Panel semiparametric quantile regression neural network for electricity consumption forecasting
用于电力消费预测的面板半参数分位数回归神经网络AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要使用省级总量面板预测电力消费,并明确采用分位数回归,支持宏观面板、分布方法与宏观预测分类。
用于电力消费预测的面板半参数分位数回归神经网络AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
China has made great achievements in electric power industry during the long-term deepening of reform and opening up. However, the complex regional economic, social and natural conditions, electricity resources are not evenly distributed, which accounts for the electricity deficiency in some regions of China. It is desirable to develop a robust electricity forecasting model. Motivated by which, we propose a Panel Semiparametric Quantile Regression Neural Network (PSQRNN) by utilizing the artificial neural network and semiparametric quantile regression. The PSQRNN can explore a potential linear and nonlinear relationships among the variables, interpret the unobserved provincial heterogeneity, and maintain the interpretability of parametric models simultaneously. And the PSQRNN is trained by combining the penalized quantile regression with LASSO, ridge regression and backpropagation algorithm. To evaluate the prediction accuracy, an empirical analysis is conducted to analyze the provincial electricity consumption from 1999 to 2018 in China based on three scenarios. From which, one finds that the PSQRNN model performs better for electricity consumption forecasting by considering the economic and climatic factors. Finally, the provincial electricity consumptions of the next $5$ years (2019-2023) in China are reported by forecasting.
利用多国非参数分位数因子模型研究增长风险
We develop a nonparametric quantile panel regression model.Within each quantile, the quantile function is a combination of linear and nonlinear parts, which we approximate using Bayesian Additive Regression Trees (BART).Cross-sectional information is captured through a conditionally heteroscedastic latent factor.The nonparametric feature enhances flexibility, while the panel feature increases the number of observations in the tails.We develop Bayesian methods for inference…
用多国非参数分位数因子模型研究增长风险
We develop a Bayesian non-parametric quantile panel regression model. Within each quantile, the response function is a convex combination of a linear model and a non-linear function, which we approximate using Bayesian Additive Regression Trees (BART). Cross-sectional information at the pth quantile is captured through a conditionally heteroscedastic latent factor. The non-parametric feature of our model enhances flexibility, while the panel feature, by exploiting…
分位数因子模型
Quantile factor models (QFM) represent a new class of factor models for high‐dimensional panel data. Unlike approximate factor models (AFM), which only extract mean factors, QFM also allow unobserved factors to shift other relevant parts of the distributions of observables. We propose a quantile regression approach, labeled Quantile Factor Analysis (QFA), to consistently estimate all the quantile‐dependent factors and loadings. Their asymptotic distributions are established…
Networks with a very large number of nodes appear in many application areas and pose challenges for traditional Gaussian graphical modelling approaches. In this paper, we focus on the estimation of a Gaussian graphical model when the dependence between variables has a block‐wise structure. We propose a penalized likelihood estimation of the inverse covariance matrix, also called Graphical LASSO, applied to block averages of observations, and we derive its asymptotic…
利用夜间灯光即时预测意大利市镇收入:深度学习方法
This paper assesses whether NASA Black Marble nightlight intensity can serve as an early indicator of annual taxable income at the Italian municipal level, where official data are released with a 12--18 month lag. Using a panel of 7{,}631 municipalities over 2012--2021, we compare four recurrent neural network architectures (LSTM, BiLSTM, GRU, Transformer) against six benchmarks: simple persistence, panel fixed effects, autoregressive distributed lag, and two spatial…
即时预测与聚合:欧元区小型经济体为何重要
The paper studies the nowcasting of Euro area Gross Domestic Product (GDP) growth using mixed data sampling machine learning panel data regressions with both standard macro releases and daily news data. Using a panel of 19 Euro area countries, we investigate whether directly nowcasting the Euro area aggregate is better than weighted individual country nowcasts. Our results highlight the importance of the information from small- and medium-sized countries, particularly when…