基于NGBoost的可解释风电功率概率预测Interpretable wind power probabilistic prediction based on NGBoost
李炳胜,庞传军,程大闯
LI Bingsheng,PANG Chuanjun,CHENG Dachuang
摘要(Abstract):
为实现风电功率概率预测,分析预测结果的影响因素,提出一种基于NGBoost(自然梯度提升)算法并考虑可解释性的风电功率概率预测方法。首先,在分析风电功率特性的基础上给出风电功率概率预测模型的定义,利用NGBoost算法训练预测模型,实现考虑风电功率异方差特性的概率预测;然后,利用合作博弈论中的Shapley值对预测模型进行解释,分析气象因素对预测结果的影响;最后,采用实际风电场数据验证模型的预测性能,并与其他方法进行比较。结果表明,所提方法取得了较好的预测效果,并且能够解释预测结果,分析气象因素对预测结果的影响是一种兼具实用性和有效性的风电功率概率预测方法。
To realize the probabilistic prediction of wind power and analyze the influencing factors of the prediction results, this paper proposes a probabilistic prediction method of wind power based on natural gradient boosting(NGBoost) and takes account of interpretable wind power probabilistic forecast method. Firstly, the definition of a probabilistic wind power prediction model is given based on the analysis of wind power characteristics. The NGBoost algorithm is used to train the prediction model to achieve probabilistic prediction considering the heteroskedasticity characteristics of wind power. Secondly, the Shapley value in cooperative game theory is used to interpret the prediction model and analyze the influence of meteorological factors on the prediction results. Finally, the prediction performance of the model is verified using actual wind farm data and compared with other methods. The results show that the proposed method achieves good prediction effect and can explain the prediction results and analyze the influence of meteorological factors on the prediction results. The method is practical and effective.
关键词(KeyWords):
风电功率概率预测;风电功率不确定性;梯度提升算法;Shapley值
wind power probabilistic prediction;wind power uncertainty;NGBoost;Shapley value
基金项目(Foundation): 国家电网有限公司科技项目(5108-202218280A-2-277-XG)
作者(Author):
李炳胜,庞传军,程大闯
LI Bingsheng,PANG Chuanjun,CHENG Dachuang
DOI: 10.19585/j.zjdl.202303004
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