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Optimal Adaptive Prediction Intervals for Electricity Load Forecasting in Distribution Systems via Reinforcement Learning
May 18, 2022
Prediction intervals offer an effective tool for quantifying the uncertainty of loads in distribution systems. The traditional central PIs cannot adapt well to skewed distributions, and their offline training fashion is vulnerable to unforeseen changes in future load patterns. Therefore, we propose an optimal PI estimation approach, which is online and adaptive to different data distributions by adaptively determining symmetric or asymmetric probability proportion pairs for quantiles. It relies on the online learning ability of reinforcement learning to integrate the two online tasks, i.e., the adaptive selection of probability proportion pairs and quantile predictions, both of which are modeled by neural networks. As such, the quality of quantiles-formed PI can guide the selection process of optimal probability proportion pairs, which forms a closed loop to improve the quality of PIs. Furthermore, to improve the learning efficiency of quantile forecasts, a prioritized experience replay strategy is proposed for online quantile regression processes. Case studies on both load and net load demonstrate that the proposed method can better adapt to data distribution compared with online central PIs method. Compared with offline-trained methods, it obtains PIs with better quality and is more robust against concept drift.
A Random Matrix Theoretical Approach to Early Event Detection in Smart Grid
Sep 15, 2015
Power systems are developing very fast nowadays, both in size and in complexity; this situation is a challenge for Early Event Detection (EED). This paper proposes a data- driven unsupervised learning method to handle this challenge. Specifically, the random matrix theories (RMTs) are introduced as the statistical foundations for random matrix models (RMMs); based on the RMMs, linear eigenvalue statistics (LESs) are defined via the test functions as the system indicators. By comparing the values of the LES between the experimental and the theoretical ones, the anomaly detection is conducted. Furthermore, we develop 3D power-map to visualize the LES; it provides a robust auxiliary decision-making mechanism to the operators. In this sense, the proposed method conducts EED with a pure statistical procedure, requiring no knowledge of system topologies, unit operation/control models, etc. The LES, as a key ingredient during this procedure, is a high dimensional indictor derived directly from raw data. As an unsupervised learning indicator, the LES is much more sensitive than the low dimensional indictors obtained from supervised learning. With the statistical procedure, the proposed method is universal and fast; moreover, it is robust against traditional EED challenges (such as error accumulations, spurious correlations, and even bad data in core area). Case studies, with both simulated data and real ones, validate the proposed method. To manage large-scale distributed systems, data fusion is mentioned as another data processing ingredient.