CN114243695A - Power load prediction method based on bidirectional long-time and short-time memory neural network - Google Patents

Power load prediction method based on bidirectional long-time and short-time memory neural network Download PDF

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CN114243695A
CN114243695A CN202111561942.3A CN202111561942A CN114243695A CN 114243695 A CN114243695 A CN 114243695A CN 202111561942 A CN202111561942 A CN 202111561942A CN 114243695 A CN114243695 A CN 114243695A
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赵宇波
郭妮
田子建
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Abstract

The invention discloses a power load prediction method based on a bidirectional long-short time memory neural network, which adopts a double-layer model architecture combining the bidirectional long-short time memory neural network and a ridge regression algorithm to predict power loads for p hours in the future. The invention provides a method for screening an optimal input time scale combination, which is used for establishing a two-way long-time and short-time memory neural network according to the optimal input time scale combination and solving the problem that the input time scale combination cannot be determined; the ridge regression model is used for establishing a mapping relation between a predicted value and an actual value of the day before the predicted date and predicting the predicted date, so that the prediction precision of the power load is greatly improved.

Description

Power load prediction method based on bidirectional long-time and short-time memory neural network
Technical Field
The invention relates to the field of power load prediction, in particular to a power load prediction method based on a bidirectional long-time and short-time memory neural network.
Background
The power load prediction is one of the key technologies for stable operation of the power system. Because the electric energy cannot be stored in large quantities, the production, transportation, distribution and consumption of the electric energy are all completed within the same time, which requires higher accuracy of electric load prediction to ensure dynamic balance of electric energy supply and consumption in the electric power system. Inaccurate power load prediction will result in waste of electric energy and loss of power transmission lines, which affects the stable development of national economy. Due to the influence of various complex factors on the power system, the power load prediction has various randomness, volatility and uncertainty, and great challenges are brought to the power load prediction, so that the improvement of the accuracy of the power load prediction has important significance on the reasonable distribution and use of electric energy and the development of national economy.
With the development and progress of information technology, the field of power systems generates massive data, and the massive data is fully mined and utilized to provide greater data support for distribution and scheduling of electric energy. The common power load prediction methods at present mainly comprise artificial intelligence repetition and statistical methods and the like. Most of the existing methods need to cooperate with external characteristic data such as climate factors to predict, and most of the existing methods adopt a single model to predict, so that the power load prediction cannot obtain satisfactory accuracy.
Disclosure of Invention
The invention provides a power load prediction method based on a bidirectional long-short time memory neural network, which adopts a double-layer model architecture combining the bidirectional long-short time memory neural network and a ridge regression algorithm to predict power loads for p hours in the future.
According to the method, big data analysis is carried out on historical data of the power load, and a bidirectional long-time and short-time memory neural network is used as a base model, so that the bidirectional long-time and short-time memory neural network has strong processing capacity on a time sequence with large data quantity; since the power load data has a long-term correlation and a short-term correlation, a plurality of input time scales are set, and useful information features are extracted from different time scales before the forecast date.
In order to achieve the purpose, the invention adopts the following technical scheme:
a power load prediction method based on a bidirectional long-short-term memory neural network is characterized in that a double-layer model architecture combining the bidirectional long-short-term memory neural network and a ridge regression algorithm is adopted to predict power loads for p hours in the future, an optimal input time scale combination and a ridge regression coefficient alpha are screened out from input time scale combinations, the bidirectional long-short-term memory neural network is used as a prediction model, and the power loads for p hours in the future are predicted for a prediction date, and the method comprises the following steps:
step S1: firstly, determining the optimal input time scale combination and ridge regression coefficient alpha of a first layer of bidirectional long-short time memory neural network model by adopting a double-layer model architecture combining a bidirectional long-short time memory neural network and a ridge regression algorithm;
step S2: reconstructing historical data of the date D according to the optimal input time scale combination to obtain a first sample set, dividing the first sample set into a training set and a testing set, inputting the training set into a bidirectional long-time memory neural network model, and taking an obtained predicted value as a testing set of a second sample set; reconstructing historical data of the date D-1 according to the optimal input time scale combination to obtain a first sample set, dividing the first sample set into a training set and a testing set, inputting the training set into a bidirectional long-time memory neural network model to obtain a predicted value of the date D-1, and taking the predicted value and an actual value of the date D-1 as a training set of a second sample set;
step S3: training the ridge regression model according to the training set of the second sample set obtained in the step S2 to obtain the mapping relation between the predicted value corresponding to the date D-1 and the actual value, and inputting the second sample set test set obtained in the step S2 into the trained ridge regression for prediction to obtain the final predicted value of the date D;
the step S1 specifically includes the following steps:
step S1.1: firstly, using collected historical power load data as a sample data set, determining m different input time scalesDetermining the output step number as p, reconstructing the sample data set according to the output step number p and m different input time scales, and generating m different sample data sets; taking m different reconstruction sample data sets as a first sample set, dividing a training set and a testing set, and respectively training a bidirectional long-time memory neural network by using the m training sets to obtain m prediction models. Taking the date T as a prediction object, dividing a training set and a test set of a first sample set before the date T, respectively inputting the test sets corresponding to the date T into a prediction model, wherein m groups of different predicted values are obtained by the date T, and each group of predicted values represents information features extracted from corresponding input time scales; fully combining m groups of different predicted values to obtain
Figure BDA0003416508990000011
Combining the seeds and using the combinations as a test set of a second sample set;
step S1.2: dividing a first sample set before the date T-1 into a training set and a test set, and respectively inputting the test set corresponding to the date T-1 into the m prediction models obtained in the step S1.1 to obtain m different prediction values of the date T-1;
step S1.3: knowing the actual value of the date T-1, taking the actual value of the date T-1 as a dependent variable, and fully combining the m different predicted values of the date T-1 obtained in step S1.2 to obtain
Figure BDA0003416508990000021
The independent variables of each group, namely the combination types of different input time scales, correspond to the same dependent variable after combination, each independent variable and dependent variable of each group are used as a training set of a second sample set to train ridge regression, the test set of the second sample set obtained in the step S1.1 is input into the trained ridge regression model, and the output value is used as a final predicted value corresponding to the date T;
step S1.4: carrying out accuracy evaluation on the final predicted value and the actual value of the date T obtained in the step S1.3, and carrying out fitting degree R2And the root mean square error RMSE is used as an evaluation index, and the optimal ridge regression coefficient alpha and the fitting degree R are determined by a grid search method2Determining the ridge regression coefficient alpha corresponding to the highest time as a final ridge regression coefficient; the input time scale combination corresponding to the independent variable combination with the highest fitting degree R2 is used as the optimal input time scale combination, and the optimal input time scale combination and the optimal ridge regression coefficient alpha are applied to the prediction model, so that the optimal input time scale combination and the ridge regression coefficient alpha of the first-layer bidirectional long-time and short-time memory neural network model are determined;
the invention has the advantages and beneficial effects that:
compared with the prior art, the invention discloses and provides a power load prediction method based on a bidirectional long-time and short-time memory neural network, and the method has the advantages that: aiming at the characteristics of long-term correlation and short-term correlation of power load data, a double-layer model architecture combining a bidirectional long-term and short-term memory neural network and a ridge regression algorithm is adopted, and a method for screening an optimal input time scale combination is provided. A bidirectional long-time and short-time memory neural network is established according to the optimal input time scale combination, so that the problem that the input time scale combination cannot be determined is solved; the ridge regression model is used for establishing a mapping relation between a predicted value and an actual value of the day before the predicted date and predicting the predicted date, so that the prediction precision of the power load is greatly improved.
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Fig. 1 is a flowchart of a power load prediction method based on a bidirectional long-and-short-term memory neural network disclosed by the invention.
FIG. 2 is a diagram of a two-layer model architecture combining a two-way long-short term memory neural network and a ridge regression algorithm.
Detailed Description
In order to more clearly illustrate the object and technical solution of the present invention, the present invention will be further described in detail with reference to the accompanying drawings and examples. It should be understood that the specific embodiments described herein are merely illustrative of the invention and are not intended to limit the invention. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present invention.
The invention provides a power load prediction method based on a bidirectional long-short time memory neural network, which adopts a double-layer model architecture combining the bidirectional long-short time memory neural network and a ridge regression algorithm to predict power load for p hours in the future, firstly, selects an optimal input time scale combination and a ridge regression coefficient alpha from different input time scale combinations, then, takes the bidirectional long-short time memory neural network as a prediction model to predict the power load for p hours in the future for a prediction date, and comprises the following steps:
step S1: firstly, determining the optimal input time scale combination and ridge regression coefficient alpha of a first layer of bidirectional long-short time memory neural network model by adopting a double-layer model architecture combining a bidirectional long-short time memory neural network and a ridge regression algorithm;
step S2: reconstructing historical data of a date D to be predicted according to the optimal input time scale combination to obtain a first sample set, dividing the first sample set into a training set and a testing set, inputting the training set into a bidirectional long-time memory neural network model, and taking the obtained predicted value as a testing set of a second sample set; reconstructing historical data of the date D-1 according to the optimal input time scale combination to obtain a first sample set, dividing the first sample set into a training set and a testing set, inputting the training set into a bidirectional neural network model to obtain a predicted value of the date D-1, and taking the predicted value and an actual value of the date D-1 as a training set of a second sample set;
step S3: training the ridge regression model according to the training set of the second sample set obtained in the step S2 to obtain the mapping relation between the predicted value corresponding to the date D-1 and the actual value, and inputting the second sample set test set obtained in the step S2 into the trained ridge regression for prediction to obtain the final predicted value of the date D;
the step S1 specifically includes the following steps:
step S1.1: firstly, taking collected historical power load data as a sample data set, determining m different input time scales, determining an output step number as p, reconstructing the sample data set according to the output step number p and the m different input time scales, and generating m different sample data sets; will be provided withAnd taking m different reconstruction sample data sets as a first sample set, dividing a training set and a testing set, and respectively training a bidirectional long-time memory neural network by using the m training sets to obtain m prediction models. Taking the date T as a prediction object, dividing a training set and a test set of a first sample set before the date T, respectively inputting the test sets corresponding to the date T into a prediction model, wherein m groups of different predicted values are obtained by the date T, and each group of predicted values represents information features extracted from corresponding input time scales; fully combining m groups of different predicted values to obtain
Figure BDA0003416508990000031
Combining the seeds and using the combinations as a test set of a second sample set;
step S1.2: dividing a first sample set before the date T-1 into a training set and a test set, and respectively inputting the test set corresponding to the date T-1 into the m prediction models obtained in the step S1.1 to obtain m different prediction values of the date T-1;
step S1.3: knowing the actual value of the date T-1, taking the actual value of the date T-1 as a dependent variable, and fully combining the m different predicted values of the date T-1 obtained in step S1.2 to obtain
Figure BDA0003416508990000032
The independent variables of each group, namely the combination types of different input time scales, correspond to the same dependent variable after combination, each independent variable and dependent variable of each group are used as a training set of a second sample set to train ridge regression, the test set of the second sample set obtained in the step S1.1 is input into the trained ridge regression model, and the output value is used as a final predicted value corresponding to the date T;
step S1.4: and (4) carrying out accuracy evaluation on the final predicted value and the actual value of the date T obtained in the step (S1.3), and determining an optimal ridge regression coefficient alpha and a fitting degree R through a grid search method by taking the fitting degree R2 and the root mean square error RMSE as evaluation indexes2Determining the ridge regression coefficient alpha corresponding to the highest time as a final ridge regression coefficient; the combination of arguments corresponding to the highest fitness R2 will be the best input timescale combination,applying the input time scale combination and the optimal ridge regression coefficient alpha in the prediction model, thereby determining the optimal input time scale combination and the ridge regression coefficient alpha of the first-layer bidirectional long-time memory neural network model;
in the embodiment, a certain power load historical data is used as a sample data, the data acquisition frequency of the sample is small, the time span is from 1/2007 to 10/2010 and 31/2010, the power load prediction is performed by using the bidirectional long-short term memory neural network, and the specific implementation steps are as follows:
step S1: firstly, determining the optimal input time scale combination and ridge regression coefficient alpha of a first layer of bidirectional long-short time memory neural network model by adopting a double-layer model architecture combining a bidirectional long-short time memory neural network and a ridge regression algorithm;
step S1.1: firstly, determining 7 different input time scales, setting the lengths of time sliding windows to be 168, 144, 120, 96, 72, 48 and 24 hours respectively, determining the output step number to be 24 hours, and generating 7 different reconstruction sample data sets in total; taking 7 different reconstruction sample data sets as a first sample set and dividing a training set and a test set; taking 12-month-31-year 2009 as a prediction object, respectively taking 168, 144, 120, 96, 72, 48 and 24 hours before the date as a test set of a first sample set, and taking the rest reconstruction data as a training set of the first sample set; inputting a training set corresponding to a prediction date into a bidirectional long-time memory neural network for training to obtain 7 different prediction models in total, inputting a test set into the trained prediction models, and obtaining 7 groups of different prediction values in total by predicting the date, wherein each group of prediction values represents information characteristics extracted from a corresponding input time scale; fully combining 7 groups of different predicted values to obtain
Figure BDA0003416508990000033
127 in total;
step S1.1 obtains 7 different sets of predicted values, each set of predicted values representing 24 hours of power load data on a predicted day, respectively, as:
Y168=[[Y1681,Y1682,Y168_3,...,Y168_24]a predicted value representing a predicted day when the input time scale is 168 hours;
Y144=[Y144_1,Y144_2,Y144_3,...,Y144_24]a predicted value representing a predicted day when the input time scale is 144 hours;
Y120=[Y120_1,Y120_2,Y120_3,...,Y120_24]a predicted value representing a predicted day when the input time scale is 120 hours;
Y96=[Y96_1,Y96_2,Y96_3,...,Y96_24]a predicted value representing a predicted day when the input time scale is 96 hours;
Y72=[Y72_1,Y72_2,Y72_3,...,Y72_24]a predicted value representing a predicted day when the input time scale is 72 hours;
Y48=[Y48_1,Y48_2,Y48_3,...,Y48_24]a predicted value representing a predicted day when the input time scale is 48 hours;
Y24=[Y24_1,Y24_2,Y24_3,...,Y24_24]a predicted value representing a predicted day when the input time scale is 24 hours;
the 7 groups of different predicted values are fully combined to represent that the information features extracted by different input time scales are combined to find the optimal input time scale combination, the optimal combination represents that the most effective information is contained when the power load of 24 hours in the future is predicted, the accuracy of predicting the power load of 24 hours in the future is favorably improved, and the combination type is as follows:
X1=[Y168,Y144,Y120,Y96,Y72,Y48,Y24]the expression is that each group of predicted values in 7 groups of predicted values are independently used as a group of independent variables, namely, information features extracted by different input time scales are independently used as a group of independent variables to obtain 7 groups of independent variables and independent variablesQuantities are labeled in turn; x1_1,X1_2,X1_3,X1_4,X1_5,X1_6,X1_7
X2=[[Y168,Y144],[Y168,Y120],[Y168,Y96],[Y168,Y72],[Y168,Y48],[Y168,Y24],[Y144,Y120],[Y144,Y96],[Y144,Y72],[Y144,Y48],[Y144,Y24],[Y120,Y96],[Y120,Y72],[Y120,Y48],[Y120,Y24],[Y96,Y72],[Y96,Y48],[Y96,Y24],[Y72,Y48],[Y72,Y24][Y48,Y24]]The method comprises the steps of combining every two groups of predicted values in 7 groups of predicted values to serve as a group of independent variables, namely combining information characteristics extracted from every two different input time scales to serve as the independent variables to obtain 21 groups of independent variables, wherein the independent variables are sequentially marked as X2_1,X2_2,X2_3,X2_4,X2_5,X2_6,X2_7,X2_8,X2_9,X2_10,X2_11,X2_12,X2_13,X2_14,X2_15,X2_16,X2_17,X2_18,X2_19,X2_20,X2_21
X3=[[Y168,Y144,Y120],[Y168,Y144,Y96],[Y168,Y144,Y72],…,[Y72,Y48,Y24]]The expression combines each three groups of predicted values in 7 groups of predicted values to be used as a group of independent variables, namely, combines information characteristics extracted from each three different input time scales to be used as independent variables to obtain 35 sets of independent variables, the independent variables being successively marked X3_1,X3_2,X3_3,...,X3_35
X4=[[Y168,Y144,Y120,Y96],[Y168,Y144,Y120,Y72],[Y168,Y144,Y120,Y48],…,[Y96,Y72,Y48,Y24]]The method comprises the steps of combining every four groups of predicted values in 7 groups of predicted values to be used as a group of independent variables, namely combining information characteristics extracted from every four different input time scales to be used as the independent variables to obtain 35 groups of independent variables, wherein the independent variables are sequentially marked as X4_1,X4_2,X4_3,...,X4_35
X5=[[Y168,Y144,Y120,Y96,Y72],[Y168,Y144,Y120,Y96,Y48],[Y168,Y144,Y120,Y96,Y24],…,[Y120,Y96,Y72,Y48,Y24]]The method comprises the steps of combining every five predicted values in 7 groups of predicted values to serve as a group of independent variables, namely combining information characteristics extracted from every five different input time scales to serve as the independent variables to obtain 21 groups of independent variables, wherein the independent variables are sequentially marked as X5_1,X5_2,X5_3,...,X5_21
X6=[[Y168,Y144,Y120,Y96,Y72,Y48],[Y168,Y144,Y120,Y96,Y72,Y24],[Y168,Y144,Y120,Y96,Y48,Y24],[Y168,Y144,Y120,Y72,Y48,Y24],[Y168,Y144,Y96,Y72,Y48,Y24],[Y168,Y120,Y96,Y72,Y48,Y24],[Y144,Y120,Y96,Y72,Y48,Y24]]The method comprises the steps of combining every six groups of predicted values in 7 groups of predicted values to serve as a group of independent variables, namely combining information features extracted from every six different input time scales to serve as the independent variables to obtain 7 groups of independent variables, wherein the independent variables are sequentially marked as X6_1,X6_2,X6_3,X6_4,X6_5,X6_6,X6_7
X7=[[Y168,Y144,Y120,Y96,Y72,Y48,Y24]The method comprises the steps of combining 7 groups of predicted values to serve as a group of independent variables, namely combining information characteristics extracted by 7 different input time scales to serve as the independent variables to obtain 1 group of independent variables, wherein the independent variables are marked as X7_1
All arguments are put into the set of arguments and are expressed as:
Figure BDA0003416508990000043
Figure BDA0003416508990000044
Figure BDA0003416508990000045
taking the obtained self-variable set X as a second sample test set of the prediction date of 2009, 12 and 31;
dividing a first sample set before the forecast date, namely, 2009, 12, month and 30 days into a training set and a test set, and respectively inputting the test sets corresponding to the dates into [0021 ]]7 groups of different predicted values of 12 months and 30 days in 2009 are obtained by the obtained 7 prediction models; the 7 groups obtained on the day were differentThe predicted values are fully combined according to the method to obtain
Figure BDA0003416508990000041
127 combinations in total, wherein each combination is used as a group of independent variables, and all the obtained independent variables are put into an independent variable set; knowing the actual value of 30 days 12 months in 2009, and using the actual value of the day as a dependent variable;
127 independent variables in the independent variable set of 12-month-30-year 2009 are used, and each independent variable and dependent variable is used as a training set of a second sample set, so that 127 different training sets are used;
inputting each group of training sets into a ridge regression model for training in a cyclic traversal mode, and inputting a second sample test set of 12 months and 31 days in 2009 obtained by [0040] into the trained ridge regression model to obtain a final predicted value; taking the traversal of the training set as an inner loop, simultaneously taking the traversal of the ridge regression coefficient alpha as an outer loop, and determining the optimal ridge regression coefficient alpha by a grid search method; the range of the ridge regression coefficient alpha is 0 to 20, and the step length is 0.1; searching a training set and a ridge regression coefficient alpha corresponding to the optimal predicted value by constructing a double-layer loop;
carrying out accuracy evaluation on the final predicted value and the actual value obtained in 12, 31 and 12 months in 2009, wherein the process is carried out in an inner loop; degree of fitting R2And the root mean square error RMSE as an evaluation index; degree of fitting R2Determining the ridge regression coefficient alpha corresponding to the highest time as a final ridge regression coefficient; taking the training set corresponding to the highest fitting degree R2 as an optimal training set, and taking the input time scale combination corresponding to the independent variable in the optimal training set as an optimal input time scale combination;
the input time scale combination corresponding to the independent variable in the optimal training set obtained in the step is an hour combination of [144, 96 and 48], the optimal ridge regression coefficient alpha is 3.2, and the optimal input time scale combination and the optimal ridge regression coefficient alpha are used as parameters of a subsequent prediction model;
step S2: reconstructing historical data of a date to be predicted according to the optimal input time scale combination to obtain a first sample set, dividing the first sample set into a training set and a testing set, inputting the training set into a bidirectional neural network model, and taking an obtained predicted value as a testing set of a second sample set; reconstructing historical data of the day before the date to be predicted according to the optimal input time scale combination to obtain a first sample set, dividing the first sample set into a training set and a testing set, inputting the training set into a bidirectional long-time memory neural network model to obtain a predicted value of the date D-1, and taking the predicted value and an actual value of the day before the date to be predicted as a training set of a second sample set;
step S3: training the ridge regression model according to the training set of the second sample set obtained in the step S2 to obtain a mapping relation between a predicted value corresponding to the date to be predicted and an actual value, inputting the second sample set test set obtained in the step S2 into the trained ridge regression to predict to obtain a final predicted value of the date to be predicted, wherein the prediction accuracy is remarkably improved compared with a single input time scale;
the above description is only for the preferred embodiment of the present invention, but the scope of the present invention is not limited thereto, and any person skilled in the art should be considered to be within the technical scope of the present invention, and the technical solutions and the inventive concepts thereof according to the present invention are equivalent to or changed within the technical scope of the present invention.

Claims (3)

1. A power load prediction method based on a bidirectional long-short-term memory neural network is characterized in that a double-layer model architecture combining the bidirectional long-short-term memory neural network and a ridge regression algorithm is adopted to predict power loads for p hours in the future, firstly, an optimal input time scale combination and a ridge regression coefficient alpha are screened out from different input time scale combinations, then, the bidirectional long-short-term memory neural network is used as a prediction model, and the power loads for p hours in the future are predicted for a prediction date.
2. The method for predicting the power load based on the bidirectional long-and-short-term memory neural network as claimed in claim 1, wherein the method comprises the following steps:
step S1: firstly, determining the optimal input time scale combination and ridge regression coefficient alpha of a first layer of bidirectional long-short time memory neural network model by adopting a double-layer model architecture combining a bidirectional long-short time memory neural network and a ridge regression algorithm;
step S2: reconstructing historical data of a date D to be predicted according to the optimal input time scale combination to obtain a first sample set, dividing the first sample set into a training set and a testing set, inputting the training set into a bidirectional long-time memory neural network model, and combining the obtained predicted values to serve as a testing set of a second sample set; reconstructing historical data of the date D-1 according to the optimal input time scale combination to obtain a first sample set, dividing the first sample set into a training set and a testing set, inputting the training set into a bidirectional neural network model to obtain a predicted value of the date D-1, and taking the predicted value and an actual value of the date D-1 as a training set of a second sample set;
step S3: training the ridge regression model according to the training set of the second sample set obtained in the step S2 to obtain the mapping relation between the predicted value corresponding to the date D-1 and the actual value, and inputting the second sample set test set obtained in the step S2 into the trained ridge regression for prediction to obtain the final predicted value of the date D;
3. the method for predicting the power load based on the bidirectional long-and-short term memory neural network as claimed in claim 2, wherein the specific method of step S1 is as follows:
step S1.1: firstly, taking collected historical power load data as a sample data set, determining m different input time scales, determining an output step number as p, reconstructing the sample data set according to the output step number p and the m different input time scales, and generating m different sample data sets; taking m different reconstruction sample data sets as a first sample set, dividing a training set and a testing set, and respectively training a bidirectional long-time memory neural network by using the m training sets to obtain m prediction models. Taking the date T as a prediction object, dividing a training set and a test set of a first sample set before the date T, and dividing the test set corresponding to the date TRespectively inputting the prediction models, and obtaining m groups of different predicted values in the date T, wherein each group of predicted values represents information characteristics extracted from the corresponding input time scale; fully combining m groups of different predicted values to obtain
Figure FDA0003416508980000011
Combining the seeds and using the combinations as a test set of a second sample set;
step S1.2: dividing a first sample set before the date T-1 into a training set and a test set, and respectively inputting the test set corresponding to the date T-1 into the m prediction models obtained in the step S1.1 to obtain m different prediction values of the date T-1;
step S1.3: knowing the actual value of the date T-1, taking the actual value of the date T-1 as a dependent variable, and fully combining the m different predicted values of the date T-1 obtained in step S1.2 to obtain
Figure FDA0003416508980000012
The independent variables of each group, namely the combination types of different input time scales, correspond to the same dependent variable after combination, each independent variable and dependent variable of each group are used as a training set of a second sample set to train ridge regression, the test set of the second sample set obtained in the step S1.1 is input into the trained ridge regression model, and the output value is used as a final predicted value corresponding to the date T;
step S1.4: carrying out accuracy evaluation on the final predicted value and the actual value of the date T obtained in the step S1.3, and carrying out fitting degree R2And the root mean square error RMSE is used as an evaluation index, and the optimal ridge regression coefficient alpha and the fitting degree R are determined by a grid search method2Determining the ridge regression coefficient alpha corresponding to the highest time as a final ridge regression coefficient; the independent variable combination corresponding to the highest fitting degree R2 is used as the optimal input time scale combination, and the optimal input time scale combination and the optimal ridge regression coefficient alpha are applied to the prediction model, so that the optimal input time scale combination and the ridge regression coefficient alpha of the first-layer bidirectional long-short time memory neural network model are determined.
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