Energy Forecasting Models

Layer 2 provides state-of-the-art machine learning models specifically designed for energy domain challenges. Each model is optimized for different forecasting horizons, data patterns, and accuracy requirements.

Model Categories

Time Series Models

Classical and modern approaches for temporal pattern recognition

Weather-Based Models

Renewable generation forecasting with meteorological data

Behavioral Models

Demand forecasting incorporating human behavior patterns

Ensemble Methods

Combining multiple models for optimal accuracy

Available Models

Classical Time Series

Auto-Regressive Integrated Moving AverageBest for: Stable patterns, linear trends, short-term forecasting
from qubit.forecasting.models import ARIMAForecaster

forecaster = ARIMAForecaster(
    order=(2, 1, 2),  # (p, d, q)
    seasonal_order=(1, 1, 1, 24),  # Daily seasonality
    auto_select=True  # Automatic parameter selection
)

forecaster.fit(historical_data)
forecast = forecaster.predict(horizon="24h")
Strengths:
  • Fast training and inference
  • Interpretable parameters
  • Confidence intervals included
  • Good for stable seasonal patterns
Limitations:
  • Assumes linear relationships
  • Limited external feature support
  • Poor with non-stationary data

Machine Learning Models

Ensemble of Decision TreesBest for: Feature-rich data, non-linear patterns, uncertainty quantification
from qubit.forecasting.models import RandomForestForecaster

forecaster = RandomForestForecaster(
    n_estimators=100,
    max_depth=15,
    min_samples_split=5,
    bootstrap=True
)

# Include weather and calendar features
features = feature_engineer.extract(
    energy_data,
    include_weather=True,
    include_calendar=True,
    include_lag=True
)

forecaster.fit(features, target_values)
forecast = forecaster.predict(future_features)
Feature Importance Analysis:
importance = forecaster.get_feature_importance()
print(importance.head(10))

# Output:
# temperature             0.234
# hour_sin               0.187
# load_lag_24h           0.156
# is_weekend             0.098
# cloud_cover            0.089

Deep Learning Models

Long Short-Term MemoryBest for: Long-term dependencies, complex temporal patterns
from qubit.forecasting.models import LSTMForecaster

forecaster = LSTMForecaster(
    lstm_units=[128, 64],
    dropout=0.2,
    lookback_window=168,  # 1 week of hourly data
    forecast_horizon=24,
    batch_size=32,
    epochs=100
)

# Multi-step ahead prediction
forecaster.fit(
    X_train, y_train,
    validation_split=0.2,
    early_stopping=True
)

forecast = forecaster.predict(X_test)
Architecture Visualization:
forecaster.plot_model_architecture()
forecaster.plot_training_history()
Sequence-to-Sequence Prediction:
# Input: 7 days of hourly data
# Output: Next 24 hours
forecast = forecaster.predict_sequence(
    input_sequence,
    horizon=24
)

Domain-Specific Forecasters

Solar Generation Forecasting

Demand & Load Forecasting

Wind Generation Forecasting

Ensemble Methods

Model Combination Strategies

from qubit.forecasting.ensemble import WeightedEnsemble

ensemble = WeightedEnsemble([
    ('prophet', ProphetForecaster()),
    ('xgboost', XGBoostForecaster()),
    ('lstm', LSTMForecaster())
], weights=[0.3, 0.4, 0.3])

# Automatic weight optimization
ensemble.optimize_weights(
    X_train, y_train,
    method='minimize_mse'
)

Model Selection Guide

Choose models based on your specific use case, data characteristics, and performance requirements.

Decision Matrix

Use CaseRecommended ModelAlternativeTraining TimeInference Speed
Short-term load (1-4h)XGBoostARIMAMediumFast
Day-ahead solarEnsembleRandom ForestSlowMedium
Week-ahead demandProphetLSTMFastFast
Real-time pricingARIMASVRFastVery Fast
Seasonal planningProphetExponential SmoothingFastFast
Complex patternsLSTMTransformerVery SlowSlow

Data Requirements

Small Dataset (<1000 samples)

  • ARIMA
  • Exponential Smoothing
  • SVR
  • Simple ensemble

Medium Dataset (1k-10k samples)

  • Random Forest
  • XGBoost
  • Prophet
  • Weighted ensemble

Large Dataset (>10k samples)

  • LSTM/GRU
  • Transformer
  • Deep ensemble
  • Stacking ensemble

Very Large Dataset (>100k samples)

  • Distributed XGBoost
  • Multi-GPU LSTM
  • Transformer with attention
  • Neural ensemble

Advanced Features

Uncertainty Quantification

All models support multiple uncertainty estimation methods:
# Prediction intervals
forecast = forecaster.predict(
    X_test,
    confidence_levels=[0.5, 0.8, 0.95],
    method='quantile_regression'
)

# Monte Carlo dropout (for neural networks)
forecast = lstm_forecaster.predict(
    X_test,
    uncertainty_method='mc_dropout',
    mc_samples=100
)

# Ensemble variance
forecast = ensemble.predict(
    X_test,
    return_std=True,
    return_individual_predictions=True
)

Online Learning

Models that adapt to new data automatically:
from qubit.forecasting.online import OnlineForecaster

online_model = OnlineForecaster(
    base_model=XGBoostForecaster(),
    update_frequency='1h',
    window_size=8760,  # 1 year rolling window
    adaptation_rate=0.01
)

# Continuous learning
for new_data_point in data_stream:
    prediction = online_model.predict(new_data_point.features)
    online_model.update(new_data_point.features, new_data_point.target)

Multi-Horizon Forecasting

Generate predictions for multiple time horizons simultaneously:
from qubit.forecasting.multi import MultiHorizonForecaster

forecaster = MultiHorizonForecaster(
    horizons=['1h', '6h', '24h', '7d'],
    models={
        '1h': ARIMAForecaster(),
        '6h': XGBoostForecaster(),
        '24h': LSTMForecaster(),
        '7d': ProphetForecaster()
    }
)

multi_forecast = forecaster.predict(X_test)
print(f"1-hour: {multi_forecast['1h'].peak_value:.2f} kW")
print(f"24-hour: {multi_forecast['24h'].total:.2f} kWh")

Model Evaluation

Comprehensive Metrics

from qubit.forecasting.evaluation import ForecastEvaluator

evaluator = ForecastEvaluator(
    metrics=['mape', 'rmse', 'mae', 'peak_accuracy', 'energy_score']
)

results = evaluator.evaluate(
    y_true=test_targets,
    forecasts=model_predictions,
    timestamps=test_timestamps
)

# Energy-specific metrics
print(f"MAPE: {results.mape:.2%}")
print(f"Peak timing accuracy: {results.peak_accuracy:.2%}")
print(f"Energy score: {results.energy_score:.3f}")

Cross-Validation

Time series aware cross-validation:
from qubit.forecasting.validation import TimeSeriesCrossValidator

cv = TimeSeriesCrossValidator(
    n_splits=5,
    gap=24,  # 24-hour gap between train/test
    horizon=24  # 24-hour forecast horizon
)

cv_scores = cv.cross_validate(
    forecaster=XGBoostForecaster(),
    X=features,
    y=targets,
    metrics=['mape', 'rmse']
)

print(f"CV MAPE: {cv_scores['mape'].mean():.2%} ± {cv_scores['mape'].std():.2%}")

Next Steps


The forecasting models are continuously improved based on real-world deployment feedback and cutting-edge ML research.