Tackling Missing Values in Probabilistic Wind Power Forecasting: A Generative Approach

Machine learning techniques have been successfully used in probabilistic wind power forecasting. However, the issue of missing values within datasets due to sensor failure, for instance, has been overlooked for a long time. Although it is natural to consider addressing this issue by imputing missing values before model estimation and forecasting, we suggest treating missing values and forecasting targets indifferently and predicting all unknown values simultaneously based on observations. In this paper, we offer an efficient probabilistic forecasting approach by estimating the joint distribution of features and targets based on a generative model. It is free of preprocessing, and thus avoids introducing potential errors. Compared with the traditional "impute, then predict" pipeline, the proposed approach achieves better performance in terms of continuous ranked probability score.

Enabling Fast Unit Commitment Constraint Screening via Learning Cost Model

Unit commitment (UC) are essential tools to transmission system operators for finding the most economical and feasible generation schedules and dispatch signals. Constraint screening has been receiving attention as it holds the promise for reducing a number of inactive or redundant constraints in the UC problem, so that the solution process of large scale UC problem can be accelerated by considering the reduced optimization problem. Standard constraint screening approach relies on optimizing over load and generations to find binding line flow constraints, yet the screening is conservative with a large percentage of constraints still reserved for the UC problem. In this paper, we propose a novel machine learning (ML) model to predict the most economical costs given load inputs. Such ML model bridges the cost perspectives of UC decisions to the optimization-based constraint screening model, and can screen out higher proportion of operational constraints. We verify the proposed method's performance on both sample-aware and sample-agnostic setting, and illustrate the proposed scheme can further reduce the computation time on a variety of setup for UC problems.

Continuous and Distribution-free Probabilistic Wind Power Forecasting: A Conditional Normalizing Flow Approach

We present a data-driven approach for probabilistic wind power forecasting based on conditional normalizing flow (CNF). In contrast with the existing, this approach is distribution-free (as for non-parametric and quantile-based approaches) and can directly yield continuous probability densities, hence avoiding quantile crossing. It relies on a base distribution and a set of bijective mappings. Both the shape parameters of the base distribution and the bijective mappings are approximated with neural networks. Spline-based conditional normalizing flow is considered owing to its non-affine characteristics. Over the training phase, the model sequentially maps input examples onto samples of base distribution, given the conditional contexts, where parameters are estimated through maximum likelihood. To issue probabilistic forecasts, one eventually maps samples of the base distribution into samples of a desired distribution. Case studies based on open datasets validate the effectiveness of the proposed model, and allows us to discuss its advantages and caveats with respect to the state of the art.

Optimal Adaptive Prediction Intervals for Electricity Load Forecasting in Distribution Systems via Reinforcement Learning

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.

Skeleton Sequence and RGB Frame Based Multi-Modality Feature Fusion Network for Action Recognition

Action recognition has been a heated topic in computer vision for its wide application in vision systems. Previous approaches achieve improvement by fusing the modalities of the skeleton sequence and RGB video. However, such methods have a dilemma between the accuracy and efficiency for the high complexity of the RGB video network. To solve the problem, we propose a multi-modality feature fusion network to combine the modalities of the skeleton sequence and RGB frame instead of the RGB video, as the key information contained by the combination of skeleton sequence and RGB frame is close to that of the skeleton sequence and RGB video. In this way, the complementary information is retained while the complexity is reduced by a large margin. To better explore the correspondence of the two modalities, a two-stage fusion framework is introduced in the network. In the early fusion stage, we introduce a skeleton attention module that projects the skeleton sequence on the single RGB frame to help the RGB frame focus on the limb movement regions. In the late fusion stage, we propose a cross-attention module to fuse the skeleton feature and the RGB feature by exploiting the correlation. Experiments on two benchmarks NTU RGB+D and SYSU show that the proposed model achieves competitive performance compared with the state-of-the-art methods while reduces the complexity of the network.