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研究生： 胡程翔
Cheng-Hsiang Hu
論文名稱： 使用動態權重集成模型預測用電資料之時間序列
Forecasting Time Series for Electricity Consumption Data Using Dynamic Weighted Ensemble Model
指導教授： 陳怡伶
Yi-Ling Chen
口試委員: 戴碧如
Bi-Ru Dai
陳玉芬
Yu-Fen Chen
學位類別： 碩士
Master
系所名稱： 電資學院 - 資訊工程系
Department of Computer Science and Information Engineering
論文出版年： 2020
畢業學年度： 108
語文別： 英文
論文頁數： 49
中文關鍵詞： 電力附載預測 、資料探勘 、時間序列預測 、單變量 、集成模型
外文關鍵詞： Electricity Load Forecasting, Data Mining, Time Series Forecasting, Univariate, Ensemble Model
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    • Abstract in Chinese . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iii Abstract in English . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iv Acknowledgements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v Contents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vi List of Figures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix List of Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xi 1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Challenges and Goals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.3 Contributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.4 The Outline of Thesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2 Related Works . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 3 Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 3.1 Data Serialization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 3.1.1 Serialization1 (for day-to-hour prediction) . . . . . . . . . . . . . 9 3.1.2 Serialization2 (for hour-to-hour prediction) . . . . . . . . . . . . 10 3.1.3 Serialization3 (for day-to-day prediction) . . . . . . . . . . . . . 11 3.2 Base Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.2.1 MLP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.2.2 Sel-CNN (Selected CNN) . . . . . . . . . . . . . . . . . . . . . 12 3.2.3 XGBoost . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 3.2.4 Random Forest . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 3.3 Two Phase Ensemble . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 4 Experiments and Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 4.1 Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 4.2 Missing Value Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . 19 4.3 Methods Used for Comparison . . . . . . . . . . . . . . . . . . . . . . . 21 4.4 Experiment Setup . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 4.4.1 Australia dataset . . . . . . . . . . . . . . . . . . . . . . . . . . 23 4.4.2 Taiwan dataset . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 4.5 Evaluation Metrics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 4.6 Results and Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 4.6.1 Comparison of different types of data serialization . . . . . . . . 26 4.6.2 Comparison of various ensembles with different types of data serializations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 4.6.3 Comparison results in Australian dataset . . . . . . . . . . . . . . 28 4.6.4 Comparison results in Taiwanese dataset . . . . . . . . . . . . . 29 4.6.5 Comparison of running time in Australian and Taiwanese dataset . 30 4.6.6 Comparison of different methods for estimating missing values in training data for DWEM . . . . . . . . . . . . . . . . . . . . . . 30 5 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

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