We present HydroFlow, a novel deep generative model for predicting the electricity generation demand of large-scale hydropower stations. HydroFlow uses a latent stochastic recurrent neural network to capture the dependencies in the multivariate time series. It not only utilizes the hidden state of the neural network, but also considers the uncertainty of variables related to natural and social factors. We also introduce an endto-end approach based on generative flows to approximate the posterior distribution of time series with exact likelihoods. Our model is powerful as adding stochasticity to different factors (e.g., reservoir capacity and water-flow measurements) and thus overcomes the expressiveness limitations of deterministic prediction methods. It also enables trainable latent transformations that can improve the model interpretability.We evaluate HydroFlow on the data collected from the hydropower stations of a large-scale hydropower development company. Experimental results show that our model significantly outperforms the state-of-the-art baseline methods while providing explainable results.

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Learning domain-invariant representations is a major task of out-of-distribution generalization. To address this issue, recent efforts have taken into accounting causality, aiming at learning the causal factors with regard to tasks. However, extending existing generalization methods for adapting non-stationary time series may be ineffective, because they fail to model the underlying causal factors due to temporal-domain shifts except for source-domain shifts, as pointed out by recent studies. To this end, we propose a novel model DyCVAE to learn dynamic causal factors. The results on synthetic and real datasets demonstrate the effectiveness of our proposed model for the task of generalization in time series domain.