Hydroelectric power generation is a critical component of the global energy matrix, particularly in countries like Brazil, where it represents the majority of the energy supply. However, its strong dependence on river discharges, which are inherently uncertain due to climate variability, poses significant challenges. River discharges are linked to precipitation patterns, making the development of accurate probabilistic forecasting models crucial for improving operational planning in systems heavily reliant on this resource. Traditionally, statistical models have been used to represent river discharges in energy optimization. Yet, these models are increasingly unable to produce realistic scenarios due to structural shifts in climate behavior. Changes in precipitation patterns have altered discharge dynamics, which traditional approaches struggle to capture. Machine learning methods, while effective as universal predictors for time series, often focus solely on historical data, ignoring key external factors such as meteorological and climatic conditions. Furthermore, these methods typically lack a probabilistic framework, which is vital for representing the inherent variability of hydrological processes. The limited availability of historical discharge data further complicates the application of large-scale deep learning models to this domain. To address these challenges, we propose a framework based on a modified recurrent neural network architecture. This model generates parameterized probability distributions conditioned on projections from global circulation models, effectively accounting for the stochastic nature of river discharges. Additionally, the architecture incorporates enhancements to improve its generalization capabilities. We validate this framework within the Brazilian Interconnected System, using projections from the SEAS5-ECMWF system as conditional variables.
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