Short-term wind speed forecasting based on a hybrid model

Wind power is currently one of the types of renewable energy with a large generation capacity. However, operation of wind power generation is very challenging because of the intermittent and stochastic nature of the wind speed. Wind speed forecasting is a very important part of wind parks management and the integration of wind power into electricity grids. As an artificial intelligence algorithm, radial basis function neural network (RBFNN) has been successfully applied into solving forecasting problems. In this paper, a novel approach named WTT–SAM–RBFNN for short-term wind speed forecasting is proposed by applying wavelet transform technique (WTT) into hybrid model which hybrids the seasonal adjustment method (SAM) and the RBFNN. Real data sets of wind speed in Northwest China are used to evaluate the forecasting accuracy of the proposed approach. To avoid the randomness caused by the RBFNN model or the RBFNN part of the hybrid model, all simulations in this study are repeated 30 times to get the average. Numerical results show that the WTT–SAM–RBFNN outperforms the persistence method (PM), multilayer perceptron neural network (MLP), RBFNN, hybrid SAM and RBFNN (SAM–RBFNN), and hybrid WTT and RBFNN (WTT–RBFNN). It is concluded that the proposed approach is an effective way to improve the prediction accuracy.     

CEEMD-WT和CNN在短期风速预测中的应用研究

由于风速存在随机性和不稳定性,为了提高短期风速预测的精度,提出了一种基于完备总体经验模态分解（CEEMD）、小波变换（WT）和卷积神经网络（CNN）的短期风速预测混合模型。首先,CEEMD算法把原始风速序列分解成一些相对平稳的固有模态函数和一个残差序列;然后,WT算法对每个固有模态函数进行二次去噪,进一步消除噪声对固有模态函数的影响;最后,卷积神经网络对每个固有模态函数、残差序列和影响风速的5个属性训练预测得到各自的预测结果,对所有的预测结果重构得到最终的预测结果。通过实验与其他4个风速预测模型进行比较,所提出的模型预测的绝对平均百分比误差（MAPE）最小,为2.484%,表明在短期风速预测方面CEEMD-WT-CNN模型有较好的性能。     

A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates

In this study, we propose a novel nonlinear ensemble forecasting model integrating generalized linear auto-regression (GLAR) with artificial neural networks (ANN) in order to obtain accurate prediction results and ameliorate forecasting performances. We compare the new model's performance with the two individual forecasting models—GLAR and ANN—as well as with the hybrid model and the linear combination models. Empirical results obtained reveal that the prediction using the nonlinear ensemble model is generally better than those obtained using the other models presented in this study in terms of the same evaluation measurements. Our findings reveal that the nonlinear ensemble model proposed here can be used as an alternative forecasting tool for exchange rates to achieve greater forecasting accuracy and improve prediction quality further.     

Short-Term Wind Speed Prediction Using Signal Preprocessing Technique and Evolutionary Support Vector Regression

Short-term wind speed prediction is beneficial to guarantee the safety of wind power utilization and reduce the cost of wind power generation. As a kind of the powerful artificial intelligent algorithms, support vector regression (SVR) has been successfully employed in solving forecasting problems. However, due to the intrinsic complexity and multi-patterns of wind speed fluctuations, it is regarded as one of the most challenging applications for wind speed prediction. To alleviate the influence of complexity and capture these different patterns, this study proposes a novel approach named SIE–WDA–GA–SVR for short-term wind speed prediction, which applies the seasonal information extraction (SIE) and wavelet decomposition algorithm (WDA) into hybrid model that integrates the genetic algorithm (GA) into SVR. First, the proposed approach uses SIE to decompose the original wind speed into seasonal and trend components, and the seasonal indices are calculated by SIE. Second, the proposed approach uses WDA to decompose the trend component into both the approximate and the detailed scales. Third, the proposed approach uses GA–SVR to forecast the approximated and detailed scales, respectively. Then, the prediction values of the trend component can be obtained by integrating the prediction values of the approximated scale into the prediction values of the detailed scale. By integrating the seasonal indices into the prediction values of trend component, we can obtain the final forecasting results of the original wind speed. Moreover, the partial autocorrelation function is used to determine the number of input dimension for the SVR, and the GA is used to select the parameters of the SVR. Four real wind speed datasets are used as test samples to verify the proposed approach. Experimental results indicate that the proposed approach outperforms other benchmark models in four statistical error measures, and can improve the forecasting accuracy of wind speed.     

HYBRID GREY RELATIONAL ARTIFICIAL NEURAL NETWORK AND AUTO REGRESSIVE INTEGRATED MOVING AVERAGE MODEL FOR FORECASTING TIME-SERIES DATA

The aim of this study is to develop a new hybrid model by combining a linear and nonlinear model for forecasting time-series data. The proposed model (GRANN_ARIMA) integrates nonlinear grey relational artificial neural network (GRANN) and a linear autoregressive integrated moving average (ARIMA) model by combining new features and grey relational analysis to select the appropriate inputs and hybridization succession. To validate the performance of the proposed model, small and large scale data sets are used. The forecasting performance is compared with several models, and these include: individual models (ARIMA, multiple regression, GRANN), several hybrid models (MARMA, MR_ANN, ARIMA_ANN), and an artificial neural network (ANN) trained using a Levenberg Marquardt algorithm. The experiments have shown that the proposed model has outperformed other models with 99.5% forecasting accuracy for small-scale data and 99.84% for large-scale data. The obtained empirical results have proven that the GRANN_ARIMA model can provide a better alternative for time-series forecasting due to its promising performance and capability in handling time-series data for both small- and large-scale data.     

A secondary decomposition based hybrid structure with meteorological analysis for deterministic and probabilistic wind speed forecasting

Accurate wind speed forecasting could ensure the reliability and controllability for the wind power system. In this paper, a new hybrid structure based on meteorological analysis is proposed for the wind speed vector (wind speed and direction) deterministic and probabilistic forecasting. Twelve kinds of secondary decomposition methods are employed to decrease the interference existing in the data. To improve the training efficiency and accelerate the sample selection process, active learning is employed. Four different wind speed datasets collected from Ontario Province, Canada, are utilized as case studies to evaluate the forecasting performance of the proposed structure. Experimental results show that the proposed structure based on meteorological analysis is suitable for wind speed vector forecasting and could obtain better forecasting performance. Furthermore, except accurate deterministic forecasts, the proposed structure also provides more probabilistic forecasting information.     

A soft intelligent allocation-based hybrid model for uncertain complex time series forecasting

The generalization ability is one of the most important and the most influential factors for electing forecasting models, managing future events, and making decisions. In the literature, numerous hybrid models have been presented in order to improve the accuracy as well as generalization ability of single forecasting approaches. The main aim of these hybrid models is often to use more different and/or more individual models in order to capture all existing patterns and structures in the data, more completely; and consequently improving the accuracy and generalization. Although, it can be generally demonstrated that increasing the number of components will not decrease the performance of hybrid models in the training, it will not necessarily improve the generalizability, especially in complex and uncertain environments. In this paper, an efficient allocation strategy is proposed in order to assign the underlying data set to its appropriateness component for increasing generalizability as well as decreasing computational costs. In this paper, a novel soft intelligent hybrid model is developed using the allocation strategy for assign different IMFs to appropriateness certain linear, certain nonlinear, uncertain linear, and uncertain nonlinear components in decomposition based forecasting problems. The main purpose of this classification is to reduce the probability of the over-fitting problem and consequently to increase the generalization ability, in additional of deceasing the computational costs. Moreover, in this paper, an optimal weighting technique is proposed to find the relative importance of each component in order to yield the most accurate final predictions. On the other hand, the main motivation of the paper, in contrast to the regular decomposition based hybrid models in which components are blindly assigned to the models, is to develop a logical process to allocate components to the most appropriate model as well as optimally weighting them. Empirical results of crude oil prices and wind power forecasting indicate that despite of better performance of traditional parallel hybrid models in the training sample, the generalization ability of the proposed model in test sample is significantly higher than those hybrid models as well as its components in all considered benchmarks. The proposed model can averagely improve 64.86%, 61.93%, and 52.00% the accuracy of single linear, single nonlinear, and traditional hybrid non-decomposition; and 41.37%, 35.16%, and 32.63% the performance of single linear, single nonlinear, and traditional hybrid decomposition based models, respectively.     

Forecasting wind speed using empirical mode decomposition and Elman neural network

Because of the chaotic nature and intrinsic complexity of wind speed, it is difficult to describe the moving tendency of wind speed and accurately forecast it. In our study, a novel EMD–ENN approach, a hybrid of empirical mode decomposition (EMD) and Elman neural network (ENN), is proposed to forecast wind speed. First, the original wind speed datasets are decomposed into a collection of intrinsic mode functions (IMFs) and a residue by EMD, yielding relatively stationary sub-series that can be readily modeled by neural networks. Second, both IMF components and residue are applied to establish the corresponding ENN models. Then, each sub-series is predicted using the corresponding ENN. Finally, the prediction values of the original wind speed datasets are calculated by the sum of the forecasting values of every sub-series. Moreover, in the ENN modeling process, the neuron number of the input layer is determined by a partial autocorrelation function. Four prediction cases of wind speed are used to test the performance of the proposed hybrid approach. Compared with the persistent model, back-propagation neural network, and ENN, the simulation results show that the proposed EMD–ENN model consistently has the minimum statistical error of the mean absolute error, mean square error, and mean absolute percentage error. Thus, it is concluded that the proposed approach is suitable for wind speed prediction.     

Evolutionary product unit neural networks for short-term wind speed forecasting in wind farms

Combinations of physical and statistical wind speed forecasting models are frequently used in wind speed prediction problems arising in wind farms management. Artificial neural networks can be used in these models as a final step to obtain accurate wind speed predictions. The aim of this work is to determine the potential of evolutionary product unit neural networks (EPUNNs) for improving the accuracy and interpretation of these systems. Traditional neural network and EPUNN approaches have been used to develop different wind speed prediction models. The results obtained using different EPUNN models show that the functional model and the hybrid algorithms proposed provide very accurate prediction compared with standard neural networks used to solve this regression problem. One of the main advantages of the application of these EPUNNs has been the possibility of obtaining some interpretation of the non-linear relation predicted by the model, as will be shown in real data of a wind farm in Spain.     

短期风速多步预测的研究

为了提高风电场短期风速预测的精确度以及预测尺度,提出了一种将小波分解法、经验模式分解法及最小二乘支持向量机相结合对风速时间序列进行短期多步预测建模的方法。该方法采用小波分解法对风速信号进行分解,使之分解成不同频带的高频和低频分量;再利用最小二乘支持向量机对各分量建立预测模型,将各预测模型的预测值叠加可得到模型的预测结果。该模型称为预测模型Ⅰ。其次,将预测模型I的预测结果设为训练样本,采用经验模式分解法把训练样本集分解成若干本征模式分量和趋势项;再利用最小二乘支持向量机对各本征模式分量和趋势项建立预测模型,同时扩大模型的预测尺度;将各预测模型的预测值叠加可得该模型的预测结果。该模型称为预测模型Ⅱ。最后,将预测模型Ⅱ、Ⅰ的预测值叠加得到最终预测结果。实验结果表明,采用该方法预测的风电场短期风速的RMSE值为0.153,验证了该方法的有效性。     

基于关联规则的PSO-Elman短期风速预测

传统神经网络在短期风速预测中,存在易陷入局部极值和动态性能不足等问题,从而导致风速预测精度较低。为了提高风速预测精度,提出一种基于关联规则的粒子群优化Elman神经网络风速预测模型。利用粒子群算法优化Elman神经网络模型参数,以提高算法的收敛速度,避免陷入局部极值,以得到最优的预测值。同时结合关联规则分析考虑气象因素,采用Apriori算法对风速与其他气象因素进行关联规则挖掘,并利用得到的关联规则对风速预测值进行修正与补偿。实验结果表明,所提出的预测模型的预测效果比传统模型的效果更佳,同时验证了结合关联规则考虑气象因素能够降低风速预测误差。     

A new ARIMA-based neuro-fuzzy approach and swarm intelligence for time series forecasting

Time series forecasting is an important and widely interesting topic in the research of system modeling. We propose a new computational intelligence approach to the problem of time series forecasting, using a neuro-fuzzy system (NFS) with auto-regressive integrated moving average (ARIMA) models and a novel hybrid learning method. The proposed intelligent system is denoted as the NFS–ARIMA model, which is used as an adaptive nonlinear predictor to the forecasting problem. For the NFS–ARIMA, the focus is on the design of fuzzy If-Then rules, where ARIMA models are embedded in the consequent parts of If-Then rules. For the hybrid learning method, the well-known particle swarm optimization (PSO) algorithm and the recursive least-squares estimator (RLSE) are combined together in a hybrid way so that they can update the free parameters of NFS–ARIMA efficiently. The PSO is used to update the If-part parameters of the proposed predictor, and the RLSE is used to adapt the Then-part parameters. With the hybrid PSO–RLSE learning method, the NFS–ARIMA predictor may converge in fast learning pace with admirable performance. Three examples are used to test the proposed approach for forecasting ability. The results by the proposed approach are compared to other approaches. The performance comparison shows that the proposed approach performs appreciably better than the compared approaches. Through the experimental results, the proposed approach has shown excellent prediction performance.     

Time series forecasting based on wavelet decomposition and feature extraction

Time series forecasting is one of the most important issues in numerous applications in real life. The objective of this study was to propose a hybrid neural network model based on wavelet transform (WT) and feature extraction for time series forecasting. The motivation of the proposed model, which is called PCA-WCCNN, is to establish a single simplified model with shorter training time and satisfactory forecasting performance. This model combines the principal component analysis (PCA) and WT with artificial neural networks (ANNs). Given a forecasting sequence, order of the original forecasting model is determined firstly. Secondly, the original time series is decomposed into approximation and detail components by employing WT technique. Then, instead of using all the components as inputs, feature inputs are extracted from all the sub-series obtained from the above step. Finally, based on the extracted features and all the sub-series, a famous neural network construction method called cascade-correlation algorithm is applied to train neural network model to learn the dynamics. As an illustration, the proposed model is compared with two classical models and two hybrid models, respectively. They are the traditional cascade-correlation neural network, back-propagation neural network, wavelet-based cascade-correlation network using all the wavelet components as inputs to establish one model (WCCNN) and wavelet-based cascade-correlation network with combination of each sub-series model (WCCNN multi-models). Results obtained from this study indicate that the proposed method improves the accuracy of ANN and can yield better efficiency than other four neural network models.

     

Applications of AR*-GRNN model for financial time series forecasting

AR* models contain Autoregressive Moving Average and Generalized Autoregressive Conditional Heteroscedastic class model which are widely used in time series. Recent researches in forecasting with Generalized Regression Neural Network (GRNN) suggest that GRNN can be a promising alternative to the linear and nonlinear time series models. In this paper, a model composed of AR* and GRNN is proposed to take advantage of their feathers in linear and nonlinear modeling. In the AR*-GRNN model, AR* modeling improves the forecasting performance of the combined model by capturing statistical and volatility information from the time series. The relative experiments testify that the combined model provides an effective way to improve forecasting performance which can be achieved by either of the models used separately.     

An artificial neural network (p, d, q) model for timeseries forecasting

Artificial neural networks (ANNs) are flexible computing frameworks and universal approximators that can be applied to a wide range of time series forecasting problems with a high degree of accuracy. However, despite all advantages cited for artificial neural networks, their performance for some real time series is not satisfactory. Improving forecasting especially time series forecasting accuracy is an important yet often difficult task facing forecasters. Both theoretical and empirical findings have indicated that integration of different models can be an effective way of improving upon their predictive performance, especially when the models in the ensemble are quite different. In this paper, a novel hybrid model of artificial neural networks is proposed using auto-regressive integrated moving average (ARIMA) models in order to yield a more accurate forecasting model than artificial neural networks. The empirical results with three well-known real data sets indicate that the proposed model can be an effective way to improve forecasting accuracy achieved by artificial neural networks. Therefore, it can be used as an appropriate alternative model for forecasting task, especially when higher forecasting accuracy is needed.     

基于多模式的我国冬季风速预报误差特性分析

风电在我国能源结构转型中具有重要地位,但其波动性也带来严峻挑战。数值模式预报的风速数据是风电出力预测和高效消纳的重要基础,需要评估不同模式的预报效果。本文通过对比分析4种主流数值模式的风速预报效果,全面评估它们在我国冬季不同区域和不同条件下的预报精度,以期为我国冬季大风期风速预报提供参考。基于不同分辨率、不同初始场、不同同化方案的4种数值预报模式,结合我国131个站点观测资料,对预报风速的误差分布特征与预报能力进行了研究与分析;同时聚焦典型站点,分析了不同风速段、不同区域的预报误差特征及预报能力。研究结果表明：集合预报模式的预报结果在复杂地形条件下更科学;高分率单一模式对简单下垫面的风速波动性预报较好;白天预报效果好于夜间;对平原风速预报效果最好。     

FPGA based substantial power evolution controlling strategy for solar and wind forecasting grid connected system

The solar and wind are both the most promising renewable and clean energy sources, the solar stable energy progress and environmental protection have been increasingly noticeable. In this regard, an accurate solar and wind energy prediction is extremely important to avoid large voltage changes to the power grid and to provide a mechanism for the system to optimally manage the generated energy. Wind energy forecasting is widely practiced among modest power systems for high levels of windmills. This paper aims to develop a new hybrid system for wind and solar energy prediction. The proposed hybrid (wind & solar) energy prediction model is based on a Substantial Power Evolution Strategy (SPES) dedicated to short-term forecasting. The proposed forecasting system SPES is implemented using MATLAB. This paper implements the short-term and hybrid power forecasting using Substantial Power Evolution Strategy based on Prediction Intervals (PIs). This feature is one of the major innovations in the proposed hybrid renewable energy forecasting system. The accuracy of the proposed system will be revealed by comparing the results of the corresponding values of the independent forecasting models called persistence models. The designed device presents a real-time application of predicting daily total solar and wind power using any geographic location and environmental conditions using FPGA. Finally, fully developed system packages can be commercialized and/or utilized for further research projects, and researchers can analyze, validate and visualize their models for related fields.     

Wind speed forecasting using the NARX model,case: La Mata,Oaxaca, México

This study presents the generation of a nonlinear autoregressive exogenous model (NARX) for wind speed forecasting in a 1 h, in advance horizon. A sample of meteorological data of hourly measurements taken during a year was used for the generation of the model. The variables measured were as follows: wind speed, wind direction, solar radiation, pressure, and temperature. All measurements were taken by the Comision Federal de Electricidad (CFE) at La Mata, in the state of Oaxaca, Mexico. Using the Mahalanobis distance, the sample of data was treated in order to detect deviated values in multivariable samples. Later on, the statistical Granger test was conducted to establish the entry variables that would be incorporated into the model. Since solar radiation was the only one determined as the cause for wind speed, it was the variable used in the configuration of the model. To compare the NARX model, a one-variable, nonlinear autoregressive model (NAR) was also generated. Both models, the NARX and the NAR were compared against the persistence model by means of applying the statistical error forecast measurements of mean absolute error, mean squared error, and mean absolute percentage error to the test data. The results showed the NARX model as the most precise of the three, reflecting the importance of the inclusion of additional meteorological variables in the wind speed forecasting models.     

Wind Speed Prediction Using Chicken Swarm Optimization with Deep Learning Model

High precision and reliable wind speed forecasting have become a challenge for meteorologists. Convective events, namely, strong winds, thunderstorms, and tornadoes, along with large hail, are natural calamities that disturb daily life. For accurate prediction of wind speed and overcoming its uncertainty of change, several prediction approaches have been presented over the last few decades. As wind speed series have higher volatility and nonlinearity, it is urgent to present cutting-edge artificial intelligence (AI) technology. In this aspect, this paper presents an intelligent wind speed prediction using chicken swarm optimization with the hybrid deep learning (IWSP-CSODL) method. The presented IWSP-CSODL model estimates the wind speed using a hybrid deep learning and hyperparameter optimizer. In the presented IWSP-CSODL model, the prediction process is performed via a convolutional neural network (CNN) based long short-term memory with autoencoder (CBLSTMAE) model. To optimally modify the hyperparameters related to the CBLSTMAE model, the chicken swarm optimization (CSO) algorithm is utilized and thereby reduces the mean square error (MSE). The experimental validation of the IWSP-CSODL model is tested using wind series data under three distinct scenarios. The comparative study pointed out the better outcomes of the IWSP-CSODL model over other recent wind speed prediction models.