediction,we propose a framework Variational Auto-Encoder Conditional Generative Adversarial Network(VAECGAN).Our model is divided into three parts.The first part is the encoder net,which can encode the exogenous sequence into latent space vectors and fully save the information carried by the exogenous sequence.The second part is the generator net which is responsible for generating prediction data.In the third part,the discriminator net is used to classify and feedback,adjust data generation and improve prediction accuracy.Finally,extensive empirical studies tested with five real-world datasets(NASDAQ,SML,Energy,EEG,KDDCUP)demonstrate the effectiveness and robustness of our proposed approach.展开更多
针对现有多维时间序列数据(multivariate time series,MTS)预测中变量间依赖关系捕获能力不足和时间序列数据多通道信息利用不充分的问题,提出一种融合双注意力机制的多维时间序列预测模型(feature fusion and dual attention mechanism...针对现有多维时间序列数据(multivariate time series,MTS)预测中变量间依赖关系捕获能力不足和时间序列数据多通道信息利用不充分的问题,提出一种融合双注意力机制的多维时间序列预测模型(feature fusion and dual attention mechanism based GNN,FFDA-GNN)。该模型将图神经网络与空间注意力机制融合,用于增强多变量之间依赖关系捕获能力;利用并行的多层膨胀卷积和通道注意力机制,对时间序列数据进行多通道的特征提取,实现对时间序列数据多通道信息的充分利用,从而提升预测性能。在经济、电力、交通3个领域数据集上与基准模型进行对比实验,该模型预测精度优于其他基准方法,有良好的可行性。展开更多
对于用能数据不足的综合能源系统,借助相似系统的丰富数据可以为其建立高精度的多元负荷预测模型,然而,受数据安全等因素的限制,很多系统并不愿意共享自身数据。联邦学习为处理隐私保护下的少数据综合能源多元负荷预测问题提供了一个重...对于用能数据不足的综合能源系统,借助相似系统的丰富数据可以为其建立高精度的多元负荷预测模型,然而,受数据安全等因素的限制,很多系统并不愿意共享自身数据。联邦学习为处理隐私保护下的少数据综合能源多元负荷预测问题提供了一个重要的思路,但是现有方法依然存在相似参与方识别精度不高等不足。鉴于此,本文提出一种融合联邦学习和长短期记忆网络(long short-term memory,LSTM)的少数据综合能源多元负荷预测方法(multitask learning based on shared dot product confidentiality under federated learning,MT-SDPFL)。首先,给出一种基于共享向量点积保密协议的相似参与方识别方法,用来从诸多可用的综合能源系统中选出最为相似的参与方;接着,使用参数共享联邦学习算法对选中的各参与方联合训练,结合LSTM和finetune技术建立每个参与方的多元负荷预测模型。将所提方法应用于多个实际能源系统,实验结果表明,该方法可以在数据稀疏的情况下取得高精度的多源负荷预测结果。展开更多
基金supported by the National Key Research and Development Program of China (No. 2021YFB3300503)Regional Innovation and Development Joint Fund of National Natural Science Foundation of China (No. U22A20167)National Natural Science Foundation of China (No. 61872260).
文摘Long-term multivariate time series forecasting is an important task in engineering applications. It helps grasp the future development trend of data in real-time, which is of great significance for a wide variety of fields. Due to the non-linear and unstable characteristics of multivariate time series, the existing methods encounter difficulties in analyzing complex high-dimensional data and capturing latent relationships between multivariates in time series, thus affecting the performance of long-term prediction. In this paper, we propose a novel time series forecasting model based on multilayer perceptron that combines spatio-temporal decomposition and doubly residual stacking, namely Spatio-Temporal Decomposition Neural Network (STDNet). We decompose the originally complex and unstable time series into two parts, temporal term and spatial term. We design temporal module based on auto-correlation mechanism to discover temporal dependencies at the sub-series level, and spatial module based on convolutional neural network and self-attention mechanism to integrate multivariate information from two dimensions, global and local, respectively. Then we integrate the results obtained from the different modules to get the final forecast. Extensive experiments on four real-world datasets show that STDNet significantly outperforms other state-of-the-art methods, which provides an effective solution for long-term time series forecasting.
文摘In recent years, Rwanda’s rapid economic development has created the “Rwanda Africa Wonder”, but it has also led to a substantial increase in energy consumption with the ambitious goal of reaching universal access by 2024. Meanwhile, on the basis of the rapid and dynamic connection of new households, there is uncertainty about generating, importing, and exporting energy whichever imposes a significant barrier. Long-Term Load Forecasting (LTLF) will be a key to the country’s utility plan to examine the dynamic electrical load demand growth patterns and facilitate long-term planning for better and more accurate power system master plan expansion. However, a Support Vector Machine (SVM) for long-term electric load forecasting is presented in this paper for accurate load mix planning. Considering that an individual forecasting model usually cannot work properly for LTLF, a hybrid Q-SVM will be introduced to improve forecasting accuracy. Finally, effectively assess model performance and efficiency, error metrics, and model benchmark parameters there assessed. The case study demonstrates that the new strategy is quite useful to improve LTLF accuracy. The historical electric load data of Rwanda Energy Group (REG), a national utility company from 1998 to 2020 was used to test the forecast model. The simulation results demonstrate the proposed algorithm enhanced better forecasting accuracy.
基金supported in part by the National Natural Science Foundation of China (No.62002035)the Natural Science Foundation of Chongqing (No.cstc2020jcyj-bshX0034).
文摘Multivariate Time Series(MTS)forecasting is an essential problem in many fields.Accurate forecasting results can effectively help in making decisions.To date,many MTS forecasting methods have been proposed and widely applied.However,these methods assume that the predicted value of a single variable is affected by all other variables,ignoring the causal relationship among variables.To address the above issue,we propose a novel end-to-end deep learning model,termed graph neural network with neural Granger causality,namely CauGNN,in this paper.To characterize the causal information among variables,we introduce the neural Granger causality graph in our model.Each variable is regarded as a graph node,and each edge represents the casual relationship between variables.In addition,convolutional neural network filters with different perception scales are used for time series feature extraction,to generate the feature of each node.Finally,the graph neural network is adopted to tackle the forecasting problem of the graph structure generated by the MTS.Three benchmark datasets from the real world are used to evaluate the proposed CauGNN,and comprehensive experiments show that the proposed method achieves state-of-the-art results in the MTS forecasting task.
文摘Medium-term forecasting is an important category of electric load forecasting that covers a time span of up to one year ahead. It suits outage and maintenance planning, as well as load switching operation. We propose a new methodol-ogy that uses hourly daily loads to predict the next year hourly loads, and hence predict the peak loads expected to be reached in the next coming year. The technique is based on implementing multivariable regression on previous year's hourly loads. Three regression models are investigated in this research: the linear, the polynomial, and the exponential power. The proposed models are applied to real loads of the Jordanian power system. Results obtained using the pro-posed methods showed that their performance is close and they outperform results obtained using the widely used ex-ponential regression technique. Moreover, peak load prediction has about 90% accuracy using the proposed method-ology. The methods are generic and simple and can be implemented to hourly loads of any power system. No extra in-formation other than the hourly loads is required.
基金support from the National Natural Science Foundation of China(Grant No.52250710681 and 52022091)Support from the UK Engineering and Physical Sciences Research Council under the project“UK Consortium on Mesoscale Engineering Sciences(UKCOMES)”(Grant No.EP/X035875/1)is also acknowledged.
文摘This paper systematically develops a high-fidelity turbulent combustion surrogate model using deep learning.We construct a surrogate model to simulate the turbulent combustion process in real time,based on a state-ofthe-art spatiotemporal forecasting neural network.To address the issue of shifted distribution in autoregressive long-term prediction,two training techniques are proposed:unrolled training and injecting noise training.These techniques significantly improve the stability and robustness of the model.Two datasets of turbulent combustion in a combustor with cavity and a vitiated co-flow burner(Cabra burner)have been generated for model validation.The effects of model architecture,unrolled time,noise amplitude,and training dataset size on the long-term predictive performance are explored.The well-trained model can be applicable to new cases by extrapolation and give spatially and temporally consistent results in long-term predictions for turbulent reacting flows that are highly unsteady.
文摘Water is a vital resource.It supports a multitude of industries,civilizations,and agriculture.However,climatic conditions impact water availability,particularly in desert areas where the temperature is high,and rain is scarce.Therefore,it is crucial to forecast water demand to provide it to sectors either on regular or emergency days.The study aims to develop an accurate model to forecast daily water demand under the impact of climatic conditions.This forecasting is known as a multivariate time series because it uses both the historical data of water demand and climatic conditions to forecast the future.Focusing on the collected data of Jeddah city,Saudi Arabia in the period between 2004 and 2018,we develop a hybrid approach that uses Artificial Neural Networks(ANN)for forecasting and Particle Swarm Optimization algorithm(PSO)for tuning ANNs’hyperparameters.Based on the Root Mean Square Error(RMSE)metric,results show that the(PSO-ANN)is an accurate model for multivariate time series forecasting.Also,the first day is the most difficult day for prediction(highest error rate),while the second day is the easiest to predict(lowest error rate).Finally,correlation analysis shows that the dew point is the most climatic factor affecting water demand.
文摘Periodicity is common in natural processes, however, extraction tools are typically difficult and cumbersome to use. Here we report a computational method developed in MATLAB through a function called Periods with the aim to find the main harmonic components of time series data. This function is designed to obtain the period, amplitude and lag phase of the main harmonic components in a time series (Periods and lag phase components can be related to climate, social or economic events). It is based on methods of periodic regression with cyclic descent and includes statistical significance testing. The proposed method is very easy to use. Furthermore, it does not require full understanding of time series theory, nor require many inputs from the user. However, it is sufficiently flexible to undertake more complex tasks such as forecasting. Additionally, based on previous knowledge, specific periods can be included or excluded easily. The output results are organized into two groups. One contains the parameters of the adjusted model and their F statistics. The other consists of the harmonic parameters that best fit the original series according to their importance and the summarized statistics of the comparisons between successive models in the cyclic descent process. Periods is tested with both, simulated and actual sunspot and Multivariate ENSO Index data to show its performance and accuracy.
基金the Youth Talent Star of Institute of Information Engineering,Chinese Academy of Sciences(Y7Z0091105)This work was supported in part by National Natural Science Foundation of China under Grant 61771469.
文摘Long-term prediction is still a difficult problem in data mining.People usually use various kinds of methods of Recurrent Neural Network to predict.However,with the increase of the prediction step,the accuracy of prediction decreases rapidly.In order to improve the accuracy of long-term prediction,we propose a framework Variational Auto-Encoder Conditional Generative Adversarial Network(VAECGAN).Our model is divided into three parts.The first part is the encoder net,which can encode the exogenous sequence into latent space vectors and fully save the information carried by the exogenous sequence.The second part is the generator net which is responsible for generating prediction data.In the third part,the discriminator net is used to classify and feedback,adjust data generation and improve prediction accuracy.Finally,extensive empirical studies tested with five real-world datasets(NASDAQ,SML,Energy,EEG,KDDCUP)demonstrate the effectiveness and robustness of our proposed approach.
文摘针对现有多维时间序列数据(multivariate time series,MTS)预测中变量间依赖关系捕获能力不足和时间序列数据多通道信息利用不充分的问题,提出一种融合双注意力机制的多维时间序列预测模型(feature fusion and dual attention mechanism based GNN,FFDA-GNN)。该模型将图神经网络与空间注意力机制融合,用于增强多变量之间依赖关系捕获能力;利用并行的多层膨胀卷积和通道注意力机制,对时间序列数据进行多通道的特征提取,实现对时间序列数据多通道信息的充分利用,从而提升预测性能。在经济、电力、交通3个领域数据集上与基准模型进行对比实验,该模型预测精度优于其他基准方法,有良好的可行性。
文摘对于用能数据不足的综合能源系统,借助相似系统的丰富数据可以为其建立高精度的多元负荷预测模型,然而,受数据安全等因素的限制,很多系统并不愿意共享自身数据。联邦学习为处理隐私保护下的少数据综合能源多元负荷预测问题提供了一个重要的思路,但是现有方法依然存在相似参与方识别精度不高等不足。鉴于此,本文提出一种融合联邦学习和长短期记忆网络(long short-term memory,LSTM)的少数据综合能源多元负荷预测方法(multitask learning based on shared dot product confidentiality under federated learning,MT-SDPFL)。首先,给出一种基于共享向量点积保密协议的相似参与方识别方法,用来从诸多可用的综合能源系统中选出最为相似的参与方;接着,使用参数共享联邦学习算法对选中的各参与方联合训练,结合LSTM和finetune技术建立每个参与方的多元负荷预测模型。将所提方法应用于多个实际能源系统,实验结果表明,该方法可以在数据稀疏的情况下取得高精度的多源负荷预测结果。