JP2016192864A - System, method and program for estimating forecast distribution - Google Patents

Abstract

PROBLEM TO BE SOLVED: To provide a system for estimating a forecast distribution, capable of highly precisely estimating a forecast distribution of a forecast target.SOLUTION: When weather forecast data, and a forecast value and learning data corresponding to the weather forecast data are specified, extracting means 95 extracts each set of past weather forecast data and learning data which is determined to be similar to a set of the weather forecast data and the learning data. Error distribution derivation means 96 derives an error distribution on the basis of an error between a forecast value obtained for each set of the past weather forecast data and learning data on the basis of the past weather forecast data and learning data, and an actual value corresponding to the forecast value. Forecast distribution derivation means 97 derives a forecast distribution of a forecast target on the basis of the error distribution.SELECTED DRAWING: Figure 18

Description

  The present invention relates to a prediction distribution estimation system, a prediction distribution estimation method, and a prediction distribution estimation program for estimating a prediction distribution of a prediction target.

  With the rapid introduction of renewable energy, the need for highly accurate prediction of renewable energy is increasing for stable power supply. For example, it is very important to predict the amount of photovoltaic power generation as accurately as possible in order not to cause a power outage or the like. In particular, a specific-scale electric power company that provides renewable energy has to receive power from other power companies, for example, when the amount of power generated from renewable energy becomes lower than the predicted value. This will result in economic losses for specific scale electric utilities.

  In addition, in order to balance supply and demand for the next day, the power generation company needs to prepare a generator operation plan (economic load distribution control, generator start / stop plan, etc.) while minimizing costs.

  However, fluctuations in renewable energy are severe. Therefore, it has been difficult to create a plan having sufficient reliability only from the predicted value itself.

  Therefore, various techniques for estimating the predicted value with a certain range have been proposed (see, for example, Patent Documents 1 to 3).

  Japanese Patent Laid-Open No. 2004-228561 describes that a prediction value error distribution is assumed to be a normal distribution, and a confidence interval is obtained from a standard deviation of the error distribution for a predicted value of future solar radiation.

  Patent Document 2 calculates the confidence interval of the regression coefficient and the confidence interval of the error between the predicted value of the solar radiation amount and the actual measurement value, and includes the upper limit value and the lower limit value of the photovoltaic power generation amount based on these confidence intervals. A prediction system for calculating a prediction value is described.

  Patent Document 3 describes a method for estimating a probability distribution of predicted values by assuming a distribution of predicted values as a beta distribution or the like.

  Further, in Patent Document 4, a frequency distribution of the difference between the weather forecast value on the prediction day and the weather actual value on the similar day is obtained, and the appearance probability of the error with respect to the weather forecast value on the forecast date and the weather forecast value is calculated. Is described. The similar day is a day one year or more before the forecast date, month, week (week of the month), and day of the week are the same.

JP2013-253805A JP 2011-142790 A JP 2014-21555 A JP 2009-294969 A

  The techniques described in Patent Documents 1 to 3 use data accumulated in the past, but past data is not sufficiently selected. Therefore, with the techniques described in Patent Documents 1 to 3, it is difficult to accurately obtain the confidence interval and the prediction distribution, and it is impossible to provide the confidence interval and the prediction distribution suitable for the operation. Regarding the confidence interval, for example, if the confidence interval is determined simply by setting the lower limit of the confidence interval to 0 and the upper limit as the maximum annual power generation amount, the confidence level can be set to 100%. However, such confidence intervals are not useful because the interval width is too wide.

  Moreover, in the technique described in Patent Document 4, the frequency distribution of the difference between the weather forecast value on the forecast date and the actual weather value on the similar date is obtained. However, the similar day is a day one year or more before the same month, week, and day of the week, and does not always use a sufficiently appropriate weather performance value.

  As described above, the techniques described in Patent Literatures 1 to 4 cannot accurately obtain the prediction distribution of the prediction target.

  Therefore, an object of the present invention is to provide a prediction distribution estimation system, a prediction distribution estimation method, and a prediction distribution estimation program that can estimate a prediction distribution of a prediction target with high accuracy.

  The prediction distribution estimation system according to the present invention is similar to the combination of the weather forecast data and the learning data when the weather forecast data and the predicted value and the learning data corresponding to the weather forecast data are specified. Extraction means for extracting each set of past weather forecast data and learning data to be judged, and a predicted value based on past weather forecast data and learning data obtained for each pair of past weather forecast data and learning data, And an error distribution deriving unit for deriving an error distribution based on an error from the actual value corresponding to the predicted value, and a prediction distribution deriving unit for deriving a prediction distribution of a prediction target based on the error distribution. It is characterized by that.

Further, the prediction distribution estimation method according to the present invention is similar to the combination of the weather forecast data and the learning data when the weather forecast data and the predicted value and the learning data corresponding to the weather forecast data are specified. A set of past weather forecast data and learning data determined to be, respectively, and a predicted value based on past weather forecast data and learning data obtained for each pair of past weather forecast data and learning data; An error distribution is derived based on an error from the actual value corresponding to the predicted value, and a prediction distribution of a prediction target is derived based on the error distribution.

  In addition, when the computer predicts the weather forecast data and the predicted value and the learning data corresponding to the weather forecast data, the predicted distribution estimation program according to the present invention generates a set of the weather forecast data and the learning data. Extraction processing to extract past weather forecast data and learning data sets judged to be similar to each other, past weather forecast data and learning data obtained for each pair of past weather forecast data and learning data An error distribution deriving process for deriving an error distribution based on an error between a predicted value based on the actual value and the actual value corresponding to the predicted value, and a prediction distribution deriving a prediction distribution of a prediction target based on the error distribution A derivation process is executed.

  According to the present invention, the prediction distribution of the prediction target can be estimated with high accuracy.

It is a schematic diagram which shows the state by which weather forecast data and the performance value of the prediction object are matched and memorize | stored in time series order. It is a schematic diagram illustrating a weather forecast data and actual values as the learning data when weather forecast data of the time t ₀ is obtained. It is a schematic diagram which shows the state by which weather forecast data, a track record value, learning data, and a predicted value are memorize | stored in time series order. It is a schematic diagram which shows the state by which weather forecast data, a track record value, learning data, a predicted value, and an error are memorize | stored in time series order. As data of time t _0, the weather forecast data, actual values, which is a schematic diagram showing the learning data, and a state in which the predicted value is stored in association with each other. It is a block diagram which shows the structural example of the prediction distribution estimation system of this invention. At time t ₀ is a flowchart illustrating an example of a process course of time to store the data corresponding to the storage device 3. Actual weather forecast data and the time t ₀ of time t ₀ is a schematic view showing a state stored. Weather forecast data, the actual value of the time t _0, which is a schematic diagram showing a state where the estimated value of the wind power generation is stored in a specific learning data, and the time t _{0 +} P in Step S3. It is a schematic diagram which shows the state by which an error is additionally memorize | stored. It is a flowchart which shows the example of the process progress of prediction distribution derivation. It is a schematic diagram which shows the example of distribution of an error. It is a schematic diagram which shows the example of prediction distribution. It is a schematic diagram which shows the example of the skirt width | variety of an error distribution. It is a schematic diagram which shows the example of the graph which shows a predicted value etc. It is a figure which shows the comparison with the dispersion | variation in the error by this invention, and the dispersion | variation in the error when not considering learning data. It is a block diagram which shows the modification of a calculation apparatus. It is a block diagram which shows the outline | summary of the prediction distribution estimation system of this invention.

  First, in order to facilitate understanding of the present invention, various data used in the present invention will be described. In the following description, the prediction target is the amount of wind power generation (hereinafter simply referred to as wind power generation amount) of a certain power generation company (may be a specific scale electric power company). Take an example. The prediction target relates to, for example, the generation of renewable energy, and is different from the target of the weather forecast described below.

  The weather forecast data is data indicating future weather forecasts. Here, the number of items subject to weather forecast is not limited to one, and may be a plurality of items such as cloud cover, temperature, and humidity. The forecasts for these items are assumed to be numerical. For example, when there is weather in the forecast item, it is assumed that clear, cloudy, rainy, snowy, etc. are numerically shown. The future may be only one time point such as 3 hours later, or may be a plurality of time points such as 3 hours, 6 hours, and 9 hours later. That is, the weather forecast data obtained at a certain time point may include predicted values of each item at a plurality of time points such as 3 hours, 6 hours, and 9 hours after that time. Note that “after 3 hours” and the like shown here are examples, and are not limited to these values.

The weather forecast data is periodically distributed by, for example, a weather forecast data distribution company. Further, in the present invention, the weather forecast data distributed at a certain time point and the actual value of the prediction target (wind power generation amount) at that time point are associated with each other, and the storage means (for example, the storage device 3 described later) ). FIG. 1 is a schematic diagram illustrating a state in which weather forecast data and actual values to be predicted are associated with each other and stored in chronological order. The following, for example, referred to as the weather forecast data that has been delivered to the time t ₀ and weather forecast data of the time t _0. Weather forecast data at time t ₀ includes the future of weather forecasting as seen from time t _0. In the example shown in FIG. 1, the weather forecast data and the actual value at time t ₀ are the latest.

When the latest weather forecast data is obtained, the prediction device (for example, the prediction device 2 described later) stores the weather forecast data and actual values for a predetermined period before the time t ₀ stored in the storage unit. A prediction regression model of a prediction target (wind power generation amount) is derived by using as learning data. FIG. 2 is a schematic diagram showing weather forecast data and actual values that are learning data when weather forecast data at time t ₀ is obtained. Prediction apparatus, the learning data, in association with the weather forecast data and actual values of the time t ₀ is stored in the storage means. Also, it referred to as the learning data and learning data at time t _0. In addition, in FIG. 2, the past 60 days are illustrated as an example of the past predetermined period.

In addition, a prediction regression model is represented by the numerical formula (prediction formula) which makes a prediction object an objective variable, for example. The prediction device calculates the prediction value of the prediction target by applying the weather forecast data at time t ₀ to the predictive regression model (for example, by substituting the weather forecast data at time t ₀ into the predictive regression model). Note that the predictive regression model may be simply referred to as a predictive model. Prediction apparatus, a prediction value of the prediction target calculated using the weather forecast data of the time t _0, the weather forecast data at time t _0, the actual value of the prediction target, and in association with the training data in the storage means. The prediction device performs the same process every time the latest weather forecast data is obtained. Therefore, as shown in FIG. 3, weather forecast data, actual values, learning data, and predicted values are accumulated in the storage means in time series. Weather forecast data and the learning data prediction value calculated by using the time t ₀ after a certain period from time t ₀ (the following description will later P time) is the predicted value of the predicted target in. That is, it is the predicted value of the amount of wind power generation at time t ₀ + P.

Weather forecast data and actual values are obtained periodically. The interval at which weather forecast data and actual values are obtained may be, for example, 1 hour, 30 minutes, or another time interval. In the example shown below, for the sake of simplicity, it is assumed that the weather forecast data and the actual value at the time t ₀ + P are obtained at the time t ₀ + P. Then, the prediction apparatus is calculated predicted value at time t ₀ (the prediction value of the wind power generation at time t _{0 +} P), the time t _{0 +} obtained actual value P (wind amount at time t _{0 +} P Calculate the error that is the difference from the actual value. The prediction device stores this error in the storage unit in association with the weather forecast data, the actual value, the learning data, and the predicted value at time t ₀ . The prediction device performs the same process every time the latest actual value is obtained. Therefore, as shown in FIG. 4, weather forecast data, actual values, learning data, predicted values, and errors are accumulated in the storage means in time series.

As understood from the above description, if the weather forecast data and actual values are obtained at time t _0, the weather forecast data as data at time t _0, the actual value, the learning data, and the prediction value is associated with storage means Remembered. When the weather forecast data and the actual value are newly obtained after P hours from that time, the error is also associated with the weather forecast data, the actual value, the learning data, and the predicted value as the data at time t ₀ , and the storage means Is remembered.

  Next, the predicted distribution estimation system of the present invention estimates the predicted distribution of the prediction target when a new predicted value is obtained using the data stored as described above. The outline of this operation will be described below.

When the weather forecast data and the actual value at the time t ₀ are obtained, the prediction device identifies the learning data, derives a prediction regression model from the learning data, and further calculates a prediction value of the prediction target. Then, as the data of the time t _0, the weather forecast data, actual values, the learning data, and the predicted value are stored in association with each other. FIG. 5 is a schematic diagram showing this state.

The prediction distribution estimation system of the present invention pays attention to a set of weather forecast data and learning data at each time, and sets a weather forecast data and learning data at the latest time t ₀ as well as weather forecast data and learning at a past time. An index value representing the degree of similarity with the data set is calculated. A range of past time for which this index value is calculated before the latest time t _{0 is referred} to as a search target period. FIG. 5 illustrates 90 days as an example of the search target period.

In addition, the predicted distribution estimation system may use the distance between the sets as an index value indicating the degree of similarity between the sets. For example, the weather forecast data and the learning data at time t ₀ are V ₀ and X ₀ , respectively. In addition, the weather forecast data and the learning data at time t within the search target period are V _t and X _t , respectively. The predicted distribution estimation system may calculate the distance between (X ₀ , V ₀ ) and (X _t , V _t ). X ₀ , V ₀ , X _t , and V _t are each represented by a matrix. In this case, the predicted distribution estimation system preferably calculates, for example, the nearest neighbor distance as the distance. However, the distance may be a distance other than the nearest neighbor distance. The smaller the distance, the more similar the sets are. The larger the distance, the less similar the sets are.

The predicted distribution estimation system calculates the distance between the latest weather forecast data and learning data set at time t _{0 and} the weather forecast data and learning data set at each time in the search target period. Note that the predicted distribution estimation system may exclude a time from which an error has not yet been calculated from a distance calculation target.

Then, the predicted distribution estimation system identifies a set of weather forecast data and learning data at a past time when the distance satisfies a predetermined condition, and extracts an error corresponding to the set from the storage means (in other words, reads) . Here, as the predetermined condition, for example, a condition that the calculated distance is ranked in ascending order and that the rank is within the top 15% can be used. In other words, the predicted distribution estimation system specifies a past set having a short distance from the set of weather forecast data and learning data at time t ₀ . In other words, the predicted distribution estimation system specifies a past set similar to the set of weather forecast data and learning data at time t ₀ . Here, the condition that the rank is within the top 15% is illustrated, but as the condition, for example, the condition that the rank is in the rank of the top predetermined rank may be used.

The predicted distribution estimation system derives an error distribution from each error extracted as described above. Then, the distribution of the error, the predicted value obtained at time t ₀ (i.e., the predicted value of the wind power generation at time t _{0 +} P) and on the basis to calculate the predictive distribution at time t _{0 +} P.

If the weather conditions are the same, the prediction target (wind power generation amount) will be the same. Therefore, if the weather forecast data are similar to each other, the actual values of the prediction targets after a predetermined time from the time when the weather forecast data is obtained are also close to each other. Further, if the weather forecast data are similar and the learning data are also similar, the predicted values obtained are close to each other. Therefore, when a past set similar to the set of weather forecast data and learning data at time t ₀ is specified and an error corresponding to the set is extracted, the variation in the error is small. Therefore, an error distribution with a small variation is obtained, and as a result, the variation is also small in the predicted distribution. That is, a highly accurate prediction distribution is obtained. Therefore, when calculating the confidence interval, the width of the confidence interval is reduced, and a preferable confidence interval is obtained.

Hereinafter, embodiments of the present invention will be described with reference to the drawings.
FIG. 6 is a block diagram showing a configuration example of the predicted distribution estimation system of the present invention. The prediction distribution estimation system illustrated in FIG. 6 includes a data reception device 1, a prediction device 2, a storage device 3, an estimation device 4, and a calculation device 5.

  As illustrated in FIG. 4, the storage device 3 stores weather forecast data, actual values, learning data, predicted values, and errors in association with each other in time series. In FIG. 6, a set of associated data (weather forecast data, actual values, learning data, predicted values, and errors) is shown as a time series database 31.

  The data receiving device 1 includes a data receiving unit 11 and a weather forecast data output unit 12.

  The data reception unit 11 associates, for example, weather forecast data obtained at a certain time from an external system (not shown) with the actual value of the prediction target (wind power generation amount in this example) at that time. Receive information. In order to simplify the explanation, it is assumed that the weather forecast data and the actual value also include time information. The weather forecast data obtained at a certain time is, for example, weather forecast data distributed by a weather forecast data distribution company at a certain time. For example, the data receiving unit 11 periodically receives information in which weather forecast data obtained at a certain time is associated with the actual value of the prediction target at that time. The interval at which the data receiving unit 11 receives information is, for example, 1 hour or 30 minutes, but may not be these time intervals. When the data receiving unit 11 receives information that associates weather forecast data at a certain time with the actual value of the prediction target, the data receiving unit 11 stores the information in the storage device 3. In addition, the data receiving unit 11 sends weather forecast data among the received information to the weather forecast data output unit 12.

  When the weather forecast data is sent from the data receiver 11, the weather forecast data output unit 12 sends the weather forecast data to the predicted value / error calculator 22 in the prediction device 2 and the vicinity in the estimation device 4. The data is output (transmitted) to the data extraction unit 41.

  The data receiving unit 11 and the weather forecast data output unit 12 are realized by a CPU of a computer that operates according to a program, for example. The data receiving unit 11 and the weather forecast data output unit 12 may be realized by separate hardware.

  The prediction device 2 includes a model derivation unit 21 and a prediction value / error calculation unit 22.

Model derivation unit 21, (a time t _0.) Latest time weather forecast data and the information associating the actual value of the prediction target is stored in the storage device 3, the time t ₀ before the previous The prediction regression model of the prediction target is derived using the weather forecast data and the actual value for the predetermined period as learning data. The predictive regression model is a model for calculating a value (predicted value) after P hours of the prediction target. Model derivation unit 21, a learning data used in the derivation of the predictive regression model at that time t _0, the weather forecast data for the time t _0, in correspondence with the actual value, in the storage device 3. The model deriving unit 21 sends the derived predictive regression model to the predicted value / error calculating unit 22.

The predicted value / error calculating unit 22 applies the weather forecast data at the time t ₀ input from the weather forecast data output unit 12 to the predicted regression model received from the model deriving unit 21, thereby obtaining the predicted value of the prediction target. calculate. This predicted value is a predicted value of the prediction target after P hours from time t ₀ (ie, time t ₀ + P). The forecast value and the error calculating unit 22, the predicted value, the weather forecast data, the actual value of the time t _0, and in correspondence to the learning data, in the storage device 3.

Thereafter, it is assumed that the data receiving device 1 receives the actual value to be predicted at time t ₀ + P and stores it in the storage device 3. Then, the prediction value-error calculating unit 22, the weather forecast predicted values associated with the data at time t ₀ (the predicted value at time t _{0 +} P a future time when viewed from the time t _0), the time t _An error that is a difference from the actual value of the prediction target at ₀ + P is calculated. The predicted value / error calculating unit 22 stores this error in the storage device 3 in association with the weather forecast data, actual value, learning data, and predicted value at time t ₀ (see FIG. 4).

  The model deriving unit 21 and the predicted value / error calculating unit 22 are realized by a CPU of a computer that operates according to a program, for example. The model deriving unit 21 and the predicted value / error calculating unit 22 may be realized by separate hardware.

  The estimation device 4 includes a neighborhood data extraction unit 41 and an error distribution derivation unit 42.

  The neighborhood data extraction unit 41 reads learning data corresponding to the latest weather forecast data input from the weather forecast data output unit 12 from the storage device 3 and identifies a set of the latest weather forecast data and learning data. This group is referred to as the latest group. The neighborhood data extraction unit 41 calculates a distance between the set and the latest set for each set of weather forecast data and learning data within the search target period. The neighborhood data extraction unit 41 identifies a pair within the search target period whose distance satisfies a predetermined condition, and extracts an error corresponding to the pair from the storage device 3. Hereinafter, the case where this condition is a condition that the distance is in the top 15% when the calculated distance is ranked in ascending order will be described as an example. A group satisfying such a condition can be said to be a past group similar to the latest group. In addition, an error group corresponding to such a past group may be referred to as neighborhood data. The neighborhood data extraction unit 41 sends each error (neighbor data) extracted from the storage device 3 to the error distribution deriving unit 42. In addition, the conditions regarding distance are not limited to said example. For example, the exemplified value of “15%” may be determined according to the number of distances to be obtained. In order to improve the accuracy of the predicted distribution, the value corresponding to “15%” is preferably as small as possible.

  The error distribution deriving unit 42 derives an error distribution based on each error sent from the neighborhood data extracting unit 41. For example, the error distribution deriving unit 42 fits each error according to the normal distribution. Further, the error distribution deriving unit 42 calculates parameters of the distribution. The error distribution deriving unit 42 outputs (transmits) the derived error distributions to the predicted distribution deriving unit 52 and the confidence interval calculating unit 51 in the calculating device 5, respectively.

  The neighborhood data extraction unit 41 and the error distribution deriving unit 42 are realized by, for example, a CPU of a computer that operates according to a program. Further, the neighborhood data extraction unit 41 and the error distribution deriving unit 42 may be realized by separate hardware.

  The calculation device 5 includes a prediction distribution deriving unit 52, a confidence interval calculation unit 51, and a display unit 53.

  The predicted distribution deriving unit 52 derives the latest predicted distribution based on the error distribution derived from the error group extracted based on the latest set and the latest predicted value. For example, when fitting each error according to the normal distribution as in the above example, the error distribution is obtained as a normal distribution. The predicted distribution deriving unit 52 derives the predicted distribution by translating the error distribution so that the average value of the normal distribution becomes the predicted value.

  The confidence interval calculation unit 51 calculates a confidence interval corresponding to the latest predicted value based on the error distribution derived from the error group extracted based on the latest set and the latest predicted value.

  The display unit 53 displays the predicted value in a graph and displays the predicted distribution corresponding to the predicted value in the graph. The display unit 53 also displays a confidence interval corresponding to the predicted value in the graph. Although the display of the confidence interval is not essential, the display unit 53 preferably displays the confidence interval together with the predicted value and the prediction distribution. Note that, when the confidence interval is not displayed, the confidence interval calculation unit 51 may not be provided. An example of the graph displayed by the display unit 53 will be described later.

  The predicted distribution deriving unit 52, the confidence interval calculating unit 51, and the display unit 53 are realized by a CPU of a computer that has a display device and operates according to a program, for example. With respect to the display unit 53, a part for defining a graph and displaying the graph on the display device is realized by the CPU. Note that the prediction distribution deriving unit 52, the confidence interval calculating unit 51, the display unit 53 (a portion for defining a graph and displaying the graph on the display device), and the display device may be realized by separate hardware.

Next, taking the time t ₀ as an example, the processing progress when each data corresponding to the time t ₀ is stored in the storage device 3 will be described. FIG. 7 is a flowchart showing an example of this processing. As already described, at each time, the weather forecast data, the actual value, the learning data, and the predicted value are associated with each other and stored in the storage device 3, and the error (difference between the actual value and the predicted value). There is a difference in the timing at which are stored in association with each other. Here, for the time before time t ₀ , weather forecast data, actual values, learning data, and predicted values are stored in association with each other, and for the time before time t ₀ -P, the data Further, it is assumed that errors are also stored in association with each other. In the following description, the data receiving unit 11, as the latest weather forecast data and actual values of the prediction target, as an example the case of receiving the actual values of the prediction target weather forecast data and the time t ₀ of time t ₀ To do.

Data receiving unit 11 (in this example, wind power generation amount) prediction target weather forecast data and the time t ₀ of time t ₀ receives information associating the actual value of. Then, the data receiving unit 11 stores the information (the weather forecast data and the actual value) in the storage device 3 (step S1). As a result, as illustrated in FIG. 8, the actual value of the weather forecast data and the time t ₀ of time t ₀ is stored in the storage device 3. Weather forecast data at time t _0, the future of weather as seen from time t ₀ (for example, cloud cover, temperature, humidity, etc.) is data indicating a forecast of. Items to be subjected to the weather forecast are not particularly limited, and may be other than the cloud amount exemplified here. Moreover, the forecast of each item is represented by a numerical value.

In addition, the data receiving unit 11 sends the weather forecast data at time t ₀ to the weather forecast data output unit 12 among the information received in step S1. The weather forecast data output unit 12 outputs the weather forecast data at time t ₀ to the predicted value / error calculation unit 22 and the neighborhood data extraction unit 41 (step S2). The operation of the neighborhood data extraction unit 41 after the weather forecast data is input will be omitted in the description of FIG. 7 and will be described with reference to FIG.

Model derivation unit 21, when the actual value of the prediction target (Wind power generation amount) of the weather forecast data and the time t ₀ of time t ₀ is stored in the storage device 3, the time t ₀ before the past predetermined period (e.g. , 60 days) weather forecast data and actual values are specified as learning data, and by using the learning data, a predicted value of wind power generation at time t ₀ + P (that is, after P hours of time t ₀ ) is calculated. A predictive regression model is derived for use. For example, the model deriving unit 21 may derive a predictive regression model using a support vector machine. Alternatively, the model deriving unit 21 may derive a predictive regression model using another statistical model such as a neural network or linear multiple regression. The model deriving unit 21 associates the learning data (a set of weather forecast data and actual values for a predetermined period before the time t ₀₎ used when deriving the predictive regression model with the weather data and actual values at the time t _0. Then, it is stored in the storage device 3 (step S3). Here, 60 days is exemplified as the past predetermined period before time t ₀ for specifying the learning data, but the length of the predetermined period may not be 60 days. In the following description, it is assumed that the predictive regression model is derived as a prediction formula.

The model deriving unit 21 sends the predictive regression model derived in step S <b> 3 to the predicted value / error calculating unit 22. The predicted value / error calculation unit 22 calculates the predicted value of the wind power generation amount at time t ₀ + P by applying the weather forecast data at time t ₀ input in step S 2 to the predicted regression model. Specifically, the predicted value / error calculation unit 22 substitutes each value indicated by the weather forecast data for each explanatory variable of the predicted regression model (prediction formula), thereby predicting the wind power generation amount at time t ₀ + P. Calculate the value. The model deriving unit 21 stores the predicted value of the wind power generation amount at time t ₀ + P in the storage device 3 in association with the weather forecast data, actual value, and learning data at time t ₀ (step S4). As a result, as illustrated in FIG. 9, the weather forecast data at time t ₀ , the actual value, the learning data specified in step S 3, and the predicted value of wind power generation at time t ₀ + P are stored in the storage device 3. The

As shown in FIGS. 8 and 9, the error corresponding to the weather forecast data and the like at time t ₀ -P is not stored in the storage device 3. The predicted value of the wind power generation amount corresponding to the weather forecast data at time t ₀ -P is the predicted value at time ((t ₀ -P) + P) = t ₀ . Therefore, by actual value of the wind power generation amount of time t ₀ is input to the prediction value-error calculating unit 22 in step S2, the forecast value and the error calculating unit 22, and actual wind power generation amount of time t ₀ Thus, an error from the predicted value of the wind power generation amount at time t ₀ can be obtained. After step S4, the prediction value-error calculating unit 22, the actual value of the wind power generation amount of time t ₀ which is input in step S2, already predicted wind power generation amount of time t ₀ stored in the storage device 3 By subtracting the value, an error between the actual value and the predicted value of the wind power generation amount at time t ₀ is calculated. Then, the predicted value / error calculating unit 22 stores the error in the storage device 3 in association with the weather forecast data, the actual value, the learning data, and the predicted value at time t ₀ -P (step S5). FIG. 10 is an explanatory diagram schematically showing this operation. The predicted value / error calculation unit 22 subtracts the predicted value 71 (the predicted value at time t ₀ ) associated with the weather forecast data at time t ₀ -P from the actual value 72 at time t ₀ shown in FIG. Thus, an error 73 between the actual value and the predicted value of the wind power generation amount at time t ₀ is calculated, and the error 73 is stored in the storage device 3 in association with the weather forecast data and the like at time t ₀ -P. Let

The predicted distribution estimation system repeats steps S1 to S5 each time it newly receives weather forecast data and the actual value to be predicted. Therefore, by receiving the actual values of the weather forecast data and time t _{0 +} wind power of P at time t _{0 +} P, when the predicted distribution estimation system performs the steps S1 to S4, further, to perform the step S5 The predicted value / error calculating unit 22 calculates an error between the actual value of the wind power generation amount at the time t ₀ + P and the predicted value, and associates the error with the weather forecast data at the time t ₀ to store the storage device. 3 is memorized.

  By repeating steps S1 to S5, the error between the weather forecast data, the actual value of the wind power generation amount, the learning data, the predicted value of the wind power generation amount after P hours, and the actual value and the predicted value of the wind power generation amount after P hours Are stored in the storage device 3 in chronological order. The prediction distribution derivation described below will be described on the assumption that such information is stored in the storage device 3 in chronological order.

FIG. 11 is a flowchart illustrating an example of the process of predictive distribution derivation. In the following description, the data receiving unit 11, as the latest weather forecast data and actual values of the prediction target, as an example the case of receiving the actual values of the prediction target weather forecast data and the time t ₀ of time t ₀ . The operation of steps S1, S2 after the data reception unit 11 receives the information that associates the actual value of the prediction target weather forecast data and the time t ₀ of time t ₀ has already been described, the description here Omitted.

When the weather forecast data at time t ₀ is input to the neighborhood data extraction unit 41 in step S 2, the neighborhood data extraction unit 41 reads learning data corresponding to the weather forecast data at time t ₀ from the storage device 3. The neighborhood data extraction unit 41 specifies a set of weather forecast data at time t ₀ and its learning data (step S11). As already described, the weather forecast data at time t ₀ is V ₀ and the learning data corresponding to the weather forecast data is X ₀ . The neighborhood data extraction unit 41 identifies a set (X ₀ , V ₀ ) in step S11. Hereinafter, this group may be referred to as the latest group.

Next, the neighborhood data extraction unit 41 sets, for example, the past 90 days before time t ₀ as a search target period, and sets a set of weather forecast data and learning data and a latest set for each time within the search target period. Calculate the distance. As already described, the weather forecast data and the learning data at time t within the search target period are V _t and X _t , respectively. The neighborhood data extraction unit 41 identifies a set (X _t , V _t ) for each time t within the search target period, and calculates a distance from the latest set (X ₀ , V ₀ ) (step S12). Since X ₀ , V ₀ , X _t , and V _t are represented by matrices, the neighborhood data extraction unit 41 uses the nearest neighbor distance as the distance between (X ₀ , V ₀ ) and (X _t , V _t ). It is preferable to calculate. However, the neighborhood data extraction unit 41 may calculate a distance other than the nearest neighbor distance (eg, Euclidean distance or Mahalanobis distance) as the distance. In addition, an index value other than the distance may be used as an index value indicating the degree of similarity between sets.

Further, in step S12, even in the time of the search period, close to the time t _0, the time that the error has not yet been calculated between the predicted value and the actual value may be excluded from the distance calculation target.

  In the above example, 90 days is exemplified as the search target period, but the search target period is not limited to 90 days.

  When the proximity data extraction unit 41 ranks the distances calculated in step S12 in ascending order, the neighborhood data extraction unit 41 identifies each set in the search target period that satisfies the condition that the distance is in the top 15%. . The neighborhood data extraction unit 41 extracts an error (difference between the predicted value and the predicted value) corresponding to each set from the storage device 3 (step S13). The neighborhood data extraction unit 41 sends the error group to the error distribution deriving unit 42.

  The error distribution deriving unit 42 derives the error distribution based on the error group sent from the neighborhood data extracting unit 41 (step S14). For example, the error distribution deriving unit 42 may fit each error according to a normal distribution. At this time, the error distribution deriving unit 42 calculates parameters of the distribution using the maximum likelihood method. However, the distribution used for fitting may not be limited to a normal distribution. Further, the method for calculating the distribution parameter may be a distribution parameter estimation method other than the maximum likelihood method.

  In the above example, the error distribution is represented by the result of fitting using a normal distribution and the parameters of the distribution (for example, average value and variance).

  FIG. 12 is a schematic diagram illustrating an example of the error distribution derived in step S14. The horizontal axis shown in FIG. 12 is an error. Since this error is the difference between the predicted value of wind power generation and the actual value, the unit is watts. Also, the vertical axis shown in FIG. 12 is the frequency of error occurrence. Further, “a” shown in FIG. 12 is an average value of errors, and when the error is fitted in accordance with a normal distribution, a = 0. However, the average value of errors may not coincide with the center of the distribution.

  The error distribution deriving unit 42 may generate an error histogram and use the histogram itself as the error distribution.

  The error distribution deriving unit 42 outputs information representing the error distribution derived in step S14 to the predicted distribution deriving unit 52 and the confidence interval calculating unit 51.

The predicted distribution deriving unit 52 is based on the error distribution derived in step S14 and the predicted value (time t ₀ + P predicted value of wind power generation at time t ₀ + P) calculated in step S4 (see FIG. 7). Then, a predicted distribution of the wind power generation amount at time t ₀ + P is derived. The predicted distribution deriving unit 52 derives the predicted distribution by translating the error distribution obtained in step S14 by the predicted value (the predicted value of the wind power generation at time t ₀ + P) in the horizontal axis direction. (Step S15). For example, it is assumed that a result of fitting using a normal distribution is obtained as the error distribution illustrated in FIG. In this case, a = 0. The predicted distribution deriving unit 52 has a value obtained by adding the predicted value to the error average value a as an average value, and the distribution is equal to the distribution of the distribution illustrated in FIG. 12 (that is, the distribution shape is shown in FIG. 12). A distribution having the same shape as that of the shape is derived as a predicted distribution. An example of this prediction distribution is shown in FIG. F shown in FIG. 13 is the predicted value of the amount of wind power generation at time t ₀ + P calculated in step S4. Moreover, the horizontal axis shown in FIG. 13 represents the amount of wind power generation at time t ₀ + P. The vertical axis shown in FIG. 13 shows the expected frequency of occurrence of wind power generation amount of time t _{0 +} P.

The confidence interval calculation unit 51 is based on the error distribution derived in step S14 and the predicted value (predicted value of wind power generation at time t ₀ + P) calculated in step S4 (see FIG. 7) described above. The confidence interval of the predicted value is calculated (step S16). Here, a case where the reliability coefficient is determined in advance will be described as an example. The confidence interval calculation unit 51 calculates the tail width w of the error distribution derived in step S14 according to the reliability coefficient. For example, when the confidence coefficient is 98%, the confidence interval calculation unit 51 calculates w such that 98% of the error group extracted in step S13 falls within the range from a−w to a + w. Here, the case where the distribution used for fitting is symmetrical is taken as an example. FIG. 14 schematically shows the skirt width w. The confidence coefficient indicates a predetermined ratio in the error group.

Let f be the predicted value of the amount of wind power generation at time t ₀ + P calculated in step S4. The confidence interval calculation unit 51 calculates [f + a−w, f + a + w] as a confidence interval.

When the distribution is asymmetrical with respect to the center, the confidence interval calculation unit 51 calculates the left skirt width w ₁ and the right skirt width w ₂ according to the reliability coefficient. For example, when the confidence coefficient is 98%, the confidence interval calculation unit 51 sets w ₁ and w ₂ such that 98% of the error group extracted in step S13 is within the range of a−w ₁ to a + w _2. calculate. In this case, the confidence interval calculation unit 51 calculates [f + a−w ₁ , f + a + w ₂ ] as the confidence interval.

Next, the display unit 53 displays the predicted value in the graph, and further displays the predicted distribution and the confidence interval in the graph (step S17). FIG. 15 is a schematic diagram illustrating an example of a graph indicating predicted values and the like. The horizontal axis shown in FIG. 15 is time, and the vertical axis is a predicted value. That is, FIG. 15 shows changes in the predicted value for each time. By the data receiving unit 11 receives the actual value of the weather forecast data and wind power generation amount of time t _0, when the forecast value and the error calculating unit 22 calculates a predicted value of the wind power generation at time t _{0 +} P, the display The unit 53 displays the predicted value as the latest predicted value at the right end of the graph (see FIG. 15). In the example shown in FIG. 15, the marker indicating the predicted value is represented by a black circle. The display unit 53 displays a rectangular area 91 indicating the predicted distribution, superimposed on the predicted value marker. The rectangular area 91 is long in the vertical direction. The vertical direction of the rectangular area 91 corresponds to the horizontal axis of the prediction distribution shown in FIG. And the display part 53 represents the pattern according to the vertical axis | shaft (predicted occurrence frequency) of the prediction distribution shown in FIG. In the example shown in FIG. 15, the predicted occurrence frequency is divided into “high”, “medium”, and “low”, the portion corresponding to “high” is displayed by hatching, and the portion corresponding to “medium” is represented by a horizontal line And a portion corresponding to “low” is displayed in a dotted pattern. Instead of displaying a pattern corresponding to the predicted occurrence frequency in the rectangular area 91, the display unit 53 may represent the predicted occurrence frequency in the rectangular area 91 with a color shade. For example, the display unit 53 may display a darker color as the predicted occurrence frequency is higher in the rectangular area 91 and display a lighter color as the predicted occurrence frequency is lower. As described above, the display unit 53 may display the predicted value in the graph, and may represent and display the predicted distribution in a manner corresponding to the occurrence frequency indicated by the predicted distribution.

  The display unit 53 also displays a line 82 representing the lower limit of the confidence interval and a line 81 representing the upper limit of the confidence interval. A line 82 represents the lower limit f + a−w in the above-described confidence interval [f + a−w, f + a + w]. A line 81 represents the upper limit f + a + w in the above-described confidence interval [f + a−w, f + a + w]. The display mode of the confidence interval is not limited to the example shown in FIG.

As already described, if the weather forecast data are similar to each other, the actual value of the prediction target after a predetermined time from the time when the weather forecast data is obtained becomes a close value. Moreover, if the weather forecast data are similar and the learning data are also similar, the predicted values obtained are close to each other. Therefore, when a past set similar to the set of the weather forecast data and the learning data at the latest time t ₀ is specified and an error corresponding to the set is extracted, variation in the error is small. The predicted distribution estimation system of the present invention extracts such an error, derives an error distribution based on the error, and further derives a predicted distribution. Therefore, the variation in the prediction distribution is small, and a highly accurate prediction distribution can be obtained. Further, the width of the confidence interval is reduced, and a preferable confidence interval is obtained.

  FIG. 16 is a diagram showing a comparison between error variation according to the present invention and error variation when learning data is not considered. The horizontal axis shown in FIG. 16 indicates twice the skirt width. In addition, the vertical axis shown in FIG. 16 indicates what percentage of the extracted error belongs to a range twice the skirt width. A circle marker indicates the result when the prediction distribution estimation system of the present invention extracts an error in step S13. In addition, the triangular marker indicates only the weather forecast data that is similar to the weather forecast data at the latest time without considering the training data, and shows the result when the error corresponding to the weather forecast data is extracted. ing. From FIG. 16, it can be seen that if the skirt width is the same, more errors are poured into the range of twice the skirt width when the processing of the present invention is executed. Therefore, it can be seen from the experimental results shown in FIG. 16 that the variation in the error distribution is small in the present invention.

  In the present invention, an error is extracted based on the distance between a set of weather forecast data and learning data. Therefore, the method of deriving the predictive regression model using the learning data does not affect the error extraction. Therefore, a highly accurate prediction distribution can be obtained regardless of the prediction regression model derivation algorithm.

Next, a modified example of the present invention will be described.
In the description of the above embodiment, the case where the prediction target is the amount of wind power generation is exemplified. The prediction target may be other than the amount of wind power generation. For example, the amount of solar power generation or the amount of solar radiation may be set as the prediction target. However, in this case, the time for which the photovoltaic power generation amount and the solar radiation amount are predicted is not nighttime. Accordingly, in this case, the prediction distribution estimation system uses the weather forecast data, the actual value of the prediction target, the learning data, the prediction value, and the data associated with the error at a predetermined time such that the prediction target time is the daytime. The bands may be stored in chronological order. For example, the predicted distribution estimation system may store the above data in time series for the time zone from 5:00 to 19:00. In addition, the time zone from 5:00 to 19:00 mentioned here is an example, and is not limited to this time zone. The processing in steps S12 and S13 may be executed in a state where data is stored in the storage device 3 as described above.

Also, unlike wind power generation, solar power generation and solar radiation vary greatly with time. Therefore, when calculating the distance between the latest set (X ₀ , V ₀ ) and the set (X _t , V _t ) in the search target period, the neighborhood data extraction unit 41 calculates the latest time among the times in the search target period. Only the group at the same time as the time of ( ₅ ) may be subject to distance calculation with the latest group (X ₀ , V ₀ ). For example, assume that the latest set (X ₀ , V ₀ ) corresponds to 14:00. In this case, the neighborhood data extraction unit 41 extracts only (X _t , V _t ) corresponding to 14:00 from each time within the search target period, and (X _t , V _t ) and (X ₀ , V _t ). ₀ )) may be calculated. In this case, since the number of past sets to be extracted decreases, the search target period may be set longer.

Further, the search target period may be divided and determined. For example, assume that the search target period is 90 days. In this case, the previous 30 days the latest time t _0, and the previous 30 days one year before the time t _0, 2 years prior to the time t ₀ in the previous 30 days, to divide the search target period May be. The amount of power generated by renewable energy may be affected by the season. In this way, the influence of the season can be reduced by dividing the search target period across years. That is, the neighborhood data extraction unit 41 determines whether or not the set of new weather forecast data and learning data is similar to a weather forecast from the time when the new weather forecast data is obtained to a predetermined period before. A set of data and learning data corresponding to the weather forecast data, and a set of learning data corresponding to the weather forecast data and the weather forecast data in the period before the previous year corresponding to the predetermined period may be used.

  In the above description of the embodiment, the case where the confidence coefficient used when the confidence interval is determined is determined as an example. It is good also as a structure which can designate a reliability coefficient from the outside. FIG. 17 is a block diagram illustrating an example of the calculation device 5 in a configuration in which the reliability coefficient can be designated from the outside. In FIG. 17, illustrations other than the calculation device 5 are omitted. In the example illustrated in FIG. 17, the calculation device 5 includes a confidence coefficient input unit 54 in addition to the confidence interval calculation unit 51, the prediction distribution derivation unit 52, and the display unit 53. The reliability coefficient input unit 54 is an input device (for example, a keyboard) to which a reliability coefficient is input. The confidence interval calculation unit 51 calculates the skirt width w according to the reliability coefficient input via the reliability coefficient input unit 54, and further calculates the reliability interval. About another point, it is the same as that of embodiment already demonstrated. In this example, for example, the administrator of the prediction distribution estimation system can adjust the reliability coefficient.

  Further, the data receiving device 1 and the prediction device 2 may be provided as devices outside the prediction distribution estimation system of the present invention. Further, the storage device 3 may be provided as a device external to the prediction distribution estimation system of the present invention. Alternatively, as already described, the prediction distribution estimation system may include a data reception device 1, a prediction device 2, a storage device 3, an estimation device 4, and a calculation device 5.

  In addition, the data reception device 1, the prediction device 2, the storage device 3, the estimation device 4, and the calculation device 5 may be realized by a single computer having the storage device 3. In this case, the data receiving unit 11, the weather forecast data output unit 12, the model derivation unit 21, the predicted value / error calculation unit 22, the neighborhood data extraction unit 41, the error distribution derivation unit 42, the confidence interval calculation unit 51, and the prediction distribution derivation unit 52 and the display unit 53 may be realized by a CPU of the computer that operates according to the predicted distribution estimation program. The CPU only needs to read the predicted distribution estimation program from a program recording medium such as a computer program storage device (not shown) and operate as each of the above elements according to the predicted distribution estimation program. Note that, in the display unit 53, a part that stores the graph and displays the graph on the display device is realized by the CPU. The part of the display unit 53 that actually performs display is realized by a display device.

  In addition, this invention is applicable also when making matters other than the matter regarding renewable energy into prediction object.

  The outline of the present invention will be described below. FIG. 18 is a block diagram showing an outline of the predicted distribution estimation system of the present invention. The prediction distribution estimation system of the present invention includes an extraction unit 95, an error distribution deriving unit 96, and a prediction distribution deriving unit 97.

  When the weather forecast data and the predicted value and learning data corresponding to the weather forecast data are specified, the extracting unit 95 (for example, the neighborhood data extracting unit 41) sets the meteorological forecast data and the learning data to a set. A set of past weather forecast data and learning data determined to be similar is extracted.

  The error distribution deriving unit 96 (for example, the error distribution deriving unit 42) obtains a predicted value based on the past weather forecast data and the learning data obtained for each set of the past weather forecast data and the learning data, and the predicted value. An error distribution is derived based on an error from the corresponding actual value.

  The prediction distribution deriving unit 97 (for example, the prediction distribution deriving unit 52) derives a prediction distribution to be predicted based on the error distribution.

  With such a configuration, the prediction distribution of the prediction target can be estimated with high accuracy.

  The configuration may include a confidence interval calculation unit (for example, a confidence interval calculation unit 51) that calculates a confidence interval of the predicted value based on the error distribution and the identified predicted value.

  A configuration may be provided that includes a confidence interval calculation means (for example, a confidence interval calculation unit 51) that calculates a confidence interval of the prediction distribution based on the error distribution and the reliability coefficient indicating a predetermined ratio in the error group.

  There may be a configuration in which a confidence coefficient input unit (for example, a confidence coefficient input unit 54) for inputting a confidence coefficient is provided, and the confidence interval calculation unit calculates a confidence interval according to the confidence coefficient.

  The extraction means 95 may be configured to calculate a distance between a past weather forecast data and learning data set and a new weather forecast data and new learning data set as an index value representing the degree of similarity. .

  The display includes a display unit (for example, a display unit 53) that displays the predicted value in the graph and displays the predicted distribution in the graph in a manner corresponding to the occurrence frequency indicated by the predicted distribution. Also good.

  When deriving the weather forecast data, the actual value of the prediction target at the time when the weather forecast data was obtained, the prediction value of the prediction target after a predetermined time from that point, and the prediction model for calculating the prediction value The storage device (for example, the storage device 3) stores the learning data used and the error that is the difference between the predicted value and the actual value of the prediction target after a predetermined time from the above time point. Also good.

  When new weather forecast data and a new actual value corresponding to the new weather forecast data are input, data adding means (for example, data) that stores the new weather forecast data and the new actual value in the storage means The receiving unit 11) identifies new learning data corresponding to the new weather forecast data, derives a prediction model from the new learning data, and associates the new learning data with the new weather forecast data in the storage means. Based on the model derivation means (for example, the model derivation unit 21) to be stored, the prediction model, and new weather forecast data, the predicted value of the prediction target after a predetermined time from the time when the new weather forecast data is obtained is calculated. And a predicting unit (for example, a predicted value / error calculating unit 22) that stores the predicted value in association with new weather forecast data and stores it in the storage unit. When the actual value of the prediction target after a predetermined time from the point is input, an error between the predicted value and the actual value may be calculated and stored in the storage unit in association with the new weather forecast data. .

  The extraction means 95 determines whether or not the combination of the identified weather forecast data and the learning data is similar to a past target whose time obtained is the same as the time when the identified weather forecast data is obtained. The configuration may be a set of weather forecast data and learning data corresponding to the weather forecast data.

  The extraction means 95 determines whether the combination of the identified weather forecast data and the learning data is similar to the weather forecast data from the time when the identified weather forecast data is obtained to A configuration may be adopted in which a set of learning data corresponding to the weather forecast data and a set of learning data corresponding to the weather forecast data in the period before the previous year corresponding to the predetermined period and the weather forecast data.

  The above embodiment can be described as in the following supplementary notes, but is not limited to the following.

(Supplementary note 1) Weather forecast data, actual value of a prediction target at the time when the weather forecast data is obtained, prediction value of the prediction target after a predetermined time from the time, and prediction for calculating the prediction value Using storage means for storing the learning data used when deriving the model and the error that is the difference between the predicted value and the actual value of the prediction target after a predetermined time from the time point, For each set of weather forecast data and learning data stored in the storage means when the weather forecast data and a new predicted value and new learning data corresponding to the new weather forecast data are specified, Calculating an index value representing a degree of similarity between the new weather forecast data and the new learning data set, specifying each set of weather forecast data and learning data satisfying a predetermined condition, and specifying Shi For each set, an extraction unit that extracts the error corresponding to the specified set from the storage unit, an error distribution deriving unit that derives an error distribution based on the error extracted by the extraction unit, and the error distribution And a prediction distribution deriving unit for deriving the prediction distribution of the prediction target based on the new prediction value.

(Additional remark 2) The prediction distribution estimation system of Additional remark 1 provided with the confidence interval calculation means which calculates the confidence interval of the said new predicted value based on error distribution and a new predicted value.

(Additional remark 3) The prediction distribution estimation system of Additional remark 2 which is provided with the reliability coefficient input means into which a reliability coefficient is input, and a reliability area calculation means calculates the reliability area according to the said reliability coefficient.

(Supplementary Note 4) The extraction means uses the distance between the weather forecast data and learning data set stored in the storage means, and the distance between the new weather forecast data and the new learning data as an index value representing the degree of similarity. The predicted distribution estimation system according to any one of Supplementary Note 1 to Supplementary Note 3 to be calculated.

(Supplementary Note 5) Predictive distribution estimation according to any one of Supplementary notes 1 to 4, further comprising display means for displaying the predicted value in the graph and displaying the predicted distribution in shades of color in the graph. system.

(Supplementary note 6) Weather forecast data, actual value of the prediction target at the time when the weather forecast data is obtained, prediction value of the prediction target after a predetermined time from the time, and prediction for calculating the prediction value Supplementary note 1 to supplementary note comprising storage means for storing the learning data used in deriving the model and the error that is the difference between the predicted value and the actual value of the prediction target after a predetermined time from the time point The predicted distribution estimation system according to any one of 5.

(Appendix 7) When new weather forecast data and a new actual value corresponding to the new weather forecast data are input, the new weather forecast data and the new actual value are stored in the storage means. A data adding means, identifying new learning data corresponding to the new weather forecast data, deriving a prediction model from the new learning data, and associating the new learning data with the new weather forecast data Based on the model derivation means to be stored in the storage means, the prediction model and the new weather forecast data, a predicted value of a prediction target after a predetermined time from the time when the new weather forecast data is obtained is calculated. And a prediction unit that stores the predicted value in the storage unit in association with the new weather forecast data, the prediction unit after a predetermined time from the time point When an actual value to be measured is input, an error between the predicted value and the actual value is calculated and stored in the storage unit in association with the new weather forecast data. The predictive distribution estimation system according to any one of the above.

(Supplementary note 8) Weather forecast data, actual value of the prediction target at the time when the weather forecast data was obtained, prediction value of the prediction target after a predetermined time from the time, and prediction for calculating the prediction value Using storage means for storing the learning data used when deriving the model and the error that is the difference between the predicted value and the actual value of the prediction target after a predetermined time from the time point, For each set of weather forecast data and learning data stored in the storage means when the weather forecast data and a new predicted value and new learning data corresponding to the new weather forecast data are specified, Calculating an index value representing a degree of similarity between the new weather forecast data and the new learning data set, specifying each set of weather forecast data and learning data satisfying a predetermined condition, and specifying Shi For each set, the error corresponding to the specified set is extracted from the storage means, an error distribution is derived based on the extracted error, and based on the error distribution and the new predicted value, A prediction distribution estimation method characterized by deriving a prediction distribution of a prediction target.

(Supplementary note 9) The computer calculates the weather forecast data, the actual value of the prediction target when the weather forecast data is obtained, the prediction value of the prediction target after a predetermined time from the time, and the prediction value Using storage means for storing the learning data used in deriving the prediction model for use in association with an error that is a difference between the predicted value and the actual value of the prediction target after a predetermined time from the time point A set of weather forecast data and learning data stored in the storage means when new weather forecast data and a new predicted value and new learning data corresponding to the new weather forecast data are specified. Each time, an index value representing the degree of similarity between the new weather forecast data and the new learning data set is calculated, and each set of weather forecast data and learning data satisfying a predetermined condition for the index value For each identified group, an extraction process for extracting the error corresponding to the identified group from the storage means, an error distribution deriving process for deriving an error distribution based on the error extracted in the extraction process, and A prediction distribution estimation program for executing a prediction distribution derivation process for deriving the prediction distribution of the prediction target based on the error distribution and the new prediction value.

  The present invention is preferably applied to a prediction distribution estimation system that estimates a prediction distribution of a prediction target.

DESCRIPTION OF SYMBOLS 1 Data receiver 2 Predictor 3 Storage device 4 Estimator 5 Calculator 11 Data receiver 12 Weather forecast data output unit 21 Model derivation unit 22 Predicted value / error calculation unit 41 Neighborhood data extraction unit 42 Error distribution derivation unit 51 Confidence interval Calculation unit 52 Predictive distribution deriving unit 53 Display unit 54 Reliability coefficient input unit

Claims (12)

Past weather forecast data determined to be similar to the set of the weather forecast data and the learning data when the weather forecast data and the predicted value and learning data corresponding to the weather forecast data are specified; An extraction means for extracting each set of learning data;
Distribution of errors based on an error between a predicted value based on the past weather forecast data and learning data, and an actual value corresponding to the predicted value, obtained for each set of the past weather forecast data and learning data An error distribution deriving means for deriving
A prediction distribution estimation system comprising: a prediction distribution deriving unit that derives a prediction distribution of a prediction target based on the error distribution. The prediction distribution estimation system according to claim 1, further comprising: a confidence interval calculation unit that calculates a confidence interval of the prediction value based on the error distribution and the identified prediction value. The prediction distribution estimation system according to claim 1, further comprising: a confidence interval calculation unit that calculates a confidence interval of the prediction distribution based on the error distribution and a confidence coefficient indicating a predetermined ratio in the error group. A reliability coefficient input means for inputting the reliability coefficient,
The prediction distribution estimation system according to claim 2, wherein the confidence interval calculation unit calculates a confidence interval according to the reliability coefficient. The extraction means calculates a distance between a past weather forecast data and learning data set and a new weather forecast data and new learning data set as index values representing the degree of similarity. The prediction distribution estimation system of any one of these. 6. The display device according to claim 1, further comprising: a display unit that displays the predicted value in the graph and displays the predicted distribution in the graph in a manner corresponding to the occurrence frequency indicated by the predicted distribution. The predicted distribution estimation system according to claim 1. Deriving the weather forecast data, the actual value of the prediction target at the time when the weather forecast data was obtained, the prediction value of the prediction target after a predetermined time from the time, and a prediction model for calculating the prediction value The memory | storage means which matches and memorize | stores the learning data used at the time and the difference | error which is a difference of the said prediction value and the said actual value of the said prediction object after the predetermined time from the said time point is provided. The prediction distribution estimation system of any one of them. A data adding means for storing the new weather forecast data and the new actual value in a storage means when new weather forecast data and a new actual value corresponding to the new weather forecast data are input; ,
New learning data corresponding to the new weather forecast data is specified, a prediction model is derived from the new learning data, and the new learning data is stored in the storage unit in association with the new weather forecast data. A model derivation means for causing
Based on the prediction model and the new weather forecast data, a predicted value of a prediction target after a predetermined time from the time when the new weather forecast data is obtained is calculated, and the predicted value is used as the new weather forecast. Predicting means for storing in the storage means in association with data,
The prediction means calculates an error between the predicted value and the actual value when a predicted actual value after a predetermined time from the time point is input, and associates the new weather forecast data with the memory. The prediction distribution estimation system according to claim 7, which is stored in a means. The extraction means determines whether or not the combination of the specified weather forecast data and the learning data is similar to a past target whose time obtained is the same as the time when the specified weather forecast data is obtained. The prediction distribution estimation system according to any one of claims 1 to 8, wherein the prediction data is a set of weather forecast data and learning data corresponding to the weather forecast data. The extraction means determines whether or not the combination of the identified weather forecast data and the learning data is similar to the weather forecast data from the time when the identified weather forecast data was obtained to a predetermined period before 9. A set of learning data corresponding to weather forecast data, and a set of weather forecast data corresponding to the predetermined period and the weather forecast data in the period before the previous year and the learning data corresponding to the weather forecast data. The prediction distribution estimation system according to any one of the above. Past weather forecast data determined to be similar to the set of the weather forecast data and the learning data when the weather forecast data and the predicted value and learning data corresponding to the weather forecast data are specified; Extract each training data set,
Distribution of errors based on an error between a predicted value based on the past weather forecast data and learning data, and an actual value corresponding to the predicted value, obtained for each set of the past weather forecast data and learning data Is derived,
A prediction distribution estimation method, wherein a prediction distribution of a prediction target is derived based on the error distribution. On the computer,
Past weather forecast data determined to be similar to the set of the weather forecast data and the learning data when the weather forecast data and the predicted value and learning data corresponding to the weather forecast data are specified; Extraction process to extract each set of learning data,
Distribution of errors based on an error between a predicted value based on the past weather forecast data and learning data, and an actual value corresponding to the predicted value, obtained for each set of the past weather forecast data and learning data An error distribution derivation process for deriving
A prediction distribution estimation program for executing a prediction distribution derivation process for deriving a prediction distribution of a prediction target based on the error distribution.

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