需要予測における誤差要因を考慮した信頼区間推定手法

カテゴリ: 論文誌(論文単位)

グループ名: 【C】電子・情報・システム部門

発行日: 2016/06/01

タイトル(英語): Confidence Interval Estimating Method for Load Forecasting with Consideration of Error Causes

著者名: 石橋　直人（富士電機（株）），樺澤　明裕（富士電機（株）），飯坂　達也（富士電機（株）），勝野　徹（富士電機（株））

著者名(英語): Naoto Ishibashi (Fuji Electric Co., Ltd.), Akihiro Kabasawa (Fuji Electric Co., Ltd.), Tatsuya Iizaka (Fuji Electric Co., Ltd.), Tohru Katsuno (Fuji Electric Co., Ltd.)

キーワード: 信頼区間推定，決定木，ベータ分布，最尤推定　　confidence interval estimation，decision tree，beta distribution，maximum likelihood estimation

要約(英語): This paper presents a confidence interval estimating method for load forecasting with consideration of error causes. In recent years, it has been planned to introduce the new balancing rules by Ministry of Economy, Trade and Industry (METI). It will be required to submit the planned values of power generation amount and load amount. Thus, it is necessary to evaluate the confidence interval for load forecasting in terms of power producer and supplier. The proposed method uses the decision tree to analyze error causes and the beta distribution to estimate proper confidence interval. The former has functions to classify data into terminal nodes and extract rules from each terminal node with consideration of error causes. The latter expresses a variety of distribution shape by parameters estimated maximum likelihood for obtained error distribution. The effectiveness of the proposed method is demonstrated using actual data of considerable local electric power utility. The proposed confidence interval estimating method succeeded in reducing 5.0%pt of Prediction Interval Coverage Probability (PICP) and 0.9%pt of Normalized Mean Prediction Interval Length (NMPIL) for the conventional method without consideration of error causes. Therefore the proposed method can estimate more accurately than conventional method.

本誌: 電気学会論文誌C（電子・情報・システム部門誌） Vol.136 No.6 （2016） 特集：エネルギーデータ利用技術

本誌掲載ページ: 775-783 p

原稿種別: 論文／日本語

電子版へのリンク: https://www.jstage.jst.go.jp/article/ieejeiss/136/6/136_775/_article/-char/ja/