论文标题
您的预报师比能源工程师更聪明：深入了解电价预测
Is your forecaster smarter than an energy engineer: a deep dive into electricity price forecasting
论文作者
论文摘要
在过去几年中，电价预测领域的进步取得了重大进展，包括开发新的，更准确的预测模型。这些模型利用先前观察到的数据中的统计关系来预测未来。但是，缺乏解释这些模型的分析，这限制了其现实世界中的关键基础架构的适用性。在本文中，使用来自比利时电力市场的数据，我们探索了一个最先进的预测模型，以了解是否可以在更一般的环境中信任其预测，而不是训练它的有限上下文。如果该模型在极端条件下产生较差的预测，或者其预测与现实不一致，那么在现实世界中，这些模型在现实世界中都无法依赖于这些预期的依据。我们的结果表明，尽管总体上足够准确，但即使状态预测，与保持现实保持一致。
The field of electricity price forecasting has seen significant advances in the last years, including the development of new, more accurate forecast models. These models leverage statistical relationships in previously observed data to predict the future; however, there is a lack of analysis explaining these models, which limits their real world applicability in critical infrastructure. In this paper, using data from the Belgian electricity markets, we explore a state-of-the-art forecasting model to understand if its predictions can be trusted in more general settings than the limited context it is trained in. If the model produces poor predictions in extreme conditions or if its predictions are inconsistent with reality, it cannot be relied upon in real-world where these forecasts are used in downstream decision-making activities. Our results show that, despite being largely accurate enough in general, even state of the art forecasts struggle with remaining consistent with reality.
