Hierarchical Probabilistic Conformal Prediction for Distributed Energy Resources Adoption

TL;DR

This paper introduces a hierarchical probabilistic conformal prediction framework for accurately forecasting distributed energy resource adoption across grid levels, ensuring statistical validity and improved uncertainty quantification.

Contribution

It presents a novel hierarchical uncertainty quantification method using a multivariate Hawkes process and split conformal prediction, with theoretical guarantees and superior empirical performance.

Findings

Outperforms existing methods in predictive accuracy

Provides reliable uncertainty calibration across hierarchy levels

Demonstrates effectiveness on real-world solar adoption data

Abstract

The rapid growth of distributed energy resources (DERs) presents both opportunities and operational challenges for electric grid management. Accurately predicting DER adoption is critical for proactive infrastructure planning, but the inherent uncertainty and spatial disparity of DER growth complicate traditional forecasting approaches. Moreover, the hierarchical structure of distribution grids demands that predictions satisfy statistical guarantees at both the circuit and substation levels, a non-trivial requirement for reliable decision-making. In this paper, we propose a novel uncertainty quantification framework for DER adoption predictions that ensures validity across hierarchical grid structures. Leveraging a multivariate Hawkes process to model DER adoption dynamics and a tailored split conformal prediction algorithm, we introduce a new nonconformity score that preserves statistical guarantees under aggregation while maintaining prediction efficiency. We establish theoretical validity under mild conditions and demonstrate through empirical evaluation on customer-level solar panel installation data from Indianapolis, Indiana that our method consistently outperforms existing baselines in both predictive accuracy and uncertainty calibration.