1 点估计

1.1 归一化均方根误差

nRMSE=100  ×  i  =  1Ntt  =t0  Txi,  tμi,  t2Nt(Tt0)  %{\rm{nRMSE = 100} }\; \times \;\sqrt {\frac{ {\sum\nolimits_{i\; = \;1}^{ {N_t} } {\sum\nolimits_{t\; = {t_0}\;}^T | } {x_{i,\;t} } {\rm{ - } } {\mu _{i,\;t} } { {\rm{|} }^2} } } { { {N_t}(T - {t_0})} } } \;\%

1.2 权重均值绝对百分比误差

WMAPE=100  ×  i=1Ntt=t0Txi,  tμi,ti=1Ntt=t0  Txi,t%{\rm{WMAPE = 100} }\; \times \;\frac{ {\sum\nolimits_{i = 1}^{ {N_t} } {\sum\nolimits_{t = {t_0} }^T | } {x_{i,\;t} } {\rm{ - } } {\mu _{i,t} } {\rm{|} } } } { {\sum\nolimits_{i = 1}^{ {N_t} } {\sum\nolimits_{t = {t_0}\;}^T | } {x_{i,t} } {\rm{|} } } }\%

2 概率估计

2.1 平均覆盖误差(ACE)

首先求出预测区间覆盖概率:
PICP=i  =1Ntt  =t0  Tci,  tNt(Tt0){\rm{PICP} } = \frac{ {\sum\nolimits_{i\; = 1}^{ {N_t} } {\sum\nolimits_{t\; = {t_0}\;}^T { {c_{i,\;t} } } } } } { { {N_t}(T - {t_0})} },{c_i} = \left\{ {\begin{array} {*{20} {c} } {1,{x_{i,\;t} } \in [{\rm{U} }_{i,\;t}^{\;\alpha \;},\;{\rm{L} }_{i,\;t}^{\;\alpha \;}]\;}\\ {0,\;{x_{i,\;t} }\; \notin [{\rm{U} }_{i,\;t}^{\;\alpha \;},\;{\rm{L} }_{i,\;t}^{\;\alpha \;}]\;} \end{array} } \right.
得平均覆盖误差:ACE=  PICP100(1α)%  {\rm{ACE = |} }\;{\rm{PICP - 100} }({\rm{1 - } }\alpha )\% \;{\rm{|} }

2.2 综合锐度与准确率分数

预测区间归一化平均宽度:${\rm{PINAW} } = {\rm{100} } \times \frac{ {\sum\nolimits_{i = 1}^{ {N_t} } {\sum\nolimits_{t = {t_0};}^T {({\rm{U} }{i,;t}^{;\alpha ;} } } - {\rm{L} }{i,;t}^{;\alpha ;})} } { { {N_t} \times (T - {t_0}) \times {\rm{R} } } }% $

综合锐度与准确率分数:{\rm{I} } { {\rm{S} }^\alpha }({x_{i,\;t} }) = \left\{ {\begin{array} {*{20} {l} } { - 2\alpha ({U^\alpha }({x_{i,{\kern 1pt} t} }) - {L^\alpha }({x_{i,{\kern 1pt} t} })) - 4({L^\alpha }({x_{i,{\kern 1pt} t} }) - {x_{i,{\kern 1pt} t} }),{\mkern 1mu} if{\mkern 1mu} {x_{i,{\kern 1pt} t} } < {L^\alpha }({x_{i,{\kern 1pt} t} })}\\ { - 2\alpha ({U^\alpha }({x_{i,{\kern 1pt} t} }) - {L^\alpha }({x_{i,{\kern 1pt} t} })),\;\quad \qquad \qquad if{\mkern 1mu} {x_{i,{\kern 1pt} t} } \in P{I^\alpha }({x_{i,{\kern 1pt} t} })}\\ { - 2\alpha ({U^\alpha }({x_{i,{\kern 1pt} t} }) - {L^\alpha }({x_{i,{\kern 1pt} t} })) - 4({x_{i,{\kern 1pt} t} } - {U^\alpha }({x_{i,{\kern 1pt} t} })),{\mkern 1mu} if{\mkern 1mu} {x_{i,{\kern 1pt} t} } > {U^\alpha }({x_{i,{\kern 1pt} t} })} \end{array} } \right.

其中Uα(xi,t){ {U^\alpha }({x_{i,{\kern 1pt} t} })}为置信上限,Lα(xi,t){ {L^\alpha }({x_{i,{\kern 1pt} t} })}为置信下限。

3 部分概率预测方法评估

在文章An Integrated Missing-Data Tolerant Model for Probabilistic PV Power Generation Forecasting中,给出了LSTM、ANN(人工神经网络)、GP(高斯过程回归)的概率预测效果表,观察到,LSTM类的综合得分最高,表现优良。