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利用分位数回归算法进行城市用水需求概率预测

研究问题
如何建立可自动化的城市用水需求提前一天概率预测系统,并比较不同分位数回归算法及均值、 中位数组合的表现?
方法与思路
作者比较分位数回归、线性提升、广义随机森林、梯度提升和分位数神经网络及其组合,使用水流量和水文气象序列。
材料陈述的贡献
摘要称,多数结果有利于线性提升,可能与水流量趋势有关;均值和中位数组合整体也表现良好,但未给出具体指标。
阅读关注点
应核对滚动预测和训练窗口、分位数校准与交叉问题、概率预测评分,以及外生预测变量在预测时是否实际可得。
阅读边界
这是 arXiv 预印本,不能据此确认同行评审或期刊接收;摘要未给出比较数值,趋势解释是推测,不能视为已验证机制。

原文摘要

Machine and statistical learning algorithms can be reliably automated and applied at scale. Therefore, they can constitute a considerable asset for designing practical forecasting systems, such as those related to urban water demand. Quantile regression algorithms are statistical and machine learning algorithms that can provide probabilistic forecasts in a straightforward way, and have not been applied so far for urban water demand forecasting. In this work, we aim to fill this gap by automating and extensively comparing several quantile-regression-based practical systems for probabilistic one-day ahead urban water demand forecasting. For designing the practical systems, we use five individual algorithms (i.e., the quantile regression, linear boosting, generalized random forest, gradient boosting machine and quantile regression neural network algorithms), their mean combiner and their median combiner. The comparison is conducted by exploiting a large urban water flow dataset, as well as several types of hydrometeorological time series (which are considered as exogenous predictor variables in the forecasting setting). The results mostly favour the practical systems designed using the linear boosting algorithm, probably due to the presence of trends in the urban water flow time series. The forecasts of the mean and median combiners are also found to be skilful in general terms.

笔记与分组
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