Predicting multivariate time series in real time with confidence intervals: Applications to renewable energy

被引：8

作者：

Hirata, Yoshito ^{[1
,2
,3
]}

Aihara, Kazuyuki ^{[1
,2
,3
]}

Suzuki, Hideyuki ^{[1
,2
,3
]}

机构：

[1] Univ Tokyo, Inst Ind Sci, Meguro Ku, Tokyo 1538505, Japan

[2] Univ Tokyo, Grad Sch Informat Sci & Technol, Dept Math Informat, Tokyo 1538505, Japan

[3] JST, CREST, Kawaguchi, Saitama 3320012, Japan

来源：

EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS | 2014年 / 223卷 / 12期

基金：

日本科学技术振兴机构;

关键词：

Prediction Error; Wind Turbine; European Physical Journal Special Topic; Japan Meteorological Agency; Multivariate Time Series;

D O I：

10.1140/epjst/e2014-02210-3

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We extend our earlier work on predicting a univariate time series in real time with confidence intervals (Hirata, et al., Renew. Energy 67, 35 (2014)) to a multivariate time series. We realize this extension by using the "p-norm" where p is smaller than 1. We compare the performance when p is 0.5 with that when p is 2 using solar irradiation data and wind data measured all over Japan.

引用

页码：2451 / 2460

页数：10

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