| 研究生: |
郭金尼 Kuo, Gin-Ni |
|---|---|
| 論文名稱: |
基於元學習框架之淨負載預測:利用DDPG驅動CSI-SLFN之超參數優化 A Meta-Learning Framework for Net Load Forecasting:DDPG-Driven Hyperparameter Optimization of CSI-SLFN |
| 指導教授: |
蔡瑞煌
Tsaih, Rua-Huan |
| 口試委員: |
古政元
Ku, Cheng-Yuan 王聖銘 Wang, Sheng-Ming 簡士鎰 Chien, Shih-Yi 謝明華 Hsieh, Ming-Hua |
| 學位類別: |
博士
Doctor |
| 系所名稱: |
商學院 - 資訊管理學系 Department of Management Information System |
| 論文出版年: | 2026 |
| 畢業學年度: | 114 |
| 語文別: | 英文 |
| 論文頁數: | 137 |
| 中文關鍵詞: | 淨負載預測 、元學習 、超參數優化 、深度確定性策略梯度 、強記軟化及整合演算法之單層隱藏層前饋神經網路 、設計科學研究 、決策支援系統 、機器學習維運 、再生能源併網整合 |
| 外文關鍵詞: | net load forecasting, meta-learning, hyperparameter optimizationn, DDPG, CSI-SLFN, design science research, decision support systems, MLOps, renewable energy integration |
| 相關次數: | 點閱:5 下載:0 |
| 分享至: |
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本論文以資訊系統(IS)設計科學方法,探討自適應學習率元控制(meta-control)問題。其核心科學主張在於:當學習率的強化學習式動態元控制與網路結構適應在架構上明確分離時,相較於固定排程式啟發式演算法,在平穩、實證觀測的非平穩,以及前瞻性合成高再生能源預測情境中,能提供一種具情境依存性、具統計可再現性且治理導向的模型管理架構。此主張對應於本研究的架構假設:即當資料分佈之非平穩性增加時,自適應學習率元控制的相對價值將愈發顯著。其他貢獻(模型緊湊性、可解釋性、MLOps(機器學習維運)整合、邊緣部署可行性,以及相對於大型深度學習基線的競爭性表現),則被視為支持性設計知識啟示,用以建構和脈絡化此主要科學主張,而非取代之。
波動性再生能源的高滲透率改變了電力系統短期負載預測的運轉與決策意涵。隨著再生能源占比提高,系統運轉者日益需要預測淨負載(定義為系統總需求扣除波動性再生能源發電量後的剩餘需求),而不再僅聚焦於總負載預測。淨負載預測具有高度挑戰性,因其同時受到人類用電行為與天氣驅動之再生能源波動性影響;在高再生能源滲透率之系統中,常伴隨益發劇烈的升降載、更頻繁的低剩餘需求時段,以及更高的運轉壓力。這些特性不僅構成工程問題,也形成資訊管理問題:預測系統除須降低預測誤差外,亦應在實際運轉決策支援環境中,支援可重複的模型治理、具運算效率的再訓練流程,以及具可解釋性的模型管理決策。
本論文提出 CSI-SLFN-DDPG 元學習框架,用於電力系統淨負載預測。該框架結合緊湊型單一隱藏層前饋神經網路(single-hidden-layer feedforward network, SLFN)、CSI 啟發式結構自適應機制,以及基於深度確定性策略梯度(deep deterministic policy gradient, DDPG)的學習率元控制機制。此系統被設計為一項支援人工智慧決策支援之設計科學研究(design science research, DSR)工件。
本研究採用 2016 至 2020 年愛爾蘭電力系統淨負載資料進行實證評估,資料特徵包括落後期需求、風力發電、日曆特徵及衍生淨負載特徵。研究以 10 個隨機種子進行探索性實驗,並以 30 個隨機種子進行確認性配對實驗;模型穩健性則於三類情境下評估:歷史常規測試情境、實證觀測的歷史高壓力子集(265 個高再生能源時段,風力占比 ≥ 0.7),以及合成 2030 型高再生能源壓力情境,並採有界轉移觀點加以詮釋。合成 2030 型情境被定位為前瞻性的合成穩健性探測,它並非直接的運轉實證,因其資料分布部分建構於再生能源滲透率的前瞻性假設,而非完全來自歷史觀測的系統行為。因此,本研究將實證觀測的歷史高壓力情境定位為主要推論主張在實際部署運轉脈絡下的解釋錨點。
本研究以均方根誤差(root mean square error, RMSE)作為配對統計推論的主要評估指標;R^2 則僅作為補充性描述統計,因其為有界且非線性的指標,於高壓力時段可能呈現偏態分布。針對 RMSE 結果,本研究採用三種互補的配對推論程序進行多方法交叉檢視:配對 t 檢定、Wilcoxon 符號秩檢定,以及雙側符號翻轉置換檢定;並同時報告配對設計效果量,包括經 Hedges 小樣本修正的配對 Cohen's d_z、配對秩雙列相關,以及配對符號差值。另以 20,000 次重複抽樣估計百分位數 bootstrap 95% 信賴區間。
在 30 個隨機種子的確認性配對分析中,CSI-SLFN-DDPG 在三個評估情境的主要 RMSE 指標上,均相較於結構匹配的 CSI-SLFN-HEURISTIC 基線呈現方向一致、經多種配對推論程序支持的相對優勢。配對效果量依情境呈遞增模式,Cohen's d_z: 分別為 +0.464、+0.499 與 +0.540;其中,分布轉換最強的合成 2030 型完整測試情境具有最大的配對效果量(詳細的配對統計結果見第 5.4 節)。此結果與本研究的架構假設一致:在所設定的資料、模型與評估協定下,隨資料分布非平穩性提高,基於強化學習的自適應學習率元控制可能呈現較高的相對價值。
本論文據此提出雙層次的設計科學洞察。第一,在主要推論層次上,研究結果提供條件式證據,支持強化學習式學習率元控制在不同非平穩程度下相對效益可能遞增的架構假設。第二,在支持性設計知識層次上,CSI-SLFN-DDPG 作為一項緊湊、治理導向且具部署意識的預測架構,僅約含 300 個參數,平均每個隨機種子的訓練時間約為 18 秒,並可提供可稽核的學習率調整軌跡與模型容量演進紀錄。在三個評估情境的描述性比較中,其平均 RMSE 均低於參數規模顯著較大的深度學習基線 Transformer FFN(3,297 個參數)與 LSTM 型 FFN(6,433 個參數)。因此,該架構在預測精度、模型緊湊性、治理可稽核性與再訓練負擔之間,展現可供後續部署驗證與 MLOps 整合評估的實務潛力;實際系統調度者工作流程中的線上部署與實證驗證,則留待後續研究。
This dissertation studies adaptive learning-rate meta-control as an Information Systems (IS) design-science problem. Its central scientific claim is that reinforcement-learning-based meta-control of optimization dynamics—when architecturally separated from structural adaptation—delivers a regime-conditional, statistically reproducible, and governance-oriented architecture over fixed-schedule heuristics across stationary, authentic non-stationary, and forward-looking high-renewable forecasting regimes, consistent with the architectural hypothesis that adaptive learning-rate control becomes increasingly valuable as distributional non-stationarity increases. All other contributions—compactness, interpretability, MLOps integration, edge deployability, and competitive performance against larger deep-learning baselines—are treated as supporting design-knowledge implications that scaffold and contextualize this primary claim rather than replace it.
High penetration of variable renewable energy changes the operational meaning of short-term load forecasting. System operators increasingly require forecasts of net load—defined as demand minus variable renewable generation—rather than gross demand alone. Net load is difficult to forecast because it combines human consumption patterns with weather-driven renewable production, and because high-renewable systems exhibit sharper ramps, lower residual-demand periods, and more frequent operational stress. These characteristics create an information-management problem as much as an engineering problem: forecasting systems must not only minimize error but also support repeatable model governance, computationally efficient retraining, and interpretable model-management decisions in operational decision-support environments.
This dissertation proposes CSI-SLFN-DDPG, a meta-learning framework that combines a compact Single-Hidden-Layer Feedforward Network (SLFN) with CSI-inspired structural adaptation and DDPG-based learning-rate control for net-load forecasting. The system is designed as a Design Science Research (DSR) artifact for AI-enabled decision support. The empirical evaluation uses an Irish power-system net-load dataset (2016–2020) with lagged demand, wind generation, calendar, and derived net-load features. Robustness is assessed with both 10-seed exploratory and 30-seed confirmatory paired experimental designs across three regimes: Historical Normal Test conditions, Authentic Historical Stress subsets (265 empirically observed high-renewable hours with wind share ≥ 0.7), and Synthetic 2030-like high-renewable stress scenarios. The Synthetic 2030-like regime is interpreted as a forward-looking synthetic robustness probe rather than as direct operational evidence, because its distribution is partially constructed from projected renewable-penetration assumptions rather than observed historical system behavior; the Authentic Historical Stress regime is therefore designated the deployed-operation anchor for primary inferential claims.
Paired statistical inference is reported with RMSE designated as the primary inferential endpoint, while R² is provided as supplementary descriptive summary only because R² is bounded, nonlinear, and can be skewed on stress windows. Three complementary inferential procedures are triangulated on RMSE—paired t-test, Wilcoxon signed-rank test, and a two-sided sign-flip permutation test—together with paired-design effect sizes (paired Cohen's d_z with Hedges correction, matched-pairs rank-biserial correlation, and paired sign-delta) and percentile bootstrap 95% confidence intervals (20,000 resamples).
The 30-seed paired statistical analysis establishes a convergent and triangulated effectiveness profile for CSI-SLFN-DDPG across all three regimes on the primary RMSE endpoint, with the largest paired effect size observed under the regime exhibiting the strongest distributional transformation (Synthetic 2030-like Full Test, paired Cohen's d_z = +0.540). The Authentic Historical Stress regime serves as the deployed-operation anchor, while the Synthetic 2030-like regime is interpreted under bounded-transfer framing because its distribution is partially constructed from forward-projected renewable-penetration assumptions rather than observed system behavior. The proposed artifact is positioned as a governance-oriented forecasting architecture that exposes auditable learning-rate trajectories and capacity-evolution records, designed to support operational governance within MLOps workflows; empirical validation under live operator workflows is identified as future work.
Deployment-oriented recommendations are therefore anchored on the Authentic Historical Stress regime, where CSI-SLFN-DDPG attains a statistically convergent and practically meaningful paired advantage over the structurally matched heuristic baseline under empirically observed high-renewable conditions (full triangulated paired statistics in Section 5.4). Across all three evaluated regimes, CSI-SLFN-DDPG remains operationally attractive relative to substantially larger sequence-modelling baselines (Transformer FFN, 3,297 parameters; LSTM-style FFN, 6,433 parameters), while preserving a compact footprint of approximately 300 parameters, explicit capacity auditability, and low retraining overhead.
The dissertation therefore contributes a two-level scientific insight. First (primary inferential level), at the 30-seed confirmatory tier of the dual-tier paired protocol, CSI-SLFN-DDPG attains a convergent, triangulated paired advantage over the structurally matched CSI-SLFN-HEURISTIC baseline on the primary RMSE endpoint under each of the three evaluated regimes with paired effect sizes exhibiting a regime-ordered strengthening pattern (Cohen's d_z: +0.464 → +0.499→ +0.540), consistent with the architectural hypothesis that RL-based adaptive learning-rate control becomes increasingly valuable as distributional non-stationarity increases. Second (supporting design-knowledge level), the broader practical value of the artifact as a compact, governance-oriented, and deployment-aware forecasting architecture remains evident across all three regimes, with CSI-SLFN-DDPG (~300 parameters) attaining substantially lower mean RMSE than Transformer FFN (3,297 params) and LSTM-style FFN (6,433 params) under each regime .
These findings advance a design-science contribution with practical implications for AI-enabled decision support in high-renewable power systems. First, they provide an IS-oriented framing of adaptive forecasting as a governance-oriented artifact—exposing auditable learning-rate trajectories and capacity-evolution records—rather than as a prediction tool whose internal optimization dynamics are not directly inspectable. Second, they formalize a tractable MDP for learning-rate meta-control in a CSI-adaptive network that balances forecasting accuracy (mean RMSE 21.22 MW under Normal Test, 15.94 MW under Authentic Historical Stress) with architectural parsimony (~300 parameters, ~18 s mean per-seed training time). Third, they identify a regime-ordered strengthening pattern of RL-based adaptive meta-control under increasing distributional non-stationarity, while also showing that compact meta-learned architectures remain practically competitive against substantially larger sequence-modelling baselines under both empirically observed high-renewable conditions (Authentic Historical Stress) and forward-projected synthetic high-renewable conditions (Synthetic 2030-like Full Test, interpreted under bounded-transfer framing).
摘要 2
Abstract 6
Chapter 1. Introduction 13
1.1 Research Background: Net Load Forecasting as an Information-Systems Problem 13
1.2 Positioning statement 14
1.3 Limitations of Fixed-Hyperparameter Training 16
1.4 Meta-Learning Architecture 18
1.5 Research Questions 20
1.6 Research Contributions 21
1.7 Research Scope 30
Chapter 2. Literature Review 32
2.1 Net Load Forecasting in High-Renewable Power Systems 32
2.2 Hyperparameter Optimization and Meta-Learning 34
2.3 DDPG for Dynamic Control 35
2.4 CSI Mechanism and Simplification in This Dissertation 36
Chapter 3. Methodology: Meta-Learning Decision-Support Artifact 40
3.1 Design-Science Methodology 40
3.1.1 Design-Science Instantiation in CSI-SLFN-DDPG 41
3.2 Three-Level Meta-Learning Architecture 43
3.2.1 CSI-SLFN Backbone 45
3.3 Action Mapping and Control Rules 46
3.7 Baseline Models 49
Chapter 4. Experimental Design 49
4.1 Dataset and Target Variable 49
4.2 Feature Engineering 53
4.3 Training Protocol and Reproducibility 55
4.4 Heuristic Structural Adaptation Protocol 57
4.5 Authentic Stress-Scenario Definition 60
4.6 Synthetic 2030-like Stress 62
4.7 Learning-Rate Bounds Sensitivity Analysis 65
4.8 Ten-Seed and Thirty-Seed Statistical Inference 66
4.8.1 Paired Statistical Testing Protocol 67
Chapter 5. Results and Discussion 70
5.1 Primary Ten-Seed Normal Test Results 70
5.1.1 Primary Ten-Seed Accuracy and Stability Results 70
5.1.2 Single-Seed Accuracy and Capacity tracking Results (two examples) 73
5.2 Primary Ten-Seed Authentic Historical Stress Results 75
5.3 Primary Ten-Seed Synthetic 2030-like Full Test Results 77
5.4 Ten-Seed and Thirty-Seed Statistical Inference Results 78
5.4.1 Thirty-Seed Mean Performance Across Regimes 79
5.4.2 Thirty-Seed Triangulated Paired Tests 82
5.4.3 Thirty-Seed Paired Effect Sizes 88
5.4.4 Robustness of the 10→30 Seed Promotion 88
5.4.5 Inferential Boundaries and Bounded Transfer 89
5.4.6 Summary Verdict for Contribution 1 90
5.5 Interpretation of Random Forest Superiority 91
5.6 DDPG Cross-Regime Seed Sensitivity and Stability Profile 93
5.6.1 Normal Test (Historical): Accuracy with Moderate Variance 94
5.6.2 Authentic Historical Stress: Dual Benefit (Accuracy + Stability) 94
5.6.3 Synthetic 2030-like Full Test: Monotonic Effect-Size Increase 95
5.6.4 Cross-Regime Seed Sensitivity Summary 95
5.6.5 Interpretation: Dual-Benefit Pattern and Model Stability 96
5.6.6 Implications for Deployment and Design Robustness 97
5.7 Design Knowledge from the Artifact 98
Chapter 6. Conclusion, Implications, and Future Work 101
6.1 Conclusion 101
6.2 Implications for Information Systems and Decision Support 103
6.3 Design Principles for AI Enabled Forecasting Artifacts 107
6.4 Limitations 108
6.5 Future Work 110
References 113
Appendix A. Pseudocode for CSI-SLFN-DDPG and CSI-SLFN-HEURISTIC 118
Appendix B. Learning-Rate Bounds (η_min, η_max) Sensitivity Analysis 131
Appendix C. Terminology Standardization for Inferential Reporting 136
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全文公開日期 2031/08/18