Wind farm power prediction based on wavelet decomposition and chaotic time series

In this paper, a prediction model is proposed for wind farm power forecasting by combining the wavelet transform, chaotic time series and GM(1, 1) method. The wavelet transform is used to decompose wind farm power into several detail parts associated with high frequencies and an approximate part associated with low frequencies. The characteristic of each high frequencies signal is identified, if it is chaotic time series then use weighted one-rank local-region method to predict it. If not, use GM(1, 1) model to predict it. And the GM(1, 1) model is also used to predict the approximate part of the low frequencies. In the end, the final forecasted result for wind farm power is obtained by summing the predicted results of all extracted high frequencies and the approximate part. According to the predicted results, the proposed method can improve the prediction accuracy of the wind farm power.     

Multiscale prediction of wind speed and output power for the wind farm

This paper focuses on establishing the multiscale prediction models for wind speed and power in wind farm by the average wind speed collected from the history records. Each type of the models is built with different time scales and by different approaches. There are three types of them that a short-term model for a day ahead is based on the least squares support vector machine (LSSVM), a medium-term model for a month ahead is on the combination of LSSVM and wavelet transform (WT), and a long-term model for a year ahead is on the empirical mode decomposition (EMD) and recursive least square (RLS) approaches. The simulation studies show that the average value of the mean absolute percentage error (MAPE) is 4.91%, 6.57% and 16.25% for the short-term, the medium-term and the long-term prediction, respectively. The predicted data also can be used to calculate the predictive values of output power for the wind farm in different time scales, combined with the generator’s power characteristic, meteorologic factors and unit efficiency under various operating conditions.     

EMD与NARX神经网络的风电场总功率组合预测

探索构建对风电场总功率进行直接预测的高精度组合预测算法。考虑到风速的非平稳性导致风电总功率表现为非平稳时间序列,采用NARX神经网络作为初步预测模型,提出了经验模态分解与NARX神经网络相结合的混合预测模型。对风电场总功率非平稳时间序列进行经验模态分解,得到不同频带本征模式分量的平稳序列。对不同频带的平稳分量建立相应的NARX神经网络预测模型,并将各分量模型的预测值进行等权求和得到最终预测值。此外,为研究不同时间间隔对预测结果的影响,采用某大型风电场时间间隔为5 min与15 min的数据进行实验。预测结果表明,提出的组合预测模型适合于总功率预测,其预测效果比传统模型的效果更佳,且时间间隔为5 min的数据比时间间隔为15 min的数据预测精度更高。     

基于经验模态分解与多分支神经网络的超短期风功率预测

风功率预测是实现风电场监控及信息化管理的重要基础,风功率超短期预测常用于平衡负荷、优化调度,对预测精度有较高的要求。由于风电场环境复杂、风速不确定性因素较多,风功率时序信号往往具有非平稳性和随机性。循环神经网络（RNN）适用于时间序列任务,但无周期、非平稳的时序信号会增加网络学习的难度。为了克服非平稳信号在预测任务中的干扰,提高风功率预测精度,提出了一种结合经验模态分解与多分支神经网络的超短期风功率预测方法。首先将原始风功率时序信号通过经验模态分解（EMD）以重构数据张量,然后用卷积层和门控循环单元（GRU）层分别提取局部特征和趋势特征,最后通过特征融合与全连接层得到预测结果。在内蒙古某风场实测数据集上的实验结果表明,与差分整合移动平均自回归（ARIMA）模型相比,所提方法在预测精度方面有将近30%的提升,验证了所提方法的有效性。     

A new short-term load forecasting method of power system based on EEMD and SS-PSO

Aiming to the disadvantages of short-term load forecasting with empirical mode decomposition (EMD) such as mode mixing and many high-frequency random components, a new short-term load forecasting model based on ensemble empirical mode decomposition (EEMD) and sub-section particle swarm optimization (SS-PSO) is proposed in this paper. Firstly, the load sequence is decomposed into a limited number of intrinsic mode function (IMF) components and one remainder by EEMD, which can avoid the mode mixing problem of traditional EMD. Then, through calculating and observing the spectrum of decomposed series, some low-frequency IMFs are extracted and reconstructed. Other IMFs can be forecasted with appropriate forecasting models. Since IMF1 is main random component of the load sequence, the linear combination model is adopted to forecast IMF1. Because the weights of the linear combination model are very important to obtain high forecasting accuracy, SS-PSO is proposed and used to optimize the linear combination weights. In addition, the factors such as temperature and weekday are taken into consideration for short-term load forecasting. Simulation results show that accuracy of the load forecasting model proposed in the paper is higher than that of BP neural network, RBF neural network, support vector machine, EMD and their combinations.     

基于mRMR和VMD-AM-LSTM的短期风功率预测

为了提高模型预测风功率的准确率,提出了一种基于最大相关-最小冗余筛选、变分模态分解、注意力机制和长短期记忆神经网络的短期风功率预测方法.首先使用变分模态分解算法将风功率序列分解成几个中心频率不同的分量;再对各个分量结合最大相关-最小冗余筛选出的气象特征分别建立注意力机制和长短期记忆混合预测模型;最后将各个分量的预测结果...     

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.     

基于高斯过程的短期风电功率概率预测

风电是近年来发展迅速的绿色能源,因此对短期风电功率的预测就显得尤为重要.提出了基于高斯过程(Gaussian Processes,GP)的概率预测方法,详细说明了该方法的短期风电功率概率预测原理并建立了数学模型.为了使短期风电功率概率预测精度有一个良好的对比性分析,将基于不同的单一协方差函数以及组合协方差函数的GP方法用于预测中,以国外某风电场2006年6月份的历史风电功率实测数据进行算例实例分析,并与SVM方法在同等条件下进行比较.实验结果表明,GP方法均可以给出较好的预测效果,优于SVM的预测结果,且能给出预测输出的置信水平.若考虑具有自动相关确定(Automatic Relevance Determination,ARD)协方差函数或具有ARD特性的组合协方差函数时,GP方法的预测效果最好.     

Applying the Hybrid Model of EMD,PSR, and ELM to Exchange Rates Forecasting

Financial time series forecasting has been a challenge for time series analysts and researchers because it is noisy, nonstationary and chaotic. To overcome this limitation, this study uses empirical mode decomposition (EMD) and phase space reconstruction (PSR) to assist in the task of financial time series forecasting. In addition, we propose an approach that combines these two data preprocessing methods with extreme learning machine (ELM). The approach contains four steps as follows. (1) EMD is used to decompose the dynamics of the exchange rate time series into several components of intrinsic mode function (IMF) and one residual component. (2) The IMF and residual time series phase space is reconstructed to reveal its unseen dynamics according to the optimum time delay \(\tau \) and embedding dimension m. (3) The reconstructed time series datasets are divided into two datasets: training and testing, in which the training datasets are used to build ELM models. (4) A regression forecast model is set up for each IMF as well as the residual component by using ELM. The final prediction results are obtained by compositing the prediction values. To verify the effectiveness of the proposed approach, four exchange rates are chosen as the forecasting targets. Compared with some existing state-of-the-art models, the proposed approach yields superior results. Academically, we demonstrated the validity and superiority of the proposed approach that integrates EMD, PSR, and ELM. Corporations or individuals can apply the results of this study to acquire accurate exchange rate information and reduce exchange rate expenses.     

基于混核LSSVM的批特征风功率预测方法

针对风电场风功率预测问题, 利用历史风功率、气象数据和测风塔实时数据等相关信息, 提出了带有批特征的混核最小二乘支持向量机(Hybrid kernel least squares support vector machine, HKLSSVM)方法, 建立风电场风功率预测模型.为了增强模型的适应性, 设计改进的差分进化算法对模型参数进行优化, 并利用稀疏选择方法来选取合适的训练样本集, 缩短建模时间, 保证预测模型精度.根据风场风机的地理位置分布情况, 提出批划分的建模策略, 对相近地理位置的风机进行组批, 替代传统风场风功率预测方法.通过风场中实际数据进行测试, 实验结果表明与其他预测方法相比, 本文提出的方法能够提高预测精度和效率, 减少风电波动性对电网的影响, 从而提高电网的安全性和可靠性.     

基于CNN-LSTM的短期风电功率预测

短期风电功率预测对电力系统的安全稳定运行和能源的优化配置具有重要意义。鉴于卷积神经网络(CNN)高效的数据特征提取能力,以及长短期记忆网络(LSTM)描述时间序列长期依赖关系的能力。为了提高短期风电功率预测的精度,设计了一种基于CNN和LSTM的风电功率预测模型。该模型利用卷积神经网络对风电功率、风速、风向数据进行多层卷积和池化堆叠计算,提取风电功率相关数据的特征图谱。为了描述风电功率序列的时序依从关系,将图谱特征信息作为长短期记忆网络的输入信息,计算得到风电功率的预测结果。采用西班牙某风电场的实测数据进行模型预测精度验证。结果表明,该模型较LSTM、Elman模型具有更好的预测性能。     

基于CNN-LSTM及深度学习的风电场时空组合预测模型

为了更好地预测风电场的风电功率,提取风电场相邻站点之间时空信息和潜在联系,提出了一种基于卷积神经网络(CNN)、互信息(mutual information, MI)法、长短时记忆网络(LSTM)、注意力机制(AT)和粒子群优化(PSO)的短期风电场预测模型(MI-CNN-ALSTM-PSO)。CNN用于提取不同站点的空间特征,LSTM则用于获取多个站点的风电数据的时间依赖信息,据此设计CNN-LSTM时空预测模型,并结合深度学习算法,如MI特征选择、 AT注意力机制、 PSO参数优化,对模型进一步改进。通过两个海岛风电场的实验数据分析可知,所提模型具有最优的统计误差,CNN-LSTM模型可以高效提取风电场时空信息并进行时间序列预测,而结合深度学习算法(MI、 AT和PSO)后的组合模型能进一步提高风电功率预测精度和稳定性。     

结合注意力机制与LSTM的短期风电功率预测模型

风力发电预测在电力系统的运行中发挥着重要作用。现有风电功率的短期预测模型因风速的复杂性和随机性,难以确定风速与风电功率的非线性映射关系,导致预测精度降低。提出一种结合变分模态分解、双阶段注意力机制、误差修正模块与深度学习算法的短期风电功率预测模型。通过对原始数据进行互信息特征选择,获得与风电功率相关性较强的特征,并对其进行信号预处理,利用变分模态分解对多维特征序列进行分解,得到具有一定中心频率的模态分量,以降低各个特征序列的复杂性和非平稳性。采用基于双阶段注意力机制与编解码架构的长短时记忆（LSTM）神经网络对模态分量进行训练与预测,得到初始预测误差。在此基础上,利用误差修正模块对初始预测误差进行变分模态分解和修正,从而提高模型的预测精度。实验结果表明,与自回归移动平均模型、标准编解码结构的LSTM模型相比,该预测模型的平均绝对误差最高可降低约87%,具有较优的预测性能。     

基于GRNN全信息神经网络的超短期风速预测研究

为了更好地研究风功率预测,风速预测显得至关重要.国内神经网络文献均只表现出了短期风速预测,而对于超短期风速预测的神经网络数学模型却相对稀少.引入了GRNN神经网络,详细说明了该方法的超短期风速预测原理并建立了数学模型;为了使超短期风速预测精度有一个良好的对比性分析,将影响风电输出功率的各NWP(numerical weather prediection)信息(包括风速、风向、气温、气压)进行组合,以国内某风电场2014年5月份的各NWP数据进行算例分析,实验结果表明,GRNN全信息神经网络可以达到很好的预测精度,而且运算网络的稳定性甚优.     

集合经验模态分解主成分分析分解消噪下的支持向量机组合模型预测

针对工业现场间歇性非平稳时间序列中的特征提取与状态预测问题,提出了一种基于集合经验模态分解(EEMD)、主成分分析(PCA)和支持向量机(SVM)的预测新方法。首先,利用EEMD算法对间歇性非平稳时间序列进行多时间尺度分析,得到一组不同尺度的本征模函数(IMF)分量;然后,基于"3σ"原则估计噪声能量,自适应确定累计贡献率,利用PCA算法去除IMF中存在的噪声,降低特征维数和冗余度;最后,在确定SVM关键参数的基础上,以主分量作为输入变量预测未来。实例测试效果显示:平均绝对误差(MAE)、均方误差(MSE)、平均绝对误差百分比(MAPE)和均方误差百分比(MSPE)分别为514.774,78.216,12.03%和1.862%。实验结果表明:风能场输出功率时间序列经过EEMD算法和PCA算法的进一步消去噪声处理,在抑制混频现象发生的同时降低了非平稳性,使得最后进行SVM预测的精度较未经PCA处理更高。     

煤矿机械振动信号预测研究

根据煤矿机械振动信号高低频组成成分变化规律的差异,提出了一种基于经验模态分解(EMD)和支持向量机(SVM)的煤矿机械振动信号组合预测方法。将滚动轴承振动信号进行EMD分解,得到相对平稳的本征模态函数(IMF)分量,并将波动程度相近的IMF分量进行重构,得到高频子序列和低频子序列,采用SVM分别对高频子序列和低频子序列进行预测,将2个预测结果叠加,得到最终预测值。选取轴承实验数据对组合预测方法的有效性进行验证,结果表明该方法的均方根误差、平均绝对误差和平均绝对百分比误差均小于直接预测方法。将该组合预测方法应用于某选煤厂主井带式输送机滚动轴承状况预测,预测结果与实际情况相符。     

基于K-means和改进KNN算法的风电功率短期预测系统

为提高风电功率短期预测的准确性,针对KNN(K-Nearest neighbor algorithm)算法在风电功率预测中的不足,提出了基于K-means和改进KNN算法的风电功率短期预测方法;利用K-means聚类方法确定风电历史样本的类别,对KNN算法中搜索相似历史样本集的方式进行了改进和优化,构建了预测模型,并采用C/S架构实现了预测系统的设计;该系统具有自修正功能,能够随着预测次数的增加,不断修正预测模型,逐渐降低预测的误差率;以吉林省某风电场历史数据为样本进行了仿真分析,结果显示该算法与其它算法相比平均绝对误差和均方根误差最大下降1.08%和0.48%,运算时间提升了5.45%,在风电功率超短期多步预测中具有推广应用价值。     

Selection properties of type II maximum likelihood (empirical Bayes) in linear models with individual variance components for predictors

Maximum likelihood (ML) in the linear model overfits when the number of predictors (M) exceeds the number of objects (N). One of the possible solution is the relevance vector machine (RVM) which is a form of automatic relevance detection and has gained popularity in the pattern recognition machine learning community by the famous textbook of Bishop (2006). RVM assigns individual precisions to weights of predictors which are then estimated by maximizing the marginal likelihood (type II ML or empirical Bayes). We investigated the selection properties of RVM both analytically and by experiments in a regression setting.We show analytically that RVM selects predictors when the absolute z-ratio (|least squares estimate|/standard error) exceeds 1 in the case of orthogonal predictors and, for M = 2, that this still holds true for correlated predictors when the other z-ratio is large. RVM selects the stronger of two highly correlated predictors. In experiments with real and simulated data, RVM is outcompeted by other popular regularization methods (LASSO and/or PLS) in terms of the prediction performance. We conclude that type II ML is not the general answer in high dimensional prediction problems.In extensions of RVM to obtain stronger selection, improper priors (based on the inverse gamma family) have been assigned to the inverse precisions (variances) with parameters estimated by penalized marginal likelihood. We critically assess this approach and suggest a proper variance prior related to the Beta distribution which gives similar selection and shrinkage properties and allows a fully Bayesian treatment.     

一种边缘保持的医学图像去噪方法

医学图像去噪在图像处理中占有重要地位,对获取的医学图像进行去噪是进一步分析和计算的基础.将一维经验模式分解方法扩展到二维,提出了基于二维经验模式分解的医学图像边缘保持去噪方法.该方法先将图像进行经验模式分解,得到内蕴模式分量IMF和剩余分量,图像的噪声及边缘信息主要集中在IMF中;然后再将IMF进行经验模式分解,得到IMF的高频分量和剩余分量;最后将两次分解的剩余分量叠加,得到边缘保持的去噪图像.实验结果表明,处理后的图像较传统的医学图像去噪方法有明显的改善,在有效去噪的同时增强了边缘保护的能力.     

基于奇异谱分析的经验模态分解去噪方法

提出了一种基于奇异谱分析(SSA)的经验模态分解(EMD)去噪方法。该方法先对带噪信号进行EMD分解,得到若干个本征模态函数(IMF)。再通过SSA对每个IMF分量进行去噪处理:把第一个IMF分量作为高频噪声,并根据它计算出剩余IMF中所含的噪声能量,从而得到剩下的每个IMF中信号所占的能量比值。然后选择合适的窗口长度,对每个IMF进行SSA变换,根据IMF中信号所占的能量比值选择合适的奇异值分解(SVD)分量重构,得到去噪后的IMF。再将所有重构得到的IMF分量以及余项相加,得到最终去噪后的信号。经过实验,对比研究了该方法与小波软阈值、EMD软阈值和EMD滤波方法的去噪效果,结果表明该方法整体优于其它方法,是一种有效的信号去噪方法。