论文标题

预测+优化可再生能源计划中的问题

Predict+Optimize Problem in Renewable Energy Scheduling

论文作者

Bergmeir, Christoph, de Nijs, Frits, Genov, Evgenii, Sriramulu, Abishek, Abolghasemi, Mahdi, Bean, Richard, Betts, John, Bui, Quang, Dinh, Nam Trong, Einecke, Nils, Esmaeilbeigi, Rasul, Ferraro, Scott, Galketiya, Priya, Glasgow, Robert, Godahewa, Rakshitha, Kang, Yanfei, Limmer, Steffen, Magdalena, Luis, Montero-Manso, Pablo, Peralta, Daniel, Kumar, Yogesh Pipada Sunil, Rosales-Pérez, Alejandro, Ruddick, Julian, Stratigakos, Akylas, Stuckey, Peter, Tack, Guido, Triguero, Isaac, Yuan, Rui

论文摘要

预测+优化框架会集成预测和优化,以应对现实世界中的挑战,例如可再生能源调度,而可变性和不确定性是关键因素。本文基准了IEEE-CIS技术挑战的解决方案,以预测+优化可再生能源调度,重点是预测可再生生产和需求并优化能源成本。比赛总共吸引了49名参与者。最高的方法使用LightGBM合奏采用了随机优化,并且与确定性方法相比,能源成本至少降低了2%,这表明最准确的点预测并不一定能保证下游优化的最佳性能。已发表的数据和问题设置为能源系统的综合预测优化方法建立了基准,以进一步研究,强调了在优化模型中考虑预测不确定性以实现成本效益和可靠的能源管理的重要性。这项工作的新颖性在于其对预测+优化方法的全面评估,该方法应用于现实世界可再生能源调度问题,提供了对拟议解决方案的可扩展性,可概括性和有效性的见解。潜在的应用程序扩展到需要集成预测和优化的任何领域,例如供应链管理,运输计划和金融投资组合优化。

Predict+Optimize frameworks integrate forecasting and optimization to address real-world challenges such as renewable energy scheduling, where variability and uncertainty are critical factors. This paper benchmarks solutions from the IEEE-CIS Technical Challenge on Predict+Optimize for Renewable Energy Scheduling, focusing on forecasting renewable production and demand and optimizing energy cost. The competition attracted 49 participants in total. The top-ranked method employed stochastic optimization using LightGBM ensembles, and achieved at least a 2% reduction in energy costs compared to deterministic approaches, demonstrating that the most accurate point forecast does not necessarily guarantee the best performance in downstream optimization. The published data and problem setting establish a benchmark for further research into integrated forecasting-optimization methods for energy systems, highlighting the importance of considering forecast uncertainty in optimization models to achieve cost-effective and reliable energy management. The novelty of this work lies in its comprehensive evaluation of Predict+Optimize methodologies applied to a real-world renewable energy scheduling problem, providing insights into the scalability, generalizability, and effectiveness of the proposed solutions. Potential applications extend beyond energy systems to any domain requiring integrated forecasting and optimization, such as supply chain management, transportation planning, and financial portfolio optimization.

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