一个强大的最大电流预测模型,用于具有异常值的时间序列
1College of Computer, Xi'an Aeronautical Institute, Xi'an, Shaanxi Province, China.
PeerJ. Computer science
|June 22, 2023
概括
本研究引入了一个强大的最大电流自行回归 (MCAR) 模型用于时间序列预测. 与传统方法相比,MCAR模型有效地减少了异常干扰,提高了预测准确度.
科学领域:
- 时间序列分析时间序列分析.
- 强大的统计数据.
- 信号处理 信号处理
背景情况:
- 传统的时间序列预测模型与异常损坏的数据作斗争,降低了可靠性和准确性.
- 异常值在实际应用中显著影响自回归模型的性能.
- 准确的电力需求预测对于电网管理和稳定性至关重要.
研究的目的:
- 提出一个强大的最大电流率自行回归 (MCAR) 预测模型.
- 在异常值存在的情况下,提高时间序列预测的准确性.
- 通过使用真实功率序列数据对比深度学习方法来评估MCAR模型的性能.
主要方法:
- 开发了一个强大的MCAR模型,结合了最大电流原则.
- 利用高斯核宽度对相关性来测量本地数据相似性.
- 在MCAR模型中用于参数估计的半确定的放松.
- 将模型应用于来自中国汉中市的实际功率序列数据.
主要成果:
- 与深度学习方法相比,MCAR模型显示出更高的性能.
- MCAR实现了1.63%低于平均值的平均绝对百分比误差 (MAPE).
- 证实最大电流是有效的减轻异常干扰.
结论:
- 拟议的MCAR模型为具有异常值的时间序列预测提供了强大而准确的解决方案.
- 最大电流是提高自回归模型可靠性的宝贵工具.
- 该MCAR模型显示了在电力系统预测中应用的巨大潜力.
相关概念视频
Outliers and Influential Points
4.1K
An outlier is an observation of data that does not fit the rest of the data. It is sometimes called an extreme value. When you graph an outlier, it will appear not to fit the pattern of the graph. Some outliers are due to mistakes (for example, writing down 50 instead of 500), while others may indicate that something unusual is happening. Outliers are present far from the least squares line in the vertical direction. They have large "errors," where the "error" or residual is the...
4.1K
What Are Outliers?
3.9K
Outliers are observed data points that are far from the least squares line. They have unusual values and need to be examined carefully. Though an outlier may result from erroneous data, at other times, it may hold valuable information about the population under study and should be included in the data. Hence, it is crucial to examine what causes a data point to be an outlier.
The z score is used to find outliers or unusual values. It should be noted that any values beyond -2 and +2 are...
The z score is used to find outliers or unusual values. It should be noted that any values beyond -2 and +2 are...
3.9K
Prediction Intervals
2.3K
The interval estimate of any variable is known as the prediction interval. It helps decide if a point estimate is dependable.
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
2.3K
Quantifying and Rejecting Outliers: The Grubbs Test
1.7K
Sometimes, a data set can have a recorded numerical observation that greatly deviates from the rest of the data. Assuming that the data is normally distributed, a statistical method called the Grubbs test can be used to determine whether the observation is truly an outlier. To perform a two-tailed Grubbs test, first, calculate the absolute difference between the outlier and the mean. Then, calculate the ratio between this difference and the standard deviation of the sample. This...
1.7K
Correlation of Experimental Data
256
Dimensional analysis simplifies complex physical problems and guides experimental investigations, but it does not provide complete solutions. It identifies the dimensionless groups that influence a phenomenon, but experimental data is needed to establish the specific relationships and validate theoretical predictions.
For example, a spherical particle moving through a viscous fluid experiences drag. Dimensional analysis shows that the drag force depends on the particle's diameter, velocity,...
For example, a spherical particle moving through a viscous fluid experiences drag. Dimensional analysis shows that the drag force depends on the particle's diameter, velocity,...
256
Detection of Gross Error: The Q Test
6.3K
When one or more data points appear far from the rest of the data, there is a need to determine whether they are outliers and whether they should be eliminated from the data set to ensure an accurate representation of the measured value. In many cases, outliers arise from gross errors (or human errors) and do not accurately reflect the underlying phenomenon. In some cases, however, these apparent outliers reflect true phenomenological differences. In these cases, we can use statistical methods...
6.3K


