Forecasting Intraday Power Output by a Set of PV Systems using Recurrent Neural Networks and Physical Covariates
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Abstract (arXiv)
Accurate intraday forecasts of the power output by PhotoVoltaic (PV) systems are critical to improve the operation of energy distribution grids. We describe a neural autoregressive model that aims to perform such intraday forecasts. We build upon a physical, deterministic PV performance model, the output of which is used as covariates in the context of the neural model. In addition, our application data relates to a geographically distributed set of PV systems. We address all PV sites with a single neural model, which embeds the information about the PV site in specific covariates. We use a scale-free approach which relies on the explicit modeling of seasonal effects. Our proposal repurposes a model initially used in the retail sector and discloses a novel truncated Gaussian output distribution. An ablation study and a comparison to alternative architectures from the literature shows that the components in the best performing proposed model variant work synergistically to reach a skill score of 15.72% with respect to the physical model, used as a baseline.
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References · 9
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- 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,013
- 2021Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecastingcited by 337
- 2017A Multi-Horizon Quantile Recurrent Forecastercited by 211
- 2015MXNet: A Flexible and Efficient Machine Learning Library for Heterogeneous Distributed Systemscited by 195
- 2019High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processescited by 148
- 2020Deep Learning for Time Series Forecasting: Tutorial and Literature Surveycited by 117
- 2021Learning Quantile Functions without Quantile Crossing for Distribution-free Time Series Forecastingcited by 32
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