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Besides, the forecasting interval is conspicuously widened.
Pattern 3 provides the tendency that a large amount PV panels are connected in the middle of the forecasting interval.
Although LQR considers both load variation and temperature, the widened forecasting interval and discontinuity in load series may contribute to the high pinball loss.
For every WSN traffic feature, we achieve forecasting interval (30 samples forecasting horizon) based on ARFIMA model (see Figs. 8 and 9).
The result is seen in Fig. 7, which shows the estimated instantaneous loss of informationatthe end of a one-year forecasting interval as well as the average loss over the whole year to which the forecast applies.
Since QRNN captures both temperature uncertainty and load variation, the error is penalized by a greater forecasting interval, leading to the decrease in pinball loss, yet MLR without considering on load variation failed to compensate such error, therefore leading to a significant variance on this test day.
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Bayesian forecasting intervals then can be constructed[30].
Therefore, dual uncertainties should be considered to generate a more reasonable probabilistic forecasting intervals.
Nevertheless, PICP only considers the upper and lower bounds of the forecasting intervals, thus ignoring inner characteristics of the distribution.
Open image in new window Fig. 5 Forecasting results by QRNN with fixed temperature Open image in new window Fig. 6 Hourly load forecasting results of zone CT, New England, 2015 Open image in new window Fig. 7 Forecasting intervals in period of 48 hours.
Depending on the nature of the data, the evolution of the correlation coefficient shows different developments for increasing forecasting intervals.
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