S. Vogt

Jens Schreiber, Stephan Vogt, Bernhard Sick

Task embeddings in multi-layer perceptrons for multi-task learning and inductive transfer learning in renewable power forecasts have recently been introduced. In many cases, this approach improves the forecast error and reduces the required training data. However, it does not take the seasonal influences in power forecasts within a day into account, i.e., the diurnal cycle. Therefore, we extended this idea to temporal convolutional networks to consider those seasonalities. We propose transforming the embedding space, which contains the latent similarities between tasks, through convolution and providing these results to the network's residual block. The proposed architecture significantly improves up to 25 percent for multi-task learning for power forecasts on the EuropeWindFarm and GermanSolarFarm dataset compared to the multi-layer perceptron approach. Based on the same data, we achieve a ten percent improvement for the wind datasets and more than 20 percent in most cases for the solar dataset for inductive transfer learning without catastrophic forgetting. Finally, we are the first proposing zero-shot learning for renewable power forecasts to provide predictions even if no training data is available.

Maarten Bieshaar, Jens Schreiber, Stephan Vogt et al.

In this article, we present a novel approach to multivariate probabilistic forecasting. Our approach is based on an extension of single-output quantile regression (QR) to multivariate-targets, called quantile surfaces (QS). QS uses a simple yet compelling idea of indexing observations of a probabilistic forecast through direction and vector length to estimate a central tendency. We extend the single-output QR technique to multivariate probabilistic targets. QS efficiently models dependencies in multivariate target variables and represents probability distributions through discrete quantile levels. Therefore, we present a novel two-stage process. In the first stage, we perform a deterministic point forecast (i.e., central tendency estimation). Subsequently, we model the prediction uncertainty using QS involving neural networks called quantile surface regression neural networks (QSNN). Additionally, we introduce new methods for efficient and straightforward evaluation of the reliability and sharpness of the issued probabilistic QS predictions. We complement this by the directional extension of the Continuous Ranked Probability Score (CRPS) score. Finally, we evaluate our novel approach on synthetic data and two currently researched real-world challenges in two different domains: First, probabilistic forecasting for renewable energy power generation, second, short-term cyclists trajectory forecasting for autonomously driving vehicles. Especially for the latter, our empirical results show that even a simple one-layer QSNN outperforms traditional parametric multivariate forecasting techniques, thus improving the state-of-the-art performance.