A hybrid time series forecasting CGAN model based on LSTM and Conv1D and its application for load forecasting
摘要
The combination of multiple machine learning algorithms can improve the performance of time series forecasting data in diversity and complexity. Based on conditional generative adversarial network (CGAN), one-dimensional convolutional neural network (Conv1D), and long short-term memory (LSTM), a hybrid forecasting model LSTM-Conv1D-CGAN and a novel performance evaluation system are proposed in this paper. Firstly, to capture the internal features, LSTM is used to improve the GAN generator. To extract the nonlinear features and dynamic behaviors, Conv1D is used to enhance the GAN discriminator. Meanwhile, Dropout, L2 regularization, and various activation function are used to optimize neural network performance. Secondly, a conditional label matrix is constructed, incorporating weather, electricity price, and historical data. Fourier feature transform is used to extract historical information, and a CGAN model is formed. Thirdly, performance of LSTM-Conv1D-CGAN is evaluated, focusing on prediction accuracy, forecasting stability, model generalization ability, and robustness. Experimental results show that RMSE, MAPE, MFE,