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Power Load Probabilistic Prediction Based on Multi-Value Quantile Regression and Timing Fusion Ensemble Learning
Yuhang Liu1, Fei Mei1, Jun Zhang1
1School of Electrical and Power Engineering, Hohai University, Nanjing 211100, China.
Abstract:
The core component to ensure the refined and safe operation of distribution network scheduling is 10 kV bus load probabilistic prediction. However, existing probabilistic prediction methods suffer from insufficient dynamic feature extraction and compromised prediction reliability caused by quantile crossing. To address these issues, this paper proposes a 10 kV bus load probabilistic prediction method integrating multi-value quantile regression (MQR) and a temporal fusion ensemble learning model (ELM). Firstly, a temporal fusion ensemble learning model is constructed, which integrates multiple temporal fusion network (TFN) sub-models through a stacking framework to parallel extract multi-dimensional temporal features of loads, effectively enhancing its feature capture capability for complex load data. Secondly, MQR is introduced as the core objective function to synchronously generate multi-quantile load forecasting results, comprehensively depicting the load probability distribution. Finally, a Listwise Maximum Likelihood Estimation (ListMLE) ranking constraint mechanism is embedded, which optimizes quantile ordering through monotonicity constraints, significantly reducing the degree of quantile crossing and improving the interpretability of forecasting results. The results show that the MQR-ELM algorithm achieves a Prediction Interval Coverage Probability of 94.624% (close to the nominal coverage rate of 95%), a Prediction Interval Averaged Width of 588.526, a Crossing Degree Index of only 0.0476, and a Continuous Ranked Probability Score as low as 84.931. All core indicators are significantly superior to those of the comparative algorithms.
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