基于GHMM历史状态特征增强的天然气短期负荷预测

Short-term natural gas load forecasting enhanced by GHMM-derived historical state features

  • 摘要:
    目的 针对天然气日负荷受历史惯性、气象条件、日期类型及潜在负荷情境等多因素共同影响,静态日历变量难以充分表征不同日期动态运行状态差异的问题,提出一种基于高斯隐马尔可夫模型(Gaussian Hidden Markov Model, GHMM)历史状态特征增强的天然气短期负荷预测方法,以挖掘具有时序连续性与状态转移特征的潜在负荷情境。
    方法 基于法国开放能源网络平台2018—2024年共2 557个日样本,构造了55项基础特征;选取7项日内负荷形态指标、3项气象指标及3项日历指标作为GHMM观测变量,在训练集上分别拟合隐状态数为3、4、5、6的GHMM,并以GHMM与XGBoost(eXtreme Gradient Boosting)耦合而成的GHMM-XGBoost模型在验证集上的RMSE为依据选择状态数。确定最优隐状态数为5后,在训练集与验证集合并样本上重新拟合GHMM,并依据离线解码得到的历史状态序列构造31项GHMM增强特征。预测阶段以前1日实际负荷作为预测基准,XGBoost与LightGBM(Light Gradient Boosting Machine)学习当日相对于前1日的负荷增量,并对比XGBoost、GHMM-XGBoost、LightGBM及GHMM-LightGBM的预测性能。
    结果 GHMM-XGBoost在测试集上的MAE、RMSE、MAPE、R2分别为43 976.13 MW·h/d、62 883.62 MW·h/d、4.7408%、0.9849;与基础XGBoost相比,GHMM-XGBoost的MAE、RMSE、MAPE分别下降2.85%、2.55%、2.02%,同时R2提高0.000 8。GHMM-LightGBM的MAPE为4.719 4%,低于基础LightGBM的4.774 8%,表明GHMM增强特征在不同梯度提升树模型中均表现出一致的增益方向。
    结论 在固定时间切分、固定树模型参数、离线状态解码及逐日一步增量预测协议下,GHMM增强特征能够在已有历史负荷、气象及日历特征基础上进一步刻画负荷情境的持续性与转移规律,为树模型提供具有时序结构的补充信息。研究结果可为天然气负荷动态情境识别、多源特征融合及传统机器学习模型的时序状态增强提供方法参考。

     

    Abstract:
    Objective Daily natural gas load is influenced by multiple factors, including historical inertia, meteorological conditions, date types, and latent load regimes. However, static calendar variables fail to sufficiently characterize differences in dynamic operating states across different days. To address this gap, this study introduces a short-term natural gas load forecasting method enhanced by historical state features derived from the Gaussian Hidden Markov Model (GHMM). This approach extracts latent, temporally continuous load regimes and state transitions that basic features miss.
    Methods A total of 2,557 daily samples spanning 2018–2024 are collected from the French Open Data Réseaux Énergies platform to construct 55 basic features. Seven intraday load-pattern indicators, three meteorological indicators and three calendar indicators are selected as observation variables for the GHMM. GHMMs with 3, 4, 5, and 6 hidden states are fitted on the training set. The RMSE of the coupled GHMM-XGBoost model on the validation set is used to select the number of states. After the optimal 5-state model is determined, the GHMM is refitted on the combined training and validation sets. Thirty-one GHMM-enhanced features are constructed according to the historical state sequence obtained via offline decoding. For forecasting, Persistence serves as the benchmark, while XGBoost and Light Gradient Boosting Machine (LightGBM) learn the daily load increment relative to the previous day. The forecasting performance of XGBoost, GHMM-XGBoost, LightGBM, and GHMM-LightGBM is compared.
    Results On the test set, GHMM-XGBoost achieves a Mean Absolute Error (MAE) of 43,976.13 MW·h/d, RMSE of 62,883.62 MW·h/d, Mean Absolute Percentage Error (MAPE) of 4.7408%, and coefficient of determination (R2) of 0.9849. Compared to vanilla XGBoost, MAE, RMSE, and MAPE decrease by 2.85%, 2.55%, and 2.02%, respectively, while R2 increases by 0.0008. Similarly, GHMM-LightGBM achieves a MAPE of 4.7194%, outperforming vanilla LightGBM (4.7748%). These results demonstrate that GHMM-enhanced features deliver consistent performance gains across different gradient-boosting tree-based models.
    Conclusion With a fixed temporal split, fixed tree-model parameters, offline state decoding, and one-step-ahead daily incremental forecasting, GHMM-enhanced features further characterize the persistence and transition patterns of load regimes on the basis of existing historical load, meteorological, and calendar features. They provide tree-based models with supplementary temporally structured information. The research findings can offer methodological references for dynamic natural-gas load-regime identification, multi-source feature fusion, and temporal-state enhancement for conventional machine learning models.

     

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