State-Space Models for Online Post-Covid Electricity Load Forecasting Competition

نویسندگان

چکیده

We present the winning strategy for IEEE DataPort Competition on Day-Ahead Electricity Load Forecasting: Post-Covid Paradigm. This competition was organized to design new forecasting methods unstable periods such as one starting in Spring 2020. First, we pre-process data with a statistical correction of meteorological variables. Second, apply standard and machine learning models. Third, rely state-space models adapt aforementioned forecasters. It achieves right compromise between two extremes. Indeed, allow learn complex dependence explanatory variables historical set but fail forecast non-stationary accurately. Conversely, purely time-series autoregressives are adaptive essence capture exogenous Finally, use aggregation experts, leverage diversity obtained forecasters improve our final predictions. The evaluation period occasion trial error put focus procedure.

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ژورنال

عنوان ژورنال: IEEE open access journal of power and energy

سال: 2022

ISSN: ['2687-7910']

DOI: https://doi.org/10.1109/oajpe.2022.3141883