Probabilistic Load Forecasting via Neural Basis Expansion Model Based Prediction Intervals

To narrow the width of prediction interval while guaranteeing coverage for probabilistic short term load forecasting, we propose a deep-learning forecasting model based on neural basis expansion analysis (N-BEATS). It takes load data as input, and feed the load sequence into three stacks. Each stack projects the load sequence on a set of basis vectors. Both the basis vectors and the corresponding ...