IDEAS home Printed from https://ideas.repec.org/a/eee/intfor/v32y2016i3p1087-1093.html
   My bibliography  Save this article

GEFCom2014: Probabilistic solar and wind power forecasting using a generalized additive tree ensemble approach

Author

Listed:
  • Nagy, Gábor I.
  • Barta, Gergő
  • Kazi, Sándor
  • Borbély, Gyula
  • Simon, Gábor

Abstract

We investigate the probabilistic forecasting of solar and wind power generation in connection with the Global Energy Forecasting Competition 2014. We use a voted ensemble of a quantile regression forest model and a stacked random forest–gradient boosting decision tree model to predict the probability distribution. The raw probabilities thus obtained need to be post-processed using isotonic regression in order to conform to the monotonic-increase attribute of probability distributions. The results show a great performance in terms of the weighted pinball loss, with the model achieving second place on the final competition leaderboard.

Suggested Citation

  • Nagy, Gábor I. & Barta, Gergő & Kazi, Sándor & Borbély, Gyula & Simon, Gábor, 2016. "GEFCom2014: Probabilistic solar and wind power forecasting using a generalized additive tree ensemble approach," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1087-1093.
    • Handle: RePEc:eee:intfor:v:32:y:2016:i:3:p:1087-1093
    DOI: 10.1016/j.ijforecast.2015.11.013
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0169207015001521
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ijforecast.2015.11.013?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. Mangalova, E. & Agafonov, E., 2014. "Wind power forecasting using the k-nearest neighbors algorithm," International Journal of Forecasting, Elsevier, vol. 30(2), pages 402-406.
    2. Hong, Tao & Pinson, Pierre & Fan, Shu, 2014. "Global Energy Forecasting Competition 2012," International Journal of Forecasting, Elsevier, vol. 30(2), pages 357-363.
    3. Aggarwal, S.K. & Saini, L.M., 2014. "Solar energy prediction using linear and non-linear regularization models: A study on AMS (American Meteorological Society) 2013–14 Solar Energy Prediction Contest," Energy, Elsevier, vol. 78(C), pages 247-256.
    4. Hong, Tao & Pinson, Pierre & Fan, Shu & Zareipour, Hamidreza & Troccoli, Alberto & Hyndman, Rob J., 2016. "Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond," International Journal of Forecasting, Elsevier, vol. 32(3), pages 896-913.
    5. de Leeuw, Jan & Hornik, Kurt & Mair, Patrick, 2009. "Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i05).
    6. Friedman, Jerome H., 2002. "Stochastic gradient boosting," Computational Statistics & Data Analysis, Elsevier, vol. 38(4), pages 367-378, February.
    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. Sel, Burakhan & Minner, Stefan, 2022. "A hedging policy for seaborne forward freight markets based on probabilistic forecasts," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 166(C).
    2. Landgraf, Andrew J., 2019. "An ensemble approach to GEFCom2017 probabilistic load forecasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1432-1438.
    3. van der Meer, D.W. & Shepero, M. & Svensson, A. & Widén, J. & Munkhammar, J., 2018. "Probabilistic forecasting of electricity consumption, photovoltaic power generation and net demand of an individual building using Gaussian Processes," Applied Energy, Elsevier, vol. 213(C), pages 195-207.
    4. Gallego-Castillo, Cristobal & Bessa, Ricardo & Cavalcante, Laura & Lopez-Garcia, Oscar, 2016. "On-line quantile regression in the RKHS (Reproducing Kernel Hilbert Space) for operational probabilistic forecasting of wind power," Energy, Elsevier, vol. 113(C), pages 355-365.
    5. Müller, Alfred & Reuber, Matthias, 2023. "A copula-based time series model for global horizontal irradiation," International Journal of Forecasting, Elsevier, vol. 39(2), pages 869-883.
    6. Luis Gonzaga Baca Ruiz & Manuel Pegalajar Cuéllar & Miguel Delgado Calvo-Flores & María Del Carmen Pegalajar Jiménez, 2016. "An Application of Non-Linear Autoregressive Neural Networks to Predict Energy Consumption in Public Buildings," Energies, MDPI, vol. 9(9), pages 1-21, August.
    7. Yang, Dazhi & Yang, Guoming & Liu, Bai, 2023. "Combining quantiles of calibrated solar forecasts from ensemble numerical weather prediction," Renewable Energy, Elsevier, vol. 215(C).
    8. Upma Singh & Mohammad Rizwan & Muhannad Alaraj & Ibrahim Alsaidan, 2021. "A Machine Learning-Based Gradient Boosting Regression Approach for Wind Power Production Forecasting: A Step towards Smart Grid Environments," Energies, MDPI, vol. 14(16), pages 1-21, August.
    9. He, Yaoyao & Cao, Chaojin & Wang, Shuo & Fu, Hong, 2022. "Nonparametric probabilistic load forecasting based on quantile combination in electrical power systems," Applied Energy, Elsevier, vol. 322(C).
    10. David, Mathieu & Luis, Mazorra Aguiar & Lauret, Philippe, 2018. "Comparison of intraday probabilistic forecasting of solar irradiance using only endogenous data," International Journal of Forecasting, Elsevier, vol. 34(3), pages 529-547.
    11. Xwégnon Ghislain Agoua & Robin Girard & Georges Kariniotakis, 2021. "Photovoltaic Power Forecasting: Assessment of the Impact of Multiple Sources of Spatio-Temporal Data on Forecast Accuracy," Energies, MDPI, vol. 14(5), pages 1-15, March.
    12. Chen, Yunxiao & Bai, Mingliang & Zhang, Yilan & Liu, Jinfu & Yu, Daren, 2023. "Proactively selection of input variables based on information gain factors for deep learning models in short-term solar irradiance forecasting," Energy, Elsevier, vol. 284(C).
    13. Filipe Soares & André Madureira & Andreu Pagès & António Barbosa & António Coelho & Fernando Cassola & Fernando Ribeiro & João Viana & José Andrade & Marina Dorokhova & Nélson Morais & Nicolas Wyrsch , 2021. "FEEdBACk: An ICT-Based Platform to Increase Energy Efficiency through Buildings’ Consumer Engagement," Energies, MDPI, vol. 14(6), pages 1-43, March.
    14. González Ordiano, Jorge Ángel & Gröll, Lutz & Mikut, Ralf & Hagenmeyer, Veit, 2020. "Probabilistic energy forecasting using the nearest neighbors quantile filter and quantile regression," International Journal of Forecasting, Elsevier, vol. 36(2), pages 310-323.
    15. Long Cai & Jie Gu & Jinghuan Ma & Zhijian Jin, 2019. "Probabilistic Wind Power Forecasting Approach via Instance-Based Transfer Learning Embedded Gradient Boosting Decision Trees," Energies, MDPI, vol. 12(1), pages 1-19, January.
    16. Wang, Lin & Lv, Sheng-Xiang & Zeng, Yu-Rong, 2018. "Effective sparse adaboost method with ESN and FOA for industrial electricity consumption forecasting in China," Energy, Elsevier, vol. 155(C), pages 1013-1031.
    17. Luis Mazorra-Aguiar & Philippe Lauret & Mathieu David & Albert Oliver & Gustavo Montero, 2021. "Comparison of Two Solar Probabilistic Forecasting Methodologies for Microgrids Energy Efficiency," Energies, MDPI, vol. 14(6), pages 1-26, March.
    18. Yang, Dazhi & van der Meer, Dennis, 2021. "Post-processing in solar forecasting: Ten overarching thinking tools," Renewable and Sustainable Energy Reviews, Elsevier, vol. 140(C).
    19. Lv, Jiaqing & Zheng, Xiaodong & Pawlak, Mirosław & Mo, Weike & Miśkowicz, Marek, 2021. "Very short-term probabilistic wind power prediction using sparse machine learning and nonparametric density estimation algorithms," Renewable Energy, Elsevier, vol. 177(C), pages 181-192.
    20. Zhang, Wenjie & Quan, Hao & Srinivasan, Dipti, 2018. "Parallel and reliable probabilistic load forecasting via quantile regression forest and quantile determination," Energy, Elsevier, vol. 160(C), pages 810-819.
    21. Pedro Cadahia & Antonio A. Golpe & Juan M. Mart'in 'Alvarez & E. Asensio, 2022. "Measuring anomalies in cigarette sales by using official data from Spanish provinces: Are there only the anomalies detected by the Empty Pack Surveys (EPS) used by Transnational Tobacco Companies (TTC," Papers 2203.06640, arXiv.org.
    22. Zhao, Wei & Zhang, Haoran & Zheng, Jianqin & Dai, Yuanhao & Huang, Liqiao & Shang, Wenlong & Liang, Yongtu, 2021. "A point prediction method based automatic machine learning for day-ahead power output of multi-region photovoltaic plants," Energy, Elsevier, vol. 223(C).

    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. Gergo Barta & Benedek Pasztor & Venkat Prava, 2021. "Optimized Charge Controller Schedule in Hybrid Solar-Battery Farms for Peak Load Reduction," Energies, MDPI, vol. 14(22), pages 1-18, November.
    2. Zhang, Yao & Wang, Jianxue, 2016. "K-nearest neighbors and a kernel density estimator for GEFCom2014 probabilistic wind power forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1074-1080.
    3. Mangalova, Ekaterina & Shesterneva, Olesya, 2016. "K-nearest neighbors for GEFCom2014 probabilistic wind power forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1067-1073.
    4. Antonio Bracale & Guido Carpinelli & Pasquale De Falco, 2019. "Developing and Comparing Different Strategies for Combining Probabilistic Photovoltaic Power Forecasts in an Ensemble Method," Energies, MDPI, vol. 12(6), pages 1-16, March.
    5. Buzna, Luboš & De Falco, Pasquale & Ferruzzi, Gabriella & Khormali, Shahab & Proto, Daniela & Refa, Nazir & Straka, Milan & van der Poel, Gijs, 2021. "An ensemble methodology for hierarchical probabilistic electric vehicle load forecasting at regular charging stations," Applied Energy, Elsevier, vol. 283(C).
    6. Makridakis, Spyros & Hyndman, Rob J. & Petropoulos, Fotios, 2020. "Forecasting in social settings: The state of the art," International Journal of Forecasting, Elsevier, vol. 36(1), pages 15-28.
    7. Hong, Tao & Xie, Jingrui & Black, Jonathan, 2019. "Global energy forecasting competition 2017: Hierarchical probabilistic load forecasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1389-1399.
    8. Gensler, André & Sick, Bernhard & Vogt, Stephan, 2018. "A review of uncertainty representations and metaverification of uncertainty assessment techniques for renewable energies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 96(C), pages 352-379.
    9. Müller, Alfred & Reuber, Matthias, 2023. "A copula-based time series model for global horizontal irradiation," International Journal of Forecasting, Elsevier, vol. 39(2), pages 869-883.
    10. Severinsen, A. & Myrland, Ø., 2022. "Statistical learning to estimate energy savings from retrofitting in the Norwegian food retail market," Renewable and Sustainable Energy Reviews, Elsevier, vol. 167(C).
    11. Hyndman, Rob J., 2020. "A brief history of forecasting competitions," International Journal of Forecasting, Elsevier, vol. 36(1), pages 7-14.
    12. Halužan, Marko & Verbič, Miroslav & Zorić, Jelena, 2020. "Performance of alternative electricity price forecasting methods: Findings from the Greek and Hungarian power exchanges," Applied Energy, Elsevier, vol. 277(C).
    13. Moreno-Carbonell, Santiago & Sánchez-Úbeda, Eugenio F. & Muñoz, Antonio, 2020. "Rethinking weather station selection for electric load forecasting using genetic algorithms," International Journal of Forecasting, Elsevier, vol. 36(2), pages 695-712.
    14. Santiago Moreno-Carbonell & Eugenio F. Sánchez-Úbeda & Antonio Muñoz, 2020. "Time Series Decomposition of the Daily Outdoor Air Temperature in Europe for Long-Term Energy Forecasting in the Context of Climate Change," Energies, MDPI, vol. 13(7), pages 1-28, March.
    15. Spyros Makridakis & Chris Fry & Fotios Petropoulos & Evangelos Spiliotis, 2022. "The Future of Forecasting Competitions: Design Attributes and Principles," INFORMS Joural on Data Science, INFORMS, vol. 1(1), pages 96-113, April.
    16. Nowotarski, Jakub & Weron, Rafał, 2016. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, vol. 57(C), pages 228-235.
    17. Nowotarski, Jakub & Liu, Bidong & Weron, Rafał & Hong, Tao, 2016. "Improving short term load forecast accuracy via combining sister forecasts," Energy, Elsevier, vol. 98(C), pages 40-49.
    18. Pedro, Hugo T.C. & Coimbra, Carlos F.M. & David, Mathieu & Lauret, Philippe, 2018. "Assessment of machine learning techniques for deterministic and probabilistic intra-hour solar forecasts," Renewable Energy, Elsevier, vol. 123(C), pages 191-203.
    19. Saxena, Harshit & Aponte, Omar & McConky, Katie T., 2019. "A hybrid machine learning model for forecasting a billing period’s peak electric load days," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1288-1303.
    20. Xie, Jingrui & Hong, Tao, 2016. "GEFCom2014 probabilistic electric load forecasting: An integrated solution with forecast combination and residual simulation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1012-1016.

    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:intfor:v:32:y:2016:i:3:p:1087-1093. 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/locate/ijforecast .

    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.