IDEAS home Printed from https://ideas.repec.org/a/eee/appene/v230y2018icp429-443.html
   My bibliography  Save this article

Multi-step ahead wind speed prediction based on optimal feature extraction, long short term memory neural network and error correction strategy

Author

Listed:
  • Wang, Jujie
  • Li, Yaning

Abstract

Forecasting wind speed accurately is a key task in the planning and operation of wind energy generation in power systems, and its importance increases with the high integration of wind power into the electricity market. This research proposes an innovative hybrid model based on optimal feature extraction, deep learning algorithm and error correction strategy for multi-step wind speed prediction. The optimal feature extraction including variational mode decomposition, Kullback-Leibler divergence, energy measure and sample entropy is utilized to catch the optimal features of wind speed fluctuations for balancing the calculation efficiency and prediction accuracy. The deep learning algorithm based on long short term memory network, is utilized to detect the long-term and short-term memory characteristics and build the suitable prediction model for each feature sub-signal. The error correction strategy based on a Generalized auto-regressive conditionally heteroscedastic model is developed to modify the above prediction errors when its inherent correlation and heteroscedasticity cannot be ignored. Three real forecasting cases are applied to test the performance and effectiveness of the developed model. The simulation results indicate that the developed model consistently has the smallest statistical errors, and outperforms other benchmark methods. It can be concluded that the developed approach is conductive to strengthening the prediction precision of wind speed.

Suggested Citation

  • Wang, Jujie & Li, Yaning, 2018. "Multi-step ahead wind speed prediction based on optimal feature extraction, long short term memory neural network and error correction strategy," Applied Energy, Elsevier, vol. 230(C), pages 429-443.
    • Handle: RePEc:eee:appene:v:230:y:2018:i:c:p:429-443
    DOI: 10.1016/j.apenergy.2018.08.114
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0306261918312844
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.apenergy.2018.08.114?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Shi, Jing & Guo, Jinmei & Zheng, Songtao, 2012. "Evaluation of hybrid forecasting approaches for wind speed and power generation time series," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(5), pages 3471-3480.
    2. Kiplangat, Dennis C. & Asokan, K. & Kumar, K. Satheesh, 2016. "Improved week-ahead predictions of wind speed using simple linear models with wavelet decomposition," Renewable Energy, Elsevier, vol. 93(C), pages 38-44.
    3. Zhao, Weigang & Wei, Yi-Ming & Su, Zhongyue, 2016. "One day ahead wind speed forecasting: A resampling-based approach," Applied Energy, Elsevier, vol. 178(C), pages 886-901.
    4. Zhao, Jing & Guo, Yanling & Xiao, Xia & Wang, Jianzhou & Chi, Dezhong & Guo, Zhenhai, 2017. "Multi-step wind speed and power forecasts based on a WRF simulation and an optimized association method," Applied Energy, Elsevier, vol. 197(C), pages 183-202.
    5. Wang, Cong & Zhang, Hongli & Fan, Wenhui & Fan, Xiaochao, 2016. "A new wind power prediction method based on chaotic theory and Bernstein Neural Network," Energy, Elsevier, vol. 117(P1), pages 259-271.
    6. Yuan, Xiaohui & Tan, Qingxiong & Lei, Xiaohui & Yuan, Yanbin & Wu, Xiaotao, 2017. "Wind power prediction using hybrid autoregressive fractionally integrated moving average and least square support vector machine," Energy, Elsevier, vol. 129(C), pages 122-137.
    7. Zhang, Chi & Wei, Haikun & Zhao, Junsheng & Liu, Tianhong & Zhu, Tingting & Zhang, Kanjian, 2016. "Short-term wind speed forecasting using empirical mode decomposition and feature selection," Renewable Energy, Elsevier, vol. 96(PA), pages 727-737.
    8. Wang, Yun & Wang, Jianzhou & Wei, Xiang, 2015. "A hybrid wind speed forecasting model based on phase space reconstruction theory and Markov model: A case study of wind farms in northwest China," Energy, Elsevier, vol. 91(C), pages 556-572.
    9. Song, Jingjing & Wang, Jianzhou & Lu, Haiyan, 2018. "A novel combined model based on advanced optimization algorithm for short-term wind speed forecasting," Applied Energy, Elsevier, vol. 215(C), pages 643-658.
    10. Wang, Jian-Zhou & Wang, Yun & Jiang, Ping, 2015. "The study and application of a novel hybrid forecasting model – A case study of wind speed forecasting in China," Applied Energy, Elsevier, vol. 143(C), pages 472-488.
    11. Wang, H.Z. & Wang, G.B. & Li, G.Q. & Peng, J.C. & Liu, Y.T., 2016. "Deep belief network based deterministic and probabilistic wind speed forecasting approach," Applied Energy, Elsevier, vol. 182(C), pages 80-93.
    12. Salcedo-Sanz, Sancho & Ángel M. Pérez-Bellido, & Ortiz-García, Emilio G. & Portilla-Figueras, Antonio & Prieto, Luis & Paredes, Daniel, 2009. "Hybridizing the fifth generation mesoscale model with artificial neural networks for short-term wind speed prediction," Renewable Energy, Elsevier, vol. 34(6), pages 1451-1457.
    13. Salcedo-Sanz, S. & Cornejo-Bueno, L. & Prieto, L. & Paredes, D. & García-Herrera, R., 2018. "Feature selection in machine learning prediction systems for renewable energy applications," Renewable and Sustainable Energy Reviews, Elsevier, vol. 90(C), pages 728-741.
    14. Liu, Heping & Erdem, Ergin & Shi, Jing, 2011. "Comprehensive evaluation of ARMA-GARCH(-M) approaches for modeling the mean and volatility of wind speed," Applied Energy, Elsevier, vol. 88(3), pages 724-732, March.
    15. Wang, Huai-zhi & Li, Gang-qiang & Wang, Gui-bin & Peng, Jian-chun & Jiang, Hui & Liu, Yi-tao, 2017. "Deep learning based ensemble approach for probabilistic wind power forecasting," Applied Energy, Elsevier, vol. 188(C), pages 56-70.
    16. Jujie Wang & Yanfeng Wang & Yaning Li, 2018. "A Novel Hybrid Strategy Using Three-Phase Feature Extraction and a Weighted Regularized Extreme Learning Machine for Multi-Step Ahead Wind Speed Prediction," Energies, MDPI, vol. 11(2), pages 1-33, February.
    17. Hu, Jianming & Wang, Jianzhou & Xiao, Liqun, 2017. "A hybrid approach based on the Gaussian process with t-observation model for short-term wind speed forecasts," Renewable Energy, Elsevier, vol. 114(PB), pages 670-685.
    18. Erdem, Ergin & Shi, Jing, 2011. "ARMA based approaches for forecasting the tuple of wind speed and direction," Applied Energy, Elsevier, vol. 88(4), pages 1405-1414, April.
    19. Santamaría-Bonfil, G. & Reyes-Ballesteros, A. & Gershenson, C., 2016. "Wind speed forecasting for wind farms: A method based on support vector regression," Renewable Energy, Elsevier, vol. 85(C), pages 790-809.
    20. Cadenas, Erasmo & Rivera, Wilfrido, 2007. "Wind speed forecasting in the South Coast of Oaxaca, México," Renewable Energy, Elsevier, vol. 32(12), pages 2116-2128.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Fang, Ping & Fu, Wenlong & Wang, Kai & Xiong, Dongzhen & Zhang, Kai, 2022. "A compositive architecture coupling outlier correction, EWT, nonlinear Volterra multi-model fusion with multi-objective optimization for short-term wind speed forecasting," Applied Energy, Elsevier, vol. 307(C).
    2. Wang, Cong & Zhang, Hongli & Ma, Ping, 2020. "Wind power forecasting based on singular spectrum analysis and a new hybrid Laguerre neural network," Applied Energy, Elsevier, vol. 259(C).
    3. Liu, Hui & Yang, Rui & Wang, Tiantian & Zhang, Lei, 2021. "A hybrid neural network model for short-term wind speed forecasting based on decomposition, multi-learner ensemble, and adaptive multiple error corrections," Renewable Energy, Elsevier, vol. 165(P1), pages 573-594.
    4. Sharifzadeh, Mahdi & Sikinioti-Lock, Alexandra & Shah, Nilay, 2019. "Machine-learning methods for integrated renewable power generation: A comparative study of artificial neural networks, support vector regression, and Gaussian Process Regression," Renewable and Sustainable Energy Reviews, Elsevier, vol. 108(C), pages 513-538.
    5. Ding, Lin & Bai, Yulong & Liu, Ming-De & Fan, Man-Hong & Yang, Jie, 2022. "Predicting short wind speed with a hybrid model based on a piecewise error correction method and Elman neural network," Energy, Elsevier, vol. 244(PA).
    6. Wang, Jianzhou & Wang, Shuai & Li, Zhiwu, 2021. "Wind speed deterministic forecasting and probabilistic interval forecasting approach based on deep learning, modified tunicate swarm algorithm, and quantile regression," Renewable Energy, Elsevier, vol. 179(C), pages 1246-1261.
    7. Li, Dan & Jiang, Fuxin & Chen, Min & Qian, Tao, 2022. "Multi-step-ahead wind speed forecasting based on a hybrid decomposition method and temporal convolutional networks," Energy, Elsevier, vol. 238(PC).
    8. Bode, Gerrit & Schreiber, Thomas & Baranski, Marc & Müller, Dirk, 2019. "A time series clustering approach for Building Automation and Control Systems," Applied Energy, Elsevier, vol. 238(C), pages 1337-1345.
    9. Tavakol Aghaei, Vahid & Ağababaoğlu, Arda & Bawo, Biram & Naseradinmousavi, Peiman & Yıldırım, Sinan & Yeşilyurt, Serhat & Onat, Ahmet, 2023. "Energy optimization of wind turbines via a neural control policy based on reinforcement learning Markov chain Monte Carlo algorithm," Applied Energy, Elsevier, vol. 341(C).
    10. Xu, Li & Ou, Yanxia & Cai, Jingjing & Wang, Jin & Fu, Yang & Bian, Xiaoyan, 2023. "Offshore wind speed assessment with statistical and attention-based neural network methods based on STL decomposition," Renewable Energy, Elsevier, vol. 216(C).
    11. Xu, Weifeng & Liu, Pan & Cheng, Lei & Zhou, Yong & Xia, Qian & Gong, Yu & Liu, Yini, 2021. "Multi-step wind speed prediction by combining a WRF simulation and an error correction strategy," Renewable Energy, Elsevier, vol. 163(C), pages 772-782.
    12. Qingwen Li & Guangxi Yan & Chengming Yu, 2022. "A Novel Multi-Factor Three-Step Feature Selection and Deep Learning Framework for Regional GDP Prediction: Evidence from China," Sustainability, MDPI, vol. 14(8), pages 1-21, April.
    13. Zhang, Zhendong & Ye, Lei & Qin, Hui & Liu, Yongqi & Wang, Chao & Yu, Xiang & Yin, Xingli & Li, Jie, 2019. "Wind speed prediction method using Shared Weight Long Short-Term Memory Network and Gaussian Process Regression," Applied Energy, Elsevier, vol. 247(C), pages 270-284.
    14. Nathan Oaks Farrar & Mohd Hasan Ali & Dipankar Dasgupta, 2023. "Artificial Intelligence and Machine Learning in Grid Connected Wind Turbine Control Systems: A Comprehensive Review," Energies, MDPI, vol. 16(3), pages 1-25, February.
    15. Yang, Rui & Liu, Hui & Nikitas, Nikolaos & Duan, Zhu & Li, Yanfei & Li, Ye, 2022. "Short-term wind speed forecasting using deep reinforcement learning with improved multiple error correction approach," Energy, Elsevier, vol. 239(PB).
    16. Qin, Yong & Li, Kun & Liang, Zhanhao & Lee, Brendan & Zhang, Fuyong & Gu, Yongcheng & Zhang, Lei & Wu, Fengzhi & Rodriguez, Dragan, 2019. "Hybrid forecasting model based on long short term memory network and deep learning neural network for wind signal," Applied Energy, Elsevier, vol. 236(C), pages 262-272.
    17. Zhou, Qingguo & Wang, Chen & Zhang, Gaofeng, 2019. "Hybrid forecasting system based on an optimal model selection strategy for different wind speed forecasting problems," Applied Energy, Elsevier, vol. 250(C), pages 1559-1580.
    18. Lin, Yu & Lu, Qin & Tan, Bin & Yu, Yuanyuan, 2022. "Forecasting energy prices using a novel hybrid model with variational mode decomposition," Energy, Elsevier, vol. 246(C).
    19. Liu, Hui & Chen, Chao, 2019. "Data processing strategies in wind energy forecasting models and applications: A comprehensive review," Applied Energy, Elsevier, vol. 249(C), pages 392-408.
    20. Shenghua Xiong & Chunfeng Wang & Zhenming Fang & Dan Ma, 2019. "Multi-Step-Ahead Carbon Price Forecasting Based on Variational Mode Decomposition and Fast Multi-Output Relevance Vector Regression Optimized by the Multi-Objective Whale Optimization Algorithm," Energies, MDPI, vol. 12(1), pages 1-21, January.
    21. Ye, Lin & Li, Yilin & Pei, Ming & Zhao, Yongning & Li, Zhuo & Lu, Peng, 2022. "A novel integrated method for short-term wind power forecasting based on fluctuation clustering and history matching," Applied Energy, Elsevier, vol. 327(C).
    22. Liu, Ling & Wang, Jujie, 2021. "Super multi-step wind speed forecasting system with training set extension and horizontal–vertical integration neural network," Applied Energy, Elsevier, vol. 292(C).
    23. Qin Lu & Jingwen Liao & Kechi Chen & Yanhui Liang & Yu Lin, 2024. "Predicting Natural Gas Prices Based on a Novel Hybrid Model with Variational Mode Decomposition," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 639-678, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wang, Yun & Zou, Runmin & Liu, Fang & Zhang, Lingjun & Liu, Qianyi, 2021. "A review of wind speed and wind power forecasting with deep neural networks," Applied Energy, Elsevier, vol. 304(C).
    2. Zhang, Shuai & Chen, Yong & Xiao, Jiuhong & Zhang, Wenyu & Feng, Ruijun, 2021. "Hybrid wind speed forecasting model based on multivariate data secondary decomposition approach and deep learning algorithm with attention mechanism," Renewable Energy, Elsevier, vol. 174(C), pages 688-704.
    3. Qian, Zheng & Pei, Yan & Zareipour, Hamidreza & Chen, Niya, 2019. "A review and discussion of decomposition-based hybrid models for wind energy forecasting applications," Applied Energy, Elsevier, vol. 235(C), pages 939-953.
    4. Tahmasebifar, Reza & Moghaddam, Mohsen Parsa & Sheikh-El-Eslami, Mohammad Kazem & Kheirollahi, Reza, 2020. "A new hybrid model for point and probabilistic forecasting of wind power," Energy, Elsevier, vol. 211(C).
    5. Duan, Jikai & Zuo, Hongchao & Bai, Yulong & Duan, Jizheng & Chang, Mingheng & Chen, Bolong, 2021. "Short-term wind speed forecasting using recurrent neural networks with error correction," Energy, Elsevier, vol. 217(C).
    6. Liu, Hui & Chen, Chao, 2019. "Data processing strategies in wind energy forecasting models and applications: A comprehensive review," Applied Energy, Elsevier, vol. 249(C), pages 392-408.
    7. Wang, Yun & Xu, Houhua & Song, Mengmeng & Zhang, Fan & Li, Yifen & Zhou, Shengchao & Zhang, Lingjun, 2023. "A convolutional Transformer-based truncated Gaussian density network with data denoising for wind speed forecasting," Applied Energy, Elsevier, vol. 333(C).
    8. Zonggui Yao & Chen Wang, 2018. "A Hybrid Model Based on A Modified Optimization Algorithm and An Artificial Intelligence Algorithm for Short-Term Wind Speed Multi-Step Ahead Forecasting," Sustainability, MDPI, vol. 10(5), pages 1-33, May.
    9. Kim, Deockho & Hur, Jin, 2018. "Short-term probabilistic forecasting of wind energy resources using the enhanced ensemble method," Energy, Elsevier, vol. 157(C), pages 211-226.
    10. Chen, Xue-Jun & Zhao, Jing & Jia, Xiao-Zhong & Li, Zhong-Long, 2021. "Multi-step wind speed forecast based on sample clustering and an optimized hybrid system," Renewable Energy, Elsevier, vol. 165(P1), pages 595-611.
    11. Wang, Yun & Xu, Houhua & Zou, Runmin & Zhang, Lingjun & Zhang, Fan, 2022. "A deep asymmetric Laplace neural network for deterministic and probabilistic wind power forecasting," Renewable Energy, Elsevier, vol. 196(C), pages 497-517.
    12. Wang, Jianzhou & Niu, Tong & Lu, Haiyan & Guo, Zhenhai & Yang, Wendong & Du, Pei, 2018. "An analysis-forecast system for uncertainty modeling of wind speed: A case study of large-scale wind farms," Applied Energy, Elsevier, vol. 211(C), pages 492-512.
    13. Duan, Jikai & Chang, Mingheng & Chen, Xiangyue & Wang, Wenpeng & Zuo, Hongchao & Bai, Yulong & Chen, Bolong, 2022. "A combined short-term wind speed forecasting model based on CNN–RNN and linear regression optimization considering error," Renewable Energy, Elsevier, vol. 200(C), pages 788-808.
    14. Wang, Kejun & Qi, Xiaoxia & Liu, Hongda & Song, Jiakang, 2018. "Deep belief network based k-means cluster approach for short-term wind power forecasting," Energy, Elsevier, vol. 165(PA), pages 840-852.
    15. Qunli Wu & Huaxing Lin, 2019. "Short-Term Wind Speed Forecasting Based on Hybrid Variational Mode Decomposition and Least Squares Support Vector Machine Optimized by Bat Algorithm Model," Sustainability, MDPI, vol. 11(3), pages 1-18, January.
    16. Li, Ke & Shen, Ruifang & Wang, Zhenguo & Yan, Bowen & Yang, Qingshan & Zhou, Xuhong, 2023. "An efficient wind speed prediction method based on a deep neural network without future information leakage," Energy, Elsevier, vol. 267(C).
    17. Zhang, Zhendong & Ye, Lei & Qin, Hui & Liu, Yongqi & Wang, Chao & Yu, Xiang & Yin, Xingli & Li, Jie, 2019. "Wind speed prediction method using Shared Weight Long Short-Term Memory Network and Gaussian Process Regression," Applied Energy, Elsevier, vol. 247(C), pages 270-284.
    18. Yuansheng Huang & Shijian Liu & Lei Yang, 2018. "Wind Speed Forecasting Method Using EEMD and the Combination Forecasting Method Based on GPR and LSTM," Sustainability, MDPI, vol. 10(10), pages 1-15, October.
    19. Wang, H.Z. & Wang, G.B. & Li, G.Q. & Peng, J.C. & Liu, Y.T., 2016. "Deep belief network based deterministic and probabilistic wind speed forecasting approach," Applied Energy, Elsevier, vol. 182(C), pages 80-93.
    20. Lu, Peng & Ye, Lin & Zhao, Yongning & Dai, Binhua & Pei, Ming & Tang, Yong, 2021. "Review of meta-heuristic algorithms for wind power prediction: Methodologies, applications and challenges," Applied Energy, Elsevier, vol. 301(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:appene:v:230:y:2018:i:c:p:429-443. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/405891/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.