Energy demand condition density prediction method
A technology of conditional density and forecasting method, applied in the field of forecasting theory, can solve problems such as inaccurate forecasting results and missetting of models
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[0041] The purpose of the present invention is to establish a support vector quantile regression model for energy demand forecasting, realize conditional density forecasting of energy demand, and provide more useful information than point forecasting.
[0042] The present invention solves the technical problem by adopting a method combining theoretical derivation, algorithm realization, system simulation and case analysis, and specifically adopts the following technologies to realize:
[0043] 1. Based on the support vector machine and quantile regression model, the support vector quantile regression model of energy demand is established.
[0044] 2. In order to solve the heterogeneity of conditional density, based on the idea of weighted quantile regression, a support vector weighted quantile regression model of energy demand is established; the difficulty in the selection of weight function is solved by using the non-parametric kernel method.
[0045] 3. For the support ve...
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