3,159 research outputs found

    The Challenge of Machine Learning in Space Weather Nowcasting and Forecasting

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    The numerous recent breakthroughs in machine learning (ML) make imperative to carefully ponder how the scientific community can benefit from a technology that, although not necessarily new, is today living its golden age. This Grand Challenge review paper is focused on the present and future role of machine learning in space weather. The purpose is twofold. On one hand, we will discuss previous works that use ML for space weather forecasting, focusing in particular on the few areas that have seen most activity: the forecasting of geomagnetic indices, of relativistic electrons at geosynchronous orbits, of solar flares occurrence, of coronal mass ejection propagation time, and of solar wind speed. On the other hand, this paper serves as a gentle introduction to the field of machine learning tailored to the space weather community and as a pointer to a number of open challenges that we believe the community should undertake in the next decade. The recurring themes throughout the review are the need to shift our forecasting paradigm to a probabilistic approach focused on the reliable assessment of uncertainties, and the combination of physics-based and machine learning approaches, known as gray-box.Comment: under revie

    European day-ahead electricity price forecasting

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    Dans le contexte de l’augmentation de la part de la production énergétique provenant de sources renouvelables imprévisibles, les prix de l’électricité sont plus volatiles que jamais. Cette volatilité rend la prévision des prix plus difficile mais en même temps de plus grande valeur. Dans cette recherche, une analyse comparative de 8 modèles de prévision est effectuée sur la tâche de prédire les prix de gros de l’électricité du lendemain en France, en Allemagne, en Belgique et aux Pays-Bas. La méthodologie utilisée pour produire les prévisions est expliquée en détail. Les différences de précision des prévisions entre les modèles sont testées pour leur signification statistique. La méthode de gradient boosting a produit les prévisions les plus précises, suivi de près par une méthode d’ensemble.In the context of the increase in the fraction of power generation coming from unpredictable renewable sources, electricity prices are as volatile as ever. This volatility makes forecasting future prices more difficult yet more valuable. In this research, a benchmark of 8 forecasting models is conducted on the task of predicting day-ahead wholesale electricity prices in France, Germany, Belgium and the Netherlands. The methodology used to produce the forecasts is explained in detail. The differences in forecast accuracy between the models are tested for statistical significance. Gradient boosting produced the most accurate forecasts, closely followed by an ensemble method

    Bi-level optimisation and machine learning in the management of large service-oriented field workforces.

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    The tactical planning problem for members of the service industry with large multi-skilled workforces is an important process that is often underlooked. It sits between the operational plan - which involves the actual allocation of members of the workforce to tasks - and the strategic plan where long term visions are set. An accurate tactical plan can have great benefits to service organisations and this is something we demonstrate in this work. Sitting where it does, it is made up of a mix of forecast and actual data, which can make effectively solving the problem difficult. In members of the service industry with large multi-skilled workforces it can often become a very large problem very quickly, as the number of decisions scale quickly with the number of elements within the plan. In this study, we first update and define the tactical planning problem to fit the process currently undertaken manually in practice. We then identify properties within the problem that identify it as a new candidate for the application of bi-level optimisation techniques. The tactical plan is defined in the context of a pair of leader-follower linked sub-models, which we show to be solvable to produce automated solutions to the tactical plan. We further identify the need for the use of machine learning techniques to effectively find solutions in practical applications, where limited detail is available in the data due to its forecast nature. We develop neural network models to solve this issue and show that they provide more accurate results than the current planners. Finally, we utilise them as a surrogate for the follower in the bi-level framework to provide real world applicable solutions to the tactical planning problem. The models developed in this work have already begun to be deployed in practice and are providing significant impact. This is along with identifying a new application area for bi-level modelling techniques

    Machine Learning for Short-Term Water Demand Predictions

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    Urban water supply is coming under increased pressure due to urbanisation, water scarcity and climate change. Efficient urban water management can help alleviate this pressure by improving service quality and reducing water loss. Accurate demand and consumption forecasting enables expansion planning, financing, and operation of water distribution systems. Current research often focuses on model-centric approaches where the model is improved to drive forecast accuracy; however, more efficient data usage could be realised as an alternative to model-centric approaches, without incurring additional computation costs. This work investigates the potential of data-centric forecasting approaches, focusing on ways to improve the efficiency of data and computation resource usage for short-term water demand forecasting. To initiate the investigation, several intrinsically different forecasting models are analysed. A total of four different forecasting models, i.e., Prophet, Autoregressive Integrated Moving Average, Neural Network (NN) and Random Forest (RF) are applied to four demand datasets, i.e., one Chinese hourly demand dataset and three UK 15-minute demand datasets. Various aspects of data and model requirements for optimal performance are investigated. Results obtained from the case studies show that prolonging training data may not be necessary, and that accurate sub-daily water demand forecasting is possible with 10 days of past data for model training. In terms of accuracy, neural network and random forest tend to be better suited towards short-term water demand forecasting over statistical models. The second part of the work aims to unbox the four black-box machine learning methods – NN, Long Short-Term Memory (LSTM), RF, Extreme Gradient Boosting (XGB) and explain their inner workings using SHapley Additive exPlanations and Local Interpretable Model-Agnostic Explanations, Prophet and ARIMA are excluded due to inferior forecasting accuracy. Results have found that feature requirement depends on data resolution, the forecasting model used and the forecast time of day. Network-based models (NN and LSTM) are more temporally dependent and feature intensive, indicating that they require more feature inputs to produce equal accuracy compared to tree-based models (RF and XGB). High-resolution forecasts can maintain a high level of accuracy with only one feature at the previous point. The final part of the work analyses the possibility of incorporating Transfer Learning (TL) into the context of water demand forecasting. To evaluate the potential of TL, 18 UK DMAs water demand datasets are used. Experiments are designed to predict water demands in one DMA that has limited or unavailable data, with an aim to anaysing the forecasting ability of models built with alternative DMA data. Results have found that four and eight external DMA datasets are respectively suitable for 15-minute and hourly demand and that limited accuracy gains are achieved from samples size larger than 20,000. Finally, TL-incorporated methods can improve machine learning forecasting accuracy when there is limited data availability. The results obtained in this study prove the usefulness of data-centric approaches’ ability to improve forecasting accuracy. The data-centric approaches explored in this thesis can be used to guide the development of machine learning-based short-term demand forecasting models for researchers, operators, and utilities. Efficient use of forecasting models and demand data holds further potential in improving forecast accuracy, reducing computation cost, and bettering user confidence in the application of machine learning models.EPSR

    Review of automated time series forecasting pipelines

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    Time series forecasting is fundamental for various use cases in different domains such as energy systems and economics. Creating a forecasting model for a specific use case requires an iterative and complex design process. The typical design process includes the five sections (1) data pre-processing, (2) feature engineering, (3) hyperparameter optimization, (4) forecasting method selection, and (5) forecast ensembling, which are commonly organized in a pipeline structure. One promising approach to handle the ever-growing demand for time series forecasts is automating this design process. The present paper, thus, analyzes the existing literature on automated time series forecasting pipelines to investigate how to automate the design process of forecasting models. Thereby, we consider both Automated Machine Learning (AutoML) and automated statistical forecasting methods in a single forecasting pipeline. For this purpose, we firstly present and compare the proposed automation methods for each pipeline section. Secondly, we analyze the automation methods regarding their interaction, combination, and coverage of the five pipeline sections. For both, we discuss the literature, identify problems, give recommendations, and suggest future research. This review reveals that the majority of papers only cover two or three of the five pipeline sections. We conclude that future research has to holistically consider the automation of the forecasting pipeline to enable the large-scale application of time series forecasting
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