WebJan 1, 2024 · One of the initially used loss functions for PI estimation with neural networks is the Coverage Width-based Criterion (CWC), also known as Lower Upper Bound Estimation method (LUBE), a loss function built as a multiplicative function of width and coverage terms [9], to deal with the trade-off between both (PIs with high coverage … WebAug 2, 2024 · LUBE optimizes a single- and non-differentiable objective function called coverage–width-based criterion, which combines both coverage and width. Thus, a simulated annealing metaheuristic was used to train the NN weights instead of the conventional backpropagation algorithm.
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WebCalculates confidence interval coverage and width. The function also calculates the associated Monte Carlo standard errors. ... The confidence interval percentage is based on how you calculated the lower and upper bounds. Usage. calc_coverage (res_dat, lower_bound, upper_bound, true_param, perfm_criteria = c ("coverage", "width")) … WebApr 14, 2024 · This study proposes a probabilistic forecasting method for short-term wind speeds based on the Gaussian mixture model and long short-term memory. The precision of the proposed method is evaluated by prediction intervals (i.e., prediction interval coverage probability, prediction interval normalized average width, and coverage width … tsse band 2b
Uncertain wind power forecasting using LSTM‐based …
Webcontradictory, so a comprehensive PI-based cost function known as coverage width-based criterion (CWC) is defined for the optimisation between the two desired criteria which is given in (4) [27] CWC = PINAW + γ(PICP)exp−η(PICP− μ) (4) where γ(PICP) is a Boolean variable which is defined as follows: γ(PICP) = 1, if PICP < μ 0, if PICP ... WebMar 15, 2024 · For the comparison of interval prediction results. the performance criterion of Coverage Width-based Criterion (CWC) at 95% confidence levels compare with the … WebJul 10, 2024 · A compound PI-based indicator, namely, Coverage Width-based Criterion (CWC), is employed in the training period as an objective function. Definitions of these indices are presented as follows. PICP measures the percentage of target observations that are enclosed in the interval (Khosravi et al. 2011a) tss earnslaw steamship lake cruises