CN110570030A - Method and system for wind power cluster power interval prediction based on deep learning - Google Patents
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Abstract
本公开提供了一种基于深度学习的风电集群功率区间预测的方法及系统,获取各个风电场站的数值天气预报和历史风电功率作为原始输入数据,通过计算解释变量的互信息来提取区域内解释变量与目标变量之间的互信息来提取关联信息,选择符合相关度的解释变量,利用主成分分析方法进行数据重构和降维,构建区间约束条件,使用深度学习构建预测模型,将重构和降维的数据输入模型进行训练,结合粒子群优化方法进行模型优化,确定最终的预测模型,利用最终的预测模型进行功率区间预测,具有较高的准确性。
This disclosure provides a method and system for predicting the power range of wind power clusters based on deep learning. The numerical weather forecast and historical wind power of each wind farm station are obtained as the original input data, and the interpretation in the region is extracted by calculating the mutual information of explanatory variables. The mutual information between the variable and the target variable is used to extract the correlation information, the explanatory variables that meet the correlation degree are selected, the principal component analysis method is used for data reconstruction and dimensionality reduction, the interval constraints are constructed, and the deep learning is used to construct the prediction model. And dimensionality reduction data input model for training, combined with particle swarm optimization method for model optimization, to determine the final prediction model, using the final prediction model for power interval prediction, with high accuracy.
Description
技术领域technical field
本公开属于风电功率预测领域,具体涉及一种基于深度学习的风电集群功率区间预测的方法及系统。The disclosure belongs to the field of wind power forecasting, and in particular relates to a method and system for forecasting a power interval of a wind power cluster based on deep learning.
背景技术Background technique
本部分的陈述仅仅是提供了与本公开相关的背景技术信息,不必然构成在先技术。The statements in this section merely provide background information related to the present disclosure and do not necessarily constitute prior art.
化石燃料大量燃烧导致的环境问题以及能源枯竭等问题越来越受到全球的广泛关注,大力发展可再生清洁能源成为各国的共识。然而,不用于传统能源可控性强的特点,风电具有间歇性和随机性,因此,高比例的风电接入电网对电力系统的经济安全稳定运行带来了严峻的挑战。准确可靠的风电预测结果是解决这一问题的重要手段之一。The environmental problems caused by the massive combustion of fossil fuels and energy depletion have attracted more and more global attention, and it has become the consensus of all countries to vigorously develop renewable and clean energy. However, unlike the strong controllability of traditional energy sources, wind power is intermittent and random. Therefore, a high proportion of wind power connected to the grid poses severe challenges to the economical, safe and stable operation of the power system. Accurate and reliable wind power forecasting results are one of the important means to solve this problem.
风电集群主要是指区域内多个风电场站的集合。近年来,绝大部分研究主要集中于对单一风电场站出力的预测,对风电集群功率的预测相对较少。实际上,对风电功率预测的研究已经持续多年,根据结果的表达形式,其主要可分为单值预测和概率预测。一些单值预测方法被应用于风电预测领域。尽管其中的一些方法可以得到较为精确的预测结果,但是单值预测却存在一个不可忽视的问题,即:由于数据缺失和风电本身波动特点,单值预测必然引入预测误差,确定的预测结果无法提供关于风电功率的不确定性信息。使得利用风电预测结果在基于随机优化或风险评估的决策过程中的使用具有一定的局限性。A wind power cluster mainly refers to the collection of multiple wind farms in a region. In recent years, most of the research has focused on the prediction of the output of a single wind farm station, and there are relatively few predictions of the power of wind power clusters. In fact, the research on wind power prediction has been going on for many years. According to the expression form of the results, it can be divided into single value prediction and probability prediction. Some single-valued forecasting methods have been applied in the field of wind power forecasting. Although some of these methods can obtain more accurate prediction results, there is a problem that cannot be ignored in single-value prediction, namely: due to the lack of data and the fluctuation characteristics of wind power itself, single-value prediction will inevitably introduce prediction errors, and the definite prediction results cannot be provided. Uncertainty information about wind power. This makes the use of wind power prediction results in the decision-making process based on stochastic optimization or risk assessment has certain limitations.
为了描述风电的随机性和可变性,在过去时间中,风电概率预测技术得到了快速发展,各国学者提出了许多概率预测方法,例如分位点回归、条件核密度估计、区间预测以及稀疏贝叶斯学习方法等。与确定性方法相比,概率预测能够提供更多关于风电不确定性信息用于满足不同决策目标的需要。到目前为止,风电概率预测技术已经应用于制定发电计划、备用配置、最优机组组合和电力市场等方面并且取得了较好的效果。然而,据发明人了解,目前大多数概率预测研究仅仅关注于单一风电场站,并且仅利用数值天气预报(NWP)和当地风电场的历史数据来预测风电功率,事实上,一个区域多个风电场站之间必然存在一定的关联性,有效地利用关联性可以显著地提高风电集群功率概率预测结果。In order to describe the randomness and variability of wind power, wind power probability prediction technology has developed rapidly in the past, and scholars from various countries have proposed many probability prediction methods, such as quantile point regression, conditional kernel density estimation, interval prediction and sparse Bayesian Sri Lankan learning methods, etc. Compared with deterministic methods, probabilistic forecasting can provide more information about wind power uncertainty to meet the needs of different decision-making objectives. So far, wind power probabilistic forecasting technology has been applied to formulate power generation plan, backup configuration, optimal unit combination and power market, etc. and achieved good results. However, as far as the inventors know, most current probabilistic forecasting studies only focus on a single wind farm station, and only use numerical weather prediction (NWP) and historical data of local wind farms to predict wind power. There must be a certain correlation between the stations, and the effective use of the correlation can significantly improve the power probability prediction results of the wind power cluster.
发明内容Contents of the invention
本公开为了解决上述问题,提出了一种基于深度学习的风电集群功率区间预测的方法及系统,本公开直接利用各场站原始数据进行风电集群功率的预测,在初始数据的基础上通过计算区域内解释变量与目标变量之间的互信息来提取关联信息,选择高度相关的解释变量,然后用主成分分析方法进行数据重构和降维,提高概率预测效率。最后构建区间约束条件,使用深度学习构建预测模型,并用粒子群优化方法进行模型优化,具有一定的先进性、准确性和有效性。In order to solve the above problems, this disclosure proposes a method and system for predicting the power range of wind power clusters based on deep learning. This disclosure directly uses the original data of each station to predict the power of wind power clusters, and calculates the area The mutual information between the internal explanatory variable and the target variable is used to extract the relevant information, and the highly correlated explanatory variables are selected, and then the principal component analysis method is used for data reconstruction and dimensionality reduction to improve the efficiency of probability prediction. Finally, the interval constraints are constructed, the prediction model is constructed using deep learning, and the model is optimized with the particle swarm optimization method, which has a certain degree of advancement, accuracy and effectiveness.
根据一些实施例,本公开采用如下技术方案:According to some embodiments, the present disclosure adopts the following technical solutions:
一种基于深度学习的风电集群功率区间预测的方法,包括以下步骤:A method for predicting the power range of wind power clusters based on deep learning, comprising the following steps:
获取各个风电场站的数值天气预报和历史风电功率作为原始输入数据,通过计算解释变量的互信息来提取区域内解释变量与目标变量之间的互信息来提取关联信息,选择符合相关度的解释变量,利用主成分分析方法进行数据重构和降维,构建区间约束条件,使用深度学习构建预测模型,将重构和降维的数据输入模型进行训练,结合粒子群优化方法进行模型优化,确定最终的预测模型,利用最终的预测模型进行功率区间预测。Obtain the numerical weather forecast and historical wind power of each wind farm station as the original input data, and extract the mutual information between the explanatory variables and the target variables in the region by calculating the mutual information of the explanatory variables to extract the correlation information, and select the interpretation that meets the correlation degree Variables, use the principal component analysis method for data reconstruction and dimensionality reduction, construct interval constraints, use deep learning to build a prediction model, input the reconstructed and dimensionality reduction data into the model for training, combine the particle swarm optimization method for model optimization, and determine The final prediction model, using the final prediction model for power interval prediction.
基于得到的区间预测结果,可以进行风电集群内备用机组的配置,具体包括容量配置和位置配置。Based on the obtained interval prediction results, the configuration of the backup units in the wind power cluster can be carried out, including capacity configuration and location configuration.
也可以进行最优机组组合的确定,用于设计风电集群,或风电集群的建设,保证用电的有序性和安全性以及高效性。It is also possible to determine the optimal unit combination for the design of wind power clusters or the construction of wind power clusters to ensure the orderliness, safety and efficiency of power consumption.
作为可选择的实施方式,将风电集群总功率作为目标变量,将集群内各个风电场站的NWP数据和历史量测数据作为解释变量,计算解释变量与目标变量之间的互信息,用大数定律从样本中计算互信息,通过计算解释变量与目标变量之间的互信息,选择一组与目标变量最相关的解释变量。As an optional implementation, the total power of the wind power cluster is used as the target variable, and the NWP data and historical measurement data of each wind farm station in the cluster are used as explanatory variables to calculate the mutual information between the explanatory variables and the target variable. The law calculates the mutual information from the samples, and by calculating the mutual information between the explanatory variables and the target variable, selects a set of explanatory variables that are most correlated with the target variable.
作为可选择的实施方式,对数据进行统一归一化处理,使得数据介于[0,1]之间,解释变量的选取计算互信息,通过互信息的大小选择历史风功率、辐照度、温度和湿度变量作为解释变量。As an optional implementation, the data is uniformly normalized so that the data is between [0,1], the selection of explanatory variables is calculated to calculate the mutual information, and the historical wind power, irradiance, Temperature and humidity variables were used as explanatory variables.
作为可选择的实施方式,风电集群中涵盖多个场站,利用主成分分析对解释变量进行降维,同时提取解释变量的关键特征,使得深度学习的输入数据相互独立。As an optional implementation, the wind power cluster covers multiple stations, and principal component analysis is used to reduce the dimensionality of explanatory variables, and at the same time extract key features of explanatory variables, so that the input data of deep learning are independent of each other.
作为可选择的实施方式,利用深度学习构建预测模型,将区间预测转换成多目标优化问题,利用深度学习进行优化,寻求最优权重。As an optional implementation, deep learning is used to build a prediction model, the interval prediction is converted into a multi-objective optimization problem, and deep learning is used for optimization to seek the optimal weight.
作为可选择的实施方式,多目标优化的目标为在给定的预测区间覆盖率下,预测区间的宽度值最小。As an optional implementation, the goal of the multi-objective optimization is to minimize the width of the prediction interval under a given prediction interval coverage.
作为可选择的实施方式,根据适应度函数计算各粒子的适应度值,对每个粒子,将它的适应度值与它的历史记录最优的适应度值比较,若更好,则将其作为历史最优,将它的适应度值和群体所经历的最好位置的适应度值比较,如果更好,则将其作为群最优。As an optional implementation, the fitness value of each particle is calculated according to the fitness function, and for each particle, its fitness value is compared with the optimal fitness value of its history record, and if it is better, its As the historical optimal, compare its fitness value with the fitness value of the best position experienced by the group, and if it is better, it will be regarded as the group optimal.
一种基于深度学习的风电集群功率区间预测的系统,包括:A system for forecasting power intervals of wind power clusters based on deep learning, including:
数据处理模块,获取各个风电场站的数值天气预报和历史风电功率作为原始输入数据,通过计算解释变量的互信息来提取区域内解释变量与目标变量之间的互信息来提取关联信息;The data processing module obtains the numerical weather forecast and historical wind power of each wind farm station as the original input data, and extracts the mutual information between the explanatory variables and the target variables in the region by calculating the mutual information of the explanatory variables to extract the associated information;
降维模块,被配置为选择符合相关度的解释变量,利用主成分分析方法进行数据重构和降维;The dimensionality reduction module is configured to select explanatory variables that meet the correlation degree, and use the principal component analysis method to perform data reconstruction and dimensionality reduction;
模型构建模块,被配置为构建区间约束条件,使用深度学习构建预测模型,将重构和降维的数据输入模型进行训练,结合粒子群优化方法进行模型优化,确定最终的预测模型,利用最终的预测模型进行功率区间预测。The model building module is configured to build interval constraints, use deep learning to build a prediction model, input the reconstructed and dimensionally reduced data into the model for training, combine the particle swarm optimization method to optimize the model, determine the final prediction model, and use the final The prediction model performs power interval prediction.
一种计算机可读存储介质,其中存储有多条指令,所述指令适于由终端设备的处理器加载并执行所述的一种基于深度学习的风电集群功率区间预测的方法。A computer-readable storage medium, in which a plurality of instructions are stored, and the instructions are suitable for being loaded by a processor of a terminal device and executing the method for predicting a power interval of a wind power cluster based on deep learning.
一种终端设备,包括处理器和计算机可读存储介质,处理器用于实现各指令;计算机可读存储介质用于存储多条指令,所述指令适于由处理器加载并执行所述的一种基于深度学习的风电集群功率区间预测的方法。A terminal device, including a processor and a computer-readable storage medium, the processor is used to implement instructions; the computer-readable storage medium is used to store multiple instructions, and the instructions are suitable for being loaded by the processor and executing the described one A method for wind power cluster power interval prediction based on deep learning.
与现有技术相比,本公开的有益效果为:Compared with the prior art, the beneficial effects of the present disclosure are:
相比于对单一风电场站出力的预测,风电集群功率预测能直接为电力系统决策者提供信息,进而制定合理的发电计划,制定备用计划。同时减少对场站预测的依赖,从而避免弃风的产生。根据风电集群功率预测,解释变量多,数据量大而复杂的特点,利用互信息和主成分分析对初始数据进行降维,将概率性区间预测转化成带有约束的优化问题,利用深度学习挖掘非线性关系,可以得到准确的预测结果。Compared with the prediction of the output of a single wind farm station, the power prediction of wind power clusters can directly provide information for power system decision makers, and then formulate reasonable power generation plans and make backup plans. At the same time, the reliance on station forecasts is reduced, thereby avoiding the generation of curtailed wind. According to the power forecasting of wind power clusters, there are many explanatory variables and the large and complex data volume, mutual information and principal component analysis are used to reduce the dimensionality of the initial data, and the probabilistic interval prediction is transformed into an optimization problem with constraints, and deep learning is used to mine Non-linear relationship, accurate prediction results can be obtained.
附图说明Description of drawings
构成本公开的一部分的说明书附图用来提供对本公开的进一步理解,本公开的示意性实施例及其说明用于解释本公开,并不构成对本公开的不当限定。The accompanying drawings constituting a part of the present disclosure are used to provide a further understanding of the present disclosure, and the exemplary embodiments and descriptions of the present disclosure are used to explain the present disclosure, and do not constitute improper limitations to the present disclosure.
图1是深度学习基本结构示意图;Figure 1 is a schematic diagram of the basic structure of deep learning;
图2是区间预测流程图;Figure 2 is a flowchart of interval prediction;
图3是集群内风电场站互信息排列示意图;Figure 3 is a schematic diagram of the mutual information arrangement of wind farm stations in the cluster;
图4是关键解释变量选取方式示意图;Figure 4 is a schematic diagram of the selection method of key explanatory variables;
图5是预测区间宽度对比变化图;Figure 5 is a comparison chart of the width of the prediction interval;
图6是基于深度学习的区间预测结果示意图;Figure 6 is a schematic diagram of interval prediction results based on deep learning;
图7是原始数据输入的区间预测结果示意图。Fig. 7 is a schematic diagram of interval prediction results of raw data input.
具体实施方式:Detailed ways:
下面结合附图与实施例对本公开作进一步说明。The present disclosure will be further described below in conjunction with the accompanying drawings and embodiments.
应该指出,以下详细说明都是例示性的,旨在对本公开提供进一步的说明。除非另有指明,本实施例使用的所有技术和科学术语具有与本公开所属技术领域的普通技术人员通常理解的相同含义。It should be noted that the following detailed description is exemplary and intended to provide further explanation of the present disclosure. Unless otherwise specified, all technical and scientific terms used in this embodiment have the same meaning as commonly understood by one of ordinary skill in the art to which this disclosure belongs.
需要注意的是,这里所使用的术语仅是为了描述具体实施方式,而非意图限制根据本公开的示例性实施方式。如在这里所使用的,除非上下文另外明确指出,否则单数形式也意图包括复数形式,此外,还应当理解的是,当在本说明书中使用术语“包含”和/或“包括”时,其指明存在特征、步骤、操作、器件、组件和/或它们的组合。It should be noted that the terminology used herein is only for describing specific embodiments, and is not intended to limit the exemplary embodiments according to the present disclosure. As used herein, unless the context clearly dictates otherwise, the singular is intended to include the plural, and it should also be understood that when the terms "comprising" and/or "comprising" are used in this specification, they mean There are features, steps, operations, means, components and/or combinations thereof.
一种基于深度学习的短期风电集群功率区间预测方法,直接利用各场站原始数据进行风电集群功率的预测。首先在初始数据的基础上通过计算解释变量的互信息来提取区域内解释变量与目标变量之间的互信息来提取关联信息,选择高度相关的解释变量,然后用主成分分析方法进行数据重构和降维,提高概率预测效率。最后构建区间约束条件,使用深度学习构建预测模型,并用粒子群优化方法进行模型优化。A short-term wind power cluster power interval prediction method based on deep learning, which directly uses the original data of each station to predict the power of wind power clusters. First, on the basis of the initial data, by calculating the mutual information of the explanatory variables to extract the mutual information between the explanatory variables and the target variable in the region to extract the correlation information, select highly correlated explanatory variables, and then use the principal component analysis method to reconstruct the data and dimensionality reduction to improve probability prediction efficiency. Finally, the interval constraints are constructed, the prediction model is constructed using deep learning, and the model is optimized with the particle swarm optimization method.
风电集群功率预测不同于单一场站的预测技术,其包含多个风电场站的初始数据,故而数据量大,解释变量多而复杂,并且场站之间在上必然存在关联关系。因此为提高风电集群功率预测精度必须考虑以下两个因素:The wind power cluster power prediction is different from the single-site forecasting technology, which contains the initial data of multiple wind farms, so the data volume is large, the explanatory variables are many and complex, and there must be correlations between the sites. Therefore, in order to improve the power prediction accuracy of wind power clusters, the following two factors must be considered:
首先,获取数据质量。详尽的风电集群场站的地理信息、气象条件以及历史量测数据可以提高预测精度。事实上,大多数的风电场站数据完整性不全,而多个风电场站在数据采集时刻点上必须一一对应,所以风电集群数据的获取质量更加难以保证。因此,在相关性分析和预测建模过程中不应过度依赖数据类型。考虑到数值天气预报和历史风电功率是必须存储的数据,并且通过这两类数据可以分析场站间的相关性。因此本实施例选取集群内各个风电场站的数值天气预报和历史风电功率作为原始输入数据最为合理。First, get data quality. Detailed geographic information, weather conditions, and historical measurement data of wind power cluster sites can improve prediction accuracy. In fact, the data integrity of most wind farm stations is incomplete, and multiple wind farm stations must correspond one-to-one at data collection time points, so the quality of wind power cluster data acquisition is even more difficult to guarantee. Therefore, data types should not be overly relied upon during correlation analysis and predictive modeling. Considering that the numerical weather forecast and historical wind power are the data that must be stored, and the correlation between the stations can be analyzed through these two types of data. Therefore, in this embodiment, it is most reasonable to select the numerical weather forecast and historical wind power of each wind farm station in the cluster as the original input data.
其次,是输入数据维度。理论上来说足够多的输入数据有利于提高预测精度,但是同时也会带来增大计算压力和模型估计困难的问题。随着数据维度的提高,大多数的算法的计算效率下降,计算时长增加。为了解决这个问题,首先对所有的输入数据使用互信息进行相关性分析,挑选高度相关的解释变量。然后使用主成分分析方法再次对数据进行重构和降维。最终提取出相关性数据输入模型。Second, is the input data dimension. Theoretically speaking, enough input data is conducive to improving the prediction accuracy, but at the same time, it will also bring about increased computational pressure and difficulty in model estimation. As the data dimension increases, the computational efficiency of most algorithms decreases and the computational time increases. In order to solve this problem, we first use mutual information to conduct correlation analysis on all input data, and select highly correlated explanatory variables. The data were then reconstructed and dimensionally reduced again using principal component analysis methods. Finally, the relevant data is extracted and input into the model.
香农提出的信息理论中涵盖了信息熵和互信息的概念。任意一个随机变量的信息熵是这个变量中包含的信息数量。随机变量变量X的信息熵可以由式(1)来表示:Shannon's information theory covers the concepts of information entropy and mutual information. The information entropy of any random variable is the amount of information contained in this variable. The information entropy of random variable variable X can be expressed by formula (1):
H(X)=∫-fX·log(fX) (1)H(X)=∫-f X log(f X ) (1)
其中fX是变量X的概率密度函数。where f X is the probability density function of the variable X.
信息熵常被用于衡量一个物理或者人工系统的信息含量。互信息以信息熵为基础,是关于有用信息的一种度量,可以理解为一个随机变量中包含的关于另一个随机变量的信息量,即:一个随机变量由于已知另一个随机变量而减少的不确定性。所以我们可以用互信息来衡量两个随机变量之间的关联程度。对于随机变量X和Y其平均互信息可以用式(2)来表示:Information entropy is often used to measure the information content of a physical or artificial system. Mutual information is based on information entropy, which is a measure of useful information, which can be understood as the amount of information contained in a random variable about another random variable, that is, the reduction of a random variable due to the known other random variable Uncertainty. So we can use mutual information to measure the degree of association between two random variables. For random variables X and Y, the average mutual information can be expressed by formula (2):
其中,fY是随机变量Y的概率密度函数,fX,Y是随机变量X和Y的联合概率密度函数。Among them, f Y is the probability density function of random variable Y, and f X, Y is the joint probability density function of random variables X and Y.
由公式(2)可以看出,当fX,Y=fX·fY,这意味着随机变量X和Y是相互独立的,即I(X;Y)等于零。相反,如果I(X;Y)大于零,则说明两个变量之间存在关联关系。互信息值越高,变量间的相关性越强。It can be seen from the formula (2) that when f X,Y = f X f Y , this means that the random variables X and Y are independent of each other, That is, I(X;Y) is equal to zero. Conversely, if I(X;Y) is greater than zero, it indicates that there is an association between the two variables. The higher the mutual information value, the stronger the correlation between variables.
计算相关性还可以用相关系数法,然而相关系数仅能反应变量之间的线性关系,而风电场站是一个复杂的人造系统,其数据之间的非线性关系尤为突出,而互信息不仅能反应线性关系,也能反应其非线性关系,因此互信息在反应变量之间的相关性比相关系数更加全面。The correlation coefficient method can also be used to calculate the correlation. However, the correlation coefficient can only reflect the linear relationship between variables, and the wind farm station is a complex man-made system, and the nonlinear relationship between its data is particularly prominent. Mutual information can not only It can reflect the linear relationship and also reflect its nonlinear relationship, so the mutual information is more comprehensive in the correlation between the response variables than the correlation coefficient.
将风电集群总功率作为目标变量,将集群内各个风电场站的NWP数据和历史量测数据作为解释变量,然后计算解释变量与目标变量之间的互信息,为简化计算,可以用大数定律从样本中计算互信息:The total power of the wind power cluster is used as the target variable, and the NWP data and historical measurement data of each wind farm station in the cluster are used as the explanatory variables, and then the mutual information between the explanatory variables and the target variables is calculated. To simplify the calculation, the law of large numbers can be used Compute mutual information from samples:
通过计算解释变量与目标变量之间的互信息,选择一组与目标变量高度相关的解释变量。Select a set of explanatory variables that are highly correlated with the target variable by computing the mutual information between the explanatory variables and the target variable.
风电集群功率预测的选取的解释变量相对较多,数据维度较高。同时通过互信息提取的解释变量中必然存在一些变量包含的信息是冗余的,主成分分析法可以有效提取关键解释变量和主要特征,降低数据维度,使得关键解释变量相互独立且尽可能多的反应更多信息。There are relatively many explanatory variables selected for wind power cluster power forecasting, and the data dimension is high. At the same time, among the explanatory variables extracted through mutual information, there must be some variables that contain redundant information. Principal component analysis can effectively extract key explanatory variables and main features, reduce data dimensions, and make key explanatory variables independent of each other and as many as possible. React for more information.
主成分分析首先要对解释变量标准化,假设m个解释变量X1,X2,X3,…,Xm来表示目标变量的各个特征,样本数量是N,可以用N×m矩阵表示,即Principal component analysis first needs to standardize the explanatory variables, assuming m explanatory variables X 1 , X 2 , X 3 ,…, X m to represent the characteristics of the target variable, the number of samples is N, which can be represented by an N×m matrix, namely
则其中心标准化为:Then its center normalization is:
其中,和sj为解释变量xj的均值和方差。in, and s j are the mean and variance of the explanatory variable x j .
通过求得的中心标准化矩阵,计算解释变量的自相关矩阵:Calculate the autocorrelation matrix of the explanatory variables from the obtained center normalization matrix:
这里是一个中心标准化的N×m的样本矩阵,N是样本数量,m是变量个数,R是自相关矩阵。计算自相关矩阵R的m个特征值λ1>λ2>,…,>λm及相应的特征向量P。here is a centrally standardized N×m sample matrix, where N is the number of samples, m is the number of variables, and R is the autocorrelation matrix. Calculate the m eigenvalues λ 1 >λ 2 >,…,>λ m of the autocorrelation matrix R and the corresponding eigenvectors P.
计算每个特征向量的方差贡献率和累计方差贡献率:Compute the variance contribution and cumulative variance contribution for each eigenvector:
这里i=1,2,…,m。Here i=1,2,...,m.
如果前p个特征向量的累积方差贡献率大于85%-95%,则将主成分的数量确定为p。此时所选的主成分中已经包含原始变量所能提供的绝大多数信息。If the cumulative variance contribution rate of the first p eigenvectors is greater than 85%-95%, the number of principal components is determined as p. At this time, the selected principal components already contain most of the information that the original variables can provide.
一般而言,对区间预测结果的评价主要用预测区间覆盖率(PICP)和区间宽度(PINRW)作为评价指标。本实施例利用评价指标作为优化条件,利用深度学习进行目标训练。Generally speaking, the evaluation of interval prediction results mainly uses prediction interval coverage (PICP) and interval width (PINRW) as evaluation indicators. In this embodiment, evaluation indicators are used as optimization conditions, and deep learning is used for target training.
区间预测的评价指标Evaluation Indicators for Interval Prediction
(1)预测区间覆盖率(PICP)(1) Prediction Interval Coverage (PICP)
一般而言,预测区间覆盖率是用于评价模型的可靠性的,是区间预测的重要评价指标之一。预测区间覆盖率可以表示为:Generally speaking, the prediction interval coverage is used to evaluate the reliability of the model and is one of the important evaluation indicators for interval prediction. The prediction interval coverage can be expressed as:
其中N为样本数量,εt为布尔变量,用于表示预测区间和目标值之间的关系。Where N is the sample size and εt is a Boolean variable used to represent the relationship between the prediction interval and the target value.
其关系具体表示为:Its relationship is specifically expressed as:
其中,Lt和Ut分别预测区间下限和预测区间上限。Among them, L t and U t predict the lower limit of the interval and the upper limit of the prediction interval, respectively.
因此,理想状态下,目标值应被预测区间全部覆盖也就是PICP=100%。Therefore, ideally, the target value should be fully covered by the prediction interval, that is, PICP=100%.
(2)预测区间的宽度(PINRW)(2) The width of the prediction interval (PINRW)
除了PICP可以评价预测区间的质量之外,还必须考虑预测区间的宽度。假设我们取目标变量的最小值和最大值作为预测区间的上下限,目标变量虽然可以很好的被包裹其中,但是其预测区间宽度过大,对决策者的参考意义不大。因此预测区间宽度是衡量区间预测敏锐度的重要指标。其表达形式如下:In addition to PICP can evaluate the quality of the prediction interval, the width of the prediction interval must also be considered. Suppose we take the minimum and maximum values of the target variable as the upper and lower limits of the prediction interval. Although the target variable can be well wrapped in it, the width of the prediction interval is too large, which is of little reference value to decision makers. Therefore, the width of the prediction interval is an important indicator to measure the sensitivity of interval prediction. Its expression is as follows:
其中,R表示目标变量的最大值和最小值之差。PINAW越小,预测模型的敏锐性越高。Among them, R represents the difference between the maximum value and the minimum value of the target variable. The smaller the PINAW, the higher the sensitivity of the predictive model.
深度学习方法有分布并行处理、自适应学习、非线性映射和泛化能力的特征,对于风电集群预测具有强适应能力。深度学习是一种监督学习模型。其结构一般如图1所示。The deep learning method has the characteristics of distributed parallel processing, adaptive learning, nonlinear mapping and generalization ability, and has strong adaptability to wind power cluster prediction. Deep learning is a supervised learning model. Its structure is generally shown in Figure 1.
在区间预测中,我们总是追求最大的PICP和最小的PINAW,即追求更高的可靠性和更好的敏锐度。因此,本实施例将区间预测转换成多目标优化问题,利用深度学习进行优化,寻求最优权重。In interval forecasting, we always pursue the largest PICP and the smallest PINAW, that is, higher reliability and better acuity. Therefore, in this embodiment, interval prediction is converted into a multi-objective optimization problem, and deep learning is used for optimization to seek optimal weights.
如果预先给定PICP,那么式(12)可以被转换成单目标优化问题:If PICP is given in advance, then equation (12) can be transformed into a single-objective optimization problem:
利用粒子群算法(PSO)进行目标寻优。区间预测的流程图如图2所示。The particle swarm optimization algorithm (PSO) is used for target optimization. The flow chart of interval prediction is shown in Figure 2.
根据图2流程图,本实施例预测模型流程可总结如下:According to the flow chart in Figure 2, the prediction model process of this embodiment can be summarized as follows:
1)数据预处理。首先对数据进行统一归一化处理,使得数据介于[0,1]之间。解释变量的选取主要计算互信息,通过互信息的大小选择历史风功率、辐照度、温度、湿度等变量作为解释变量。同时利用了互信息计算了关联信息。1) Data preprocessing. First, the data is uniformly normalized so that the data is between [0,1]. The selection of explanatory variables mainly calculates the mutual information, and selects variables such as historical wind power, irradiance, temperature, and humidity as explanatory variables through the size of the mutual information. At the same time, the mutual information is used to calculate the correlation information.
2)数据降维。风电集群中涵盖多个场站,故而输入数据维度过大,同时利用深度学习进行建模的前提条件是输入数据是相互独立的。因此,利用主成分分析不仅可以对解释变量进行降维,同时可以提取解释变量的关键特征,使得深度学习的输入数据是相互独立的。2) Data dimensionality reduction. The wind power cluster covers multiple stations, so the input data dimension is too large, and the prerequisite for using deep learning to model is that the input data are independent of each other. Therefore, principal component analysis can not only reduce the dimensionality of explanatory variables, but also extract key features of explanatory variables, making the input data of deep learning independent of each other.
3)构建深度学习模型。优化神经网络的结构,确定隐含层和节点数量。构建优化目标,给定PICP,使得PINAW值最小。3) Build a deep learning model. Optimize the structure of the neural network, determine the number of hidden layers and nodes. Construct the optimization goal, given PICP, make the PINAW value minimum.
4)神经网络权重和粒子群算法参数进行初始化。PSO算法参数初始化包括粒子位置和速度。粒子位置用神经网络的权重表示,速度随机初始化。4) Neural network weights and particle swarm algorithm parameters are initialized. The parameter initialization of PSO algorithm includes particle position and velocity. The particle position is represented by the weight of the neural network, and the velocity is randomly initialized.
5)根据适应度函数计算各粒子的适应度值。对每个粒子,将它的适应度值与它的历史记录最优的适应度值比较,若更好,则将其作为历史最优(pbest);将它的适应度值和群体所经历的最好位置的适应度值比较,如果更好,则将其作为群最优(gbest)。5) Calculate the fitness value of each particle according to the fitness function. For each particle, compare its fitness value with the best fitness value of its historical record, if it is better, it will be regarded as the best in history (pbest); compare its fitness value with the best fitness value experienced by the group The fitness value of the best position is compared, and if it is better, it is regarded as the group best (gbest).
6)训练结束:训练结束标准可以设置为最大迭代次数,否则,培训过程将继续,并返回到步骤5。6) Training end: The training end criterion can be set as the maximum number of iterations, otherwise, the training process will continue and return to step 5.
7)测试评价。7) Test evaluation.
作为验证,主要用中国某地区10个风电场站的数据进行预测未来72小时,时间分辨率为15min的风电集群总功率,预测区间为80%和90%。数据集被分成训练集和验证集。训练集用于建立深度学习的区间预测模型,验证集用于测试模型的性能。As a verification, the data of 10 wind farm stations in a certain area of China are mainly used to predict the total power of the wind power cluster with a time resolution of 15 minutes in the next 72 hours, and the prediction interval is 80% and 90%. The dataset is divided into training set and validation set. The training set is used to build an interval prediction model for deep learning, and the validation set is used to test the performance of the model.
将风电场站各自功率处理成集群功率,从样本数据及中计算目标变量和初始解释变量之间的互信息,其互信息如图3所示。选取互信息大于0.45的解释变量作为关键解释变量。按大小顺序排列如图4所示。The power of each wind farm station is processed into cluster power, and the mutual information between the target variable and the initial explanatory variable is calculated from the sample data, and the mutual information is shown in Figure 3. The explanatory variables whose mutual information is greater than 0.45 are selected as the key explanatory variables. Arranged in order of size as shown in Figure 4.
通过互信息选取关键解释变量后,利用主成分分析对关键解释变量进行降维,提取关键特征,使得相互独立。计算各个特征的贡献率和累计贡献率,提取主成分,如表1所示。After selecting key explanatory variables through mutual information, principal component analysis is used to reduce the dimensionality of key explanatory variables and extract key features to make them independent of each other. Calculate the contribution rate and cumulative contribution rate of each feature, and extract the principal components, as shown in Table 1.
表1主成分分析结果Table 1 Principal component analysis results
一般而言,当方差累计贡献率达到80%到95%时,我们认为其为主要成分。故而本实施例选取前12个特征变量作为关键特征。Generally speaking, when the cumulative contribution rate of variance reaches 80% to 95%, we consider it as the main component. Therefore, in this embodiment, the first 12 feature variables are selected as key features.
本实施例将经过互信息和主成分分析得到的关键特征作为神经网络的输入数据。进行样本训练。对比算例采用未经数据预处理的原始数据进行样本训练,分别得到80%和90%预测区间。其预测时间点80%和90%区间宽度如图5所示。In this embodiment, key features obtained through mutual information and principal component analysis are used as input data of the neural network. Perform sample training. In the comparison example, the original data without data preprocessing is used for sample training, and 80% and 90% prediction intervals are obtained respectively. The 80% and 90% interval widths of the prediction time points are shown in Figure 5.
从图5中可以看出,无论是80%预测区间还是90%预测区间,本实施例所提出的方法相对比与原始数据输入所得的结果具有更窄的预测区间。这说明,本实施例所提方法得到的预测结果具有更好的敏锐度,可以为决策者提供更加可靠全面的信息。此外,随着预测时间的增加,预测区间宽度明显增大,这是由于随着时间尺度的延长,所获得的气象等数据变得越来越不可靠,不确定性信息增多,使得预测效果变差。It can be seen from FIG. 5 that whether it is an 80% prediction interval or a 90% prediction interval, the method proposed in this embodiment has a narrower prediction interval than the result obtained from the original data input. This shows that the prediction results obtained by the method proposed in this embodiment have better sensitivity and can provide more reliable and comprehensive information for decision makers. In addition, with the increase of the forecast time, the width of the forecast interval increases obviously. This is because with the extension of the time scale, the obtained meteorological data become more and more unreliable, and the uncertainty information increases, which makes the forecast effect change. Difference.
图6和图7分别表示了原始数据输入和特征提取所得的某三天的风电集群总功率的90%和80%置信区间的预测结果。比较图6和图7,可以看出通过特征提取后的预测结果的敏锐度更好,包含的不确定信息更为全面。随着预测时间尺度的增加,置信区间带越来越宽,恰好证明了图5中PINAW变化的结果。同时,我们也可以看出图6的预测效果明显好于图7,这说明了本实施例所提方法具有良好的适用性。Fig. 6 and Fig. 7 respectively represent the prediction results of the 90% and 80% confidence intervals of the total power of the wind power cluster for a certain three days obtained from the original data input and feature extraction. Comparing Figure 6 and Figure 7, it can be seen that the acuity of the prediction result after feature extraction is better, and the uncertain information contained is more comprehensive. As the forecast time scale increases, the confidence interval bands get wider, just demonstrating the results of PINAW changes in Fig. 5. At the same time, we can also see that the prediction effect in Figure 6 is significantly better than that in Figure 7, which shows that the method proposed in this embodiment has good applicability.
本领域内的技术人员应明白,本公开的实施例可提供为方法、系统、或计算机程序产品。因此,本公开可采用完全硬件实施例、完全软件实施例、或结合软件和硬件方面的实施例的形式。而且,本公开可采用在一个或多个其中包含有计算机可用程序代码的计算机可用存储介质(包括但不限于磁盘存储器、CD-ROM、光学存储器等)上实施的计算机程序产品的形式。Those skilled in the art should understand that the embodiments of the present disclosure may be provided as methods, systems, or computer program products. Accordingly, the present disclosure can take the form of an entirely hardware embodiment, an entirely software embodiment, or an embodiment combining software and hardware aspects. Furthermore, the present disclosure may take the form of a computer program product embodied on one or more computer-usable storage media (including but not limited to disk storage, CD-ROM, optical storage, etc.) having computer-usable program code embodied therein.
本公开是参照根据本公开实施例的方法、设备(系统)、和计算机程序产品的流程图和/或方框图来描述的。应理解可由计算机程序指令实现流程图和/或方框图中的每一流程和/或方框、以及流程图和/或方框图中的流程和/或方框的结合。可提供这些计算机程序指令到通用计算机、专用计算机、嵌入式处理机或其他可编程数据处理设备的处理器以产生一个机器,使得通过计算机或其他可编程数据处理设备的处理器执行的指令产生用于实现在流程图一个流程或多个流程和/或方框图一个方框或多个方框中指定的功能的装置。The present disclosure is described with reference to flowchart illustrations and/or block diagrams of methods, apparatus (systems), and computer program products according to embodiments of the present disclosure. It should be understood that each procedure and/or block in the flowchart and/or block diagram, and a combination of procedures and/or blocks in the flowchart and/or block diagram can be realized by computer program instructions. These computer program instructions may be provided to a general purpose computer, special purpose computer, embedded processor, or processor of other programmable data processing equipment to produce a machine such that the instructions executed by the processor of the computer or other programmable data processing equipment produce a An apparatus for realizing the functions specified in one or more procedures of the flowchart and/or one or more blocks of the block diagram.
这些计算机程序指令也可存储在能引导计算机或其他可编程数据处理设备以特定方式工作的计算机可读存储器中,使得存储在该计算机可读存储器中的指令产生包括指令装置的制造品,该指令装置实现在流程图一个流程或多个流程和/或方框图一个方框或多个方框中指定的功能。These computer program instructions may also be stored in a computer-readable memory capable of directing a computer or other programmable data processing apparatus to operate in a specific manner, such that the instructions stored in the computer-readable memory produce an article of manufacture comprising instruction means, the instructions The device realizes the function specified in one or more procedures of the flowchart and/or one or more blocks of the block diagram.
这些计算机程序指令也可装载到计算机或其他可编程数据处理设备上,使得在计算机或其他可编程设备上执行一系列操作步骤以产生计算机实现的处理,从而在计算机或其他可编程设备上执行的指令提供用于实现在流程图一个流程或多个流程和/或方框图一个方框或多个方框中指定的功能的步骤。These computer program instructions can also be loaded onto a computer or other programmable data processing device, causing a series of operational steps to be performed on the computer or other programmable device to produce a computer-implemented process, thereby The instructions provide steps for implementing the functions specified in the flow chart or blocks of the flowchart and/or the block or blocks of the block diagrams.
以上所述仅为本公开的优选实施例而已,并不用于限制本公开,对于本领域的技术人员来说,本公开可以有各种更改和变化。凡在本公开的精神和原则之内,所作的任何修改、等同替换、改进等,均应包含在本公开的保护范围之内。The above descriptions are only preferred embodiments of the present disclosure, and are not intended to limit the present disclosure. For those skilled in the art, the present disclosure may have various modifications and changes. Any modifications, equivalent replacements, improvements, etc. made within the spirit and principles of the present disclosure shall be included within the protection scope of the present disclosure.
上述虽然结合附图对本公开的具体实施方式进行了描述,但并非对本公开保护范围的限制,所属领域技术人员应该明白,在本公开的技术方案的基础上,本领域技术人员不需要付出创造性劳动即可做出的各种修改或变形仍在本公开的保护范围以内。Although the specific implementation of the present disclosure has been described above in conjunction with the accompanying drawings, it does not limit the protection scope of the present disclosure. Those skilled in the art should understand that on the basis of the technical solutions of the present disclosure, those skilled in the art do not need to pay creative work Various modifications or variations that can be made are still within the protection scope of the present disclosure.
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