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ARMA based approaches for forecasting the tuple of wind speed and direction

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  • Erdem, Ergin
  • Shi, Jing
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    Abstract

    Short-term forecasting of wind speed and direction is of great importance to wind turbine operation and efficient energy harvesting. In this study, the forecasting of wind speed and direction tuple is performed. Four approaches based on autoregressive moving average (ARMA) method are employed for this purpose. The first approach features the decomposition of the wind speed into lateral and longitudinal components. Each component is represented by an ARMA model, and the results are combined to obtain the wind direction and speed forecasts. The second approach employs two independent ARMA models - a traditional ARMA model for predicting wind speed and a linked ARMA model for wind direction. The third approach features vector autoregression (VAR) models to forecast the tuple of wind attributes. The fourth approach involves employing a restricted version of the VAR approach to predict the same. By employing these four approaches, the hourly mean wind attributes are forecasted 1-h ahead for two wind observation sites in North Dakota, USA. The results are compared using the mean absolute error (MAE) as a measure for forecasting quality. It is found that the component model is better at predicting the wind direction than the traditional-linked ARMA model, whereas the opposite is observed for wind speed forecasting. Utilizing VAR approaches rather than the univariate counterparts brings modest improvement in wind direction prediction but not in wind speed prediction. Between restricted and unrestricted versions of VAR models, there is little difference in terms of forecasting performance.

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    Bibliographic Info

    Article provided by Elsevier in its journal Applied Energy.

    Volume (Year): 88 (2011)
    Issue (Month): 4 (April)
    Pages: 1405-1414

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    Handle: RePEc:eee:appene:v:88:y:2011:i:4:p:1405-1414

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    Related research

    Keywords: Combined forecasting Wind speed Wind direction ARMA Vector autoregression;

    References

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    1. Xydis, G. & Koroneos, C. & Loizidou, M., 2009. "Exergy analysis in a wind speed prognostic model as a wind farm sitting selection tool: A case study in Southern Greece," Applied Energy, Elsevier, vol. 86(11), pages 2411-2420, November.
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    Cited by:
    1. Bouzgou, Hassen & Benoudjit, Nabil, 2011. "Multiple architecture system for wind speed prediction," Applied Energy, Elsevier, vol. 88(7), pages 2463-2471, July.
    2. Liu, Hui & Tian, Hong-qi & Pan, Di-fu & Li, Yan-fei, 2013. "Forecasting models for wind speed using wavelet, wavelet packet, time series and Artificial Neural Networks," Applied Energy, Elsevier, vol. 107(C), pages 191-208.
    3. Chen, Kuilin & Yu, Jie, 2014. "Short-term wind speed prediction using an unscented Kalman filter based state-space support vector regression approach," Applied Energy, Elsevier, vol. 113(C), pages 690-705.

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