Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond

Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond
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DOI:
10.1016/j.ijforecast.2016.02.001
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发表时间:
2016-07-01
影响因子:
7.9
通讯作者:
Hyndman, Rob J.
Hyndman, Rob J.
中科院分区:
经济学1区
文献类型:
--
作者:
Hong, Tao;Pinson, Pierre;Hyndman, Rob J.

文献摘要

被引文献

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在过去十年中,能源行业经历了一个重大的现代化进程。其基础设施正在迅速升级。供应、需求和价格比以往任何时候都更加不稳定和不可预测。甚至其商业模式也受到了根本性的挑战。在这种竞争和动态的环境中,许多决策过程依赖于概率预测来量化不确定的未来。虽然能源预测文献中的大多数论文都集中在点或单值预测上,但近年来对概率能源预测的研究兴趣迅速增长。本文综述了近年来概率能源预测的研究进展。2014年全球能源预测竞赛(GEECom2014)是一个概率性的能源预测竞赛,分为负荷预测、电价预测、风能预测和太阳能预测四个部分,吸引了来自61个国家的581名参与者。我们总结了未来十年能源预测的12个预测。(C)2016年国际预测协会。Elsevier B.V.出版,保留所有权利。
The energy industry has been going through a significant modernization process over the last decade. Its infrastructure is being upgraded rapidly. The supply, demand and prices are becoming more volatile and less predictable than ever before. Even its business model is being challenged fundamentally. In this competitive and dynamic environment, many decision-making processes rely on probabilistic forecasts to quantify the uncertain future. Although most of the papers in the energy forecasting literature focus on point or single valued forecasts, the research interest in probabilistic energy forecasting research has taken off rapidly in recent years. In this paper, we summarize the recent research progress on probabilistic energy forecasting. A major portion of the paper is devoted to introducing the Global Energy Forecasting Competition 2014 (GEECom2014), a probabilistic energy forecasting competition with four tracks on load, price, wind and solar forecasting, which attracted 581 participants from 61 countries. We conclude the paper with 12 predictions for the next decade of energy forecasting. (C) 2016 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.