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
ARIMA Prophet Exponential Smoothing Auto-Regressive Integrated Moving Average Best 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
Random Forest XGBoost Support Vector Regression Ensemble of Decision Trees Best 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
LSTM Networks GRU Networks Transformer Models Long Short-Term Memory Best 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
Combines physics-based solar calculations with ML corrections: from qubit.forecasting.solar import PhysicalSolarForecaster
forecaster = PhysicalSolarForecaster(
system_capacity_kw = 1000 ,
panel_type = 'monocrystalline' ,
tilt_angle = 35 ,
azimuth = 180 ,
location = { 'lat' : 37.7749 , 'lon' : - 122.4194 }
)
# Uses solar position algorithms + weather data
forecast = forecaster.predict(
weather_forecast,
include_physics = True ,
ml_correction = True
)
Satellite imagery analysis for sub-hour forecasting: from qubit.forecasting.solar import CloudMotionForecaster
forecaster = CloudMotionForecaster(
satellite_provider = 'goes_16' ,
tracking_method = 'optical_flow' ,
nowcasting_horizon = '3h'
)
# Requires satellite imagery API
forecast = forecaster.predict(
current_irradiance,
satellite_images = imagery_data
)
Demand & Load Forecasting
Customer Segmentation Models
Different models for different customer types: from qubit.forecasting.demand import SegmentedDemandForecaster
forecaster = SegmentedDemandForecaster(
segments = {
'residential' : ResidentialModel(),
'commercial' : CommercialModel(),
'industrial' : IndustrialModel()
}
)
# Automatic customer classification
forecast = forecaster.predict(
customer_data,
auto_segment = True
)
Incorporates electricity pricing effects: from qubit.forecasting.demand import PriceElasticDemandForecaster
forecaster = PriceElasticDemandForecaster(
price_elasticity =- 0.1 , # 10% demand reduction per 100% price increase
income_elasticity = 0.3
)
forecast = forecaster.predict(
historical_load,
price_forecast = prices_df
)
Temperature-dependent demand modeling: from qubit.forecasting.demand import WeatherSensitiveForecaster
forecaster = WeatherSensitiveForecaster(
cooling_threshold = 22 , # Celsius
heating_threshold = 18 ,
weather_lag = 1 # 1-hour temperature lag
)
Wind Generation Forecasting
Physics-based wind-to-power conversion: from qubit.forecasting.wind import WindPowerForecaster
forecaster = WindPowerForecaster(
turbine_type = 'vestas_v90' ,
hub_height = 80 , # meters
rated_power = 2000 , # kW
cut_in_speed = 3 , # m/s
cut_out_speed = 25 # m/s
)
# Wind speed to power conversion
forecast = forecaster.predict(
wind_speed_forecast,
wind_direction_forecast
)
Turbine interaction effects in wind farms: from qubit.forecasting.wind import WindFarmForecaster
forecaster = WindFarmForecaster(
turbine_layout = turbine_coordinates,
wake_model = 'jensen' ,
terrain_roughness = 0.1
)
Ensemble Methods
Model Combination Strategies
Weighted Average Stacking Dynamic Ensemble 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 Case Recommended Model Alternative Training Time Inference Speed Short-term load (1-4h) XGBoost ARIMA Medium Fast Day-ahead solar Ensemble Random Forest Slow Medium Week-ahead demand Prophet LSTM Fast Fast Real-time pricing ARIMA SVR Fast Very Fast Seasonal planning Prophet Exponential Smoothing Fast Fast Complex patterns LSTM Transformer Very Slow Slow
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.