1 点估计
1.1 归一化均方根误差
1.2 权重均值绝对百分比误差
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:
,{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:
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.
其中为置信上限,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。