{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/conditional-approximate-normalizing-flows-for","title":"Conditional Approximate Normalizing Flows for Joint Multi-Step Probabilistic Forecasting with Application to Electricity Demand","arxiv_id":"2201.02753","date":"2022-01-08","proceeding":null,"authors":["Arec Jamgochian","Di wu","Kunal Menda","Soyeon Jung","Mykel J. Kochenderfer"],"abstract":"Some real-world decision-making problems require making probabilistic forecasts over multiple steps at once. However, methods for probabilistic forecasting may fail to capture correlations in the underlying time-series that exist over long time horizons as errors accumulate. One such application is with resource scheduling under uncertainty in a grid environment, which requires forecasting electricity demand that is inherently noisy, but often cyclic. In this paper, we introduce the conditional approximate normalizing flow (CANF) to make probabilistic multi-step time-series forecasts when correlations are present over long time horizons. We first demonstrate our method's efficacy on estimating the density of a toy distribution, finding that CANF improves the KL divergence by one-third compared to that of a Gaussian mixture model while still being amenable to explicit conditioning. We then use a publicly available household electricity consumption dataset to showcase the effectiveness of CANF on joint probabilistic multi-step forecasting. Empirical results show that conditional approximate normalizing flows outperform other methods in terms of multi-step forecast accuracy and lead to up to 10x better scheduling decisions. Our implementation is available at https://github.com/sisl/JointDemandForecasting.","url_abs":"https://arxiv.org/abs/2201.02753v2","url_pdf":"https://arxiv.org/pdf/2201.02753v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"conditional-approximate-normalizing-flows-for","repo_url":"https://github.com/sisl/jointdemandforecasting","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"decision-making","task_name":"Decision Making"},{"task_slug":"scheduling","task_name":"Scheduling"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"}],"methods":[{"method_slug":"normalizing-flows","method_name":"Normalizing Flows"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}