IDEAS home Printed from https://ideas.repec.org/a/gam/jeners/v9y2015i1p7-d61216.html
   My bibliography  Save this article

Hybrid Wind Speed Prediction Based on a Self-Adaptive ARIMAX Model with an Exogenous WRF Simulation

Author

Listed:
  • Erdong Zhao

    (School of Economics and Management, North China Electric Power University, Beijing 102206, China)

  • Jing Zhao

    (School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, China)

  • Liwei Liu

    (School of Economics and Management, North China Electric Power University, Beijing 102206, China)

  • Zhongyue Su

    (College of Atmospheric Sciences, Lanzhou University, Lanzhou 730000, China)

  • Ning An

    (Gerontechnology Lab, School of Computer and Information, Hefei University of Technology, Hefei 230009, China)

Abstract

Wind speed forecasting is difficult not only because of the influence of atmospheric dynamics but also for the impossibility of providing an accurate prediction with traditional statistical forecasting models that work by discovering an inner relationship within historical records. This paper develops a self-adaptive (SA) auto-regressive integrated moving average with exogenous variables (ARIMAX) model that is optimized very-short-term by the chaotic particle swarm optimization (CPSO) algorithm, known as the SA-ARIMA-CPSO approach, for wind speed prediction. The ARIMAX model chooses the wind speed result from the Weather Research and Forecasting (WRF) simulation as an exogenous input variable. Further, an SA strategy is applied to the ARIMAX process. When new information is available, the model process can be updated adaptively with parameters optimized by the CPSO algorithm. The proposed SA-ARIMA-CPSO approach enables the forecasting process to update training information and model parameters intelligently and adaptively. As tested using the 15-min wind speed data collected from a wind farm in Northern China, the improved method has the best performance compared with several other models.

Suggested Citation

  • Erdong Zhao & Jing Zhao & Liwei Liu & Zhongyue Su & Ning An, 2015. "Hybrid Wind Speed Prediction Based on a Self-Adaptive ARIMAX Model with an Exogenous WRF Simulation," Energies, MDPI, vol. 9(1), pages 1-20, December.
    • Handle: RePEc:gam:jeners:v:9:y:2015:i:1:p:7-:d:61216
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/1996-1073/9/1/7/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/1996-1073/9/1/7/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Alatas, Bilal & Akin, Erhan & Ozer, A. Bedri, 2009. "Chaos embedded particle swarm optimization algorithms," Chaos, Solitons & Fractals, Elsevier, vol. 40(4), pages 1715-1734.
    2. Liu, Heping & Shi, Jing & Erdem, Ergin, 2010. "Prediction of wind speed time series using modified Taylor Kriging method," Energy, Elsevier, vol. 35(12), pages 4870-4879.
    3. Guo, Zhenhai & Zhao, Weigang & Lu, Haiyan & Wang, Jianzhou, 2012. "Multi-step forecasting for wind speed using a modified EMD-based artificial neural network model," Renewable Energy, Elsevier, vol. 37(1), pages 241-249.
    4. Guo, Zhenhai & Zhao, Jing & Zhang, Wenyu & Wang, Jianzhou, 2011. "A corrected hybrid approach for wind speed prediction in Hexi Corridor of China," Energy, Elsevier, vol. 36(3), pages 1668-1679.
    5. Kavasseri, Rajesh G. & Seetharaman, Krithika, 2009. "Day-ahead wind speed forecasting using f-ARIMA models," Renewable Energy, Elsevier, vol. 34(5), pages 1388-1393.
    6. Monfared, Mohammad & Rastegar, Hasan & Kojabadi, Hossein Madadi, 2009. "A new strategy for wind speed forecasting using artificial intelligent methods," Renewable Energy, Elsevier, vol. 34(3), pages 845-848.
    7. Carvalho, D. & Rocha, A. & Santos, C. Silva & Pereira, R., 2013. "Wind resource modelling in complex terrain using different mesoscale–microscale coupling techniques," Applied Energy, Elsevier, vol. 108(C), pages 493-504.
    8. Cadenas, Erasmo & Rivera, Wilfrido, 2010. "Wind speed forecasting in three different regions of Mexico, using a hybrid ARIMA–ANN model," Renewable Energy, Elsevier, vol. 35(12), pages 2732-2738.
    9. Sfetsos, A., 2002. "A novel approach for the forecasting of mean hourly wind speed time series," Renewable Energy, Elsevier, vol. 27(2), pages 163-174.
    10. Carvalho, D. & Rocha, A. & Gómez-Gesteira, M. & Silva Santos, C., 2014. "Sensitivity of the WRF model wind simulation and wind energy production estimates to planetary boundary layer parameterizations for onshore and offshore areas in the Iberian Peninsula," Applied Energy, Elsevier, vol. 135(C), pages 234-246.
    11. Wang, Jianzhou & Xiong, Shenghua, 2014. "A hybrid forecasting model based on outlier detection and fuzzy time series – A case study on Hainan wind farm of China," Energy, Elsevier, vol. 76(C), pages 526-541.
    12. 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.
    13. Lazić, Lazar & Pejanović, Goran & Živković, Momčilo, 2010. "Wind forecasts for wind power generation using the Eta model," Renewable Energy, Elsevier, vol. 35(6), pages 1236-1243.
    14. De Giorgi, Maria Grazia & Ficarella, Antonio & Tarantino, Marco, 2011. "Assessment of the benefits of numerical weather predictions in wind power forecasting based on statistical methods," Energy, Elsevier, vol. 36(7), pages 3968-3978.
    15. Carvalho, D. & Rocha, A. & Gómez-Gesteira, M. & Silva Santos, C., 2014. "Offshore wind energy resource simulation forced by different reanalyses: Comparison with observed data in the Iberian Peninsula," Applied Energy, Elsevier, vol. 134(C), pages 57-64.
    16. Carolin Mabel, M. & Fernandez, E., 2008. "Analysis of wind power generation and prediction using ANN: A case study," Renewable Energy, Elsevier, vol. 33(5), pages 986-992.
    17. 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)

    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. Tascikaraoglu, A. & Uzunoglu, M., 2014. "A review of combined approaches for prediction of short-term wind speed and power," Renewable and Sustainable Energy Reviews, Elsevier, vol. 34(C), pages 243-254.
    2. Wang, Jianzhou & Qin, Shanshan & Zhou, Qingping & Jiang, Haiyan, 2015. "Medium-term wind speeds forecasting utilizing hybrid models for three different sites in Xinjiang, China," Renewable Energy, Elsevier, vol. 76(C), pages 91-101.
    3. Jung, Jaesung & Broadwater, Robert P., 2014. "Current status and future advances for wind speed and power forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 31(C), pages 762-777.
    4. Ata, Rasit, 2015. "Artificial neural networks applications in wind energy systems: a review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 49(C), pages 534-562.
    5. Wang, Jianzhou & Hu, Jianming & Ma, Kailiang & Zhang, Yixin, 2015. "A self-adaptive hybrid approach for wind speed forecasting," Renewable Energy, Elsevier, vol. 78(C), pages 374-385.
    6. Liu, Da & Niu, Dongxiao & Wang, Hui & Fan, Leilei, 2014. "Short-term wind speed forecasting using wavelet transform and support vector machines optimized by genetic algorithm," Renewable Energy, Elsevier, vol. 62(C), pages 592-597.
    7. Zhao, Yongning & Ye, Lin & Li, Zhi & Song, Xuri & Lang, Yansheng & Su, Jian, 2016. "A novel bidirectional mechanism based on time series model for wind power forecasting," Applied Energy, Elsevier, vol. 177(C), pages 793-803.
    8. Cadenas, Erasmo & Rivera, Wilfrido, 2010. "Wind speed forecasting in three different regions of Mexico, using a hybrid ARIMA–ANN model," Renewable Energy, Elsevier, vol. 35(12), pages 2732-2738.
    9. Zhang, Yu & Li, Yanting & Zhang, Guangyao, 2020. "Short-term wind power forecasting approach based on Seq2Seq model using NWP data," Energy, Elsevier, vol. 213(C).
    10. Jiani Heng & Chen Wang & Xuejing Zhao & Liye Xiao, 2016. "Research and Application Based on Adaptive Boosting Strategy and Modified CGFPA Algorithm: A Case Study for Wind Speed Forecasting," Sustainability, MDPI, vol. 8(3), pages 1-25, March.
    11. Yu, Jie & Chen, Kuilin & Mori, Junichi & Rashid, Mudassir M., 2013. "A Gaussian mixture copula model based localized Gaussian process regression approach for long-term wind speed prediction," Energy, Elsevier, vol. 61(C), pages 673-686.
    12. Sandra Minerva Valdivia-Bautista & José Antonio Domínguez-Navarro & Marco Pérez-Cisneros & Carlos Jesahel Vega-Gómez & Beatriz Castillo-Téllez, 2023. "Artificial Intelligence in Wind Speed Forecasting: A Review," Energies, MDPI, vol. 16(5), pages 1-28, March.
    13. Hu, Jianming & Wang, Jianzhou & Ma, Kailiang, 2015. "A hybrid technique for short-term wind speed prediction," Energy, Elsevier, vol. 81(C), pages 563-574.
    14. Wu, Xuedong & Zhu, Zhiyu & Su, Xunliang & Fan, Shaosheng & Du, Zhaoping & Chang, Yanchao & Zeng, Qingjun, 2015. "A study of single multiplicative neuron model with nonlinear filters for hourly wind speed prediction," Energy, Elsevier, vol. 88(C), pages 194-201.
    15. Liu, Hui & Chen, Chao & Tian, Hong-qi & Li, Yan-fei, 2012. "A hybrid model for wind speed prediction using empirical mode decomposition and artificial neural networks," Renewable Energy, Elsevier, vol. 48(C), pages 545-556.
    16. Emeksiz, Cem & Tan, Mustafa, 2022. "Wind speed estimation using novelty hybrid adaptive estimation model based on decomposition and deep learning methods (ICEEMDAN-CNN)," Energy, Elsevier, vol. 249(C).
    17. 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.
    18. Jinliang Zhang & YiMing Wei & Zhong-fu Tan & Wang Ke & Wei Tian, 2017. "A Hybrid Method for Short-Term Wind Speed Forecasting," Sustainability, MDPI, vol. 9(4), pages 1-10, April.
    19. Ramasamy, P. & Chandel, S.S. & Yadav, Amit Kumar, 2015. "Wind speed prediction in the mountainous region of India using an artificial neural network model," Renewable Energy, Elsevier, vol. 80(C), pages 338-347.
    20. Wang, Jianzhou & Xiong, Shenghua, 2014. "A hybrid forecasting model based on outlier detection and fuzzy time series – A case study on Hainan wind farm of China," Energy, Elsevier, vol. 76(C), pages 526-541.

    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:gam:jeners:v:9:y:2015:i:1:p:7-:d:61216. 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: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    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.