Forecasting Voltage Time Series under Anomalies Using a WGAN Model With Lipschitz Control and Progressive Kernel Critic Strategy

arXiv:2610.23394v1 Announce Type: new Abstract: In time-series forecasting tasks, the use of recursive forecasting on high-dimensional data substantially increases the complexity of the prediction process. The main challenge is that long-term dynamics becomes harder to model, since the sequences show greater temporal variability. To counteract this limitation and improve the modeling of long-term dynamics, and more importantly, address high-dimensional recursive forecasting, this paper uses a Wasserstein GAN equipped with a progressive Lipschitz penalty and an adaptive kernel. This model is capable of taking a window of the data stream and forecasting the next values, subsequently reconstructing the time-series stream and dynamically adapting its kernel to each new window. The proopsed model is a deep learning framework based on a Wasserstein GAN (WGAN-CLP) with an adaptive kernel to model alterations in streaming voltage time series. To establish the methodological foundation, we review the WGAN-LP formulation another variant model in this class and extend its framework through an adaptive kernel critic model. We then evaluate this extended model using power ratios, correlation coefficient (CC), and relative root mean squared error (RRMSE). The experimental results demonstrate that the proposed model outperforms benchmark methods in both accuracy and robustness. The evaluation shows promising performance of the WGAN-CLP with an adaptive kernel framework in forecasting sequence alterations across the voltage and energy time-series datasets.

Abstract:In time-series forecasting tasks, the use of recursive forecasting on high-dimensional data substantially increases the complexity of the prediction process. The main challenge is that long-term dynamics becomes harder to model, since the sequences show greater temporal variability. To counteract this limitation and improve the modeling of long-term dynamics, and more importantly, address high-dimensional recursive forecasting, this paper uses a Wasserstein GAN equipped with a progressive Lipschitz penalty and an adaptive kernel. This model is capable of taking a window of the data stream and forecasting the next values, subsequently reconstructing the time-series stream and dynamically adapting its kernel to each new window. The proopsed model is a deep learning framework based on a Wasserstein GAN (WGAN-CLP) with an adaptive kernel to model alterations in streaming voltage time series. To establish the methodological foundation, we review the WGAN-LP formulation another variant model in this class and extend its framework through an adaptive kernel critic model. We then evaluate this extended model using power ratios, correlation coefficient (CC), and relative root mean squared error (RRMSE). The experimental results demonstrate that the proposed model outperforms benchmark methods in both accuracy and robustness. The evaluation shows promising performance of the WGAN-CLP with an adaptive kernel framework in forecasting sequence alterations across the voltage and energy time-series datasets.

Machine Learning (cs.LG)

arXiv:2610.23394 [cs.LG]

(or arXiv:2610.23394v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2610.23394 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.

Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.

Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.

analiza aiqbench

Forecasting Voltage Time Series under Anomalies Using a WGAN Model With Lipschitz Control and Progressive Kernel Critic Strategy

Subiecte conexe