IDEAS home Printed from
   My bibliography  Save this article

One day ahead wind speed forecasting: A resampling-based approach


  • Zhao, Weigang
  • Wei, Yi-Ming
  • Su, Zhongyue


Wind speed forecasting plays a vital role in dispatch planning and operational security for wind farms, however, its difficulty is commonly accepted. This paper develops a nonlinear autoregressive (exogenous) model for one-day-ahead mean hourly wind speed forecasting, where general regression neural network is employed to model nonlinearities of the system. Specifically, this model is a two-stage method consisting of the model selection and training stage along with the iterative forecasting and correcting stage. In the former stage, the model is in the series-parallel configuration, and its test error is estimated by the cross-validation (CV) method. With the help of ARIMA identification results, CV errors are minimized by the Fibonacci search method to select the best lag structure and the only adjustable parameter. In the latter stage, the model is in the parallel configuration, and the so-called leave-one-day-out resampling method is proposed to iteratively estimate correction parameters for horizons up to 24h ahead, which holds out each full-day data segment from the sample of observations in turn to faithfully reproduce the entire process of training, iterative forecasting and correcting in the in-sample period. Finally, the out-of-sample corrected forecasts can be successively obtained by using the model selected and trained in the former stage and the correction parameters estimated in the latter stage. Furthermore, effectiveness of this model is verified with four real-world case studies of two wind farms in China.

Suggested Citation

  • 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.
  • Handle: RePEc:eee:appene:v:178:y:2016:i:c:p:886-901
    DOI: 10.1016/j.apenergy.2016.06.098

    Download full text from publisher

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

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

    References listed on IDEAS

    1. 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.
    2. José Carlos Palomares-Salas & Agustín Agüera-Pérez & Juan José González de la Rosa & José María Sierra-Fernández & Antonio Moreno-Muñoz, 2013. "Exogenous Measurements from Basic Meteorological Stations for Wind Speed Forecasting," Energies, MDPI, Open Access Journal, vol. 6(11), pages 1-19, November.
    3. 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.
    4. Bontempi, Gianluca & Ben Taieb, Souhaib, 2011. "Conditionally dependent strategies for multiple-step-ahead prediction in local learning," International Journal of Forecasting, Elsevier, vol. 27(3), pages 689-699.
    5. 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.
    6. Ait Maatallah, Othman & Achuthan, Ajit & Janoyan, Kerop & Marzocca, Pier, 2015. "Recursive wind speed forecasting based on Hammerstein Auto-Regressive model," Applied Energy, Elsevier, vol. 145(C), pages 191-197.
    7. Tascikaraoglu, Akin & Sanandaji, Borhan M. & Poolla, Kameshwar & Varaiya, Pravin, 2016. "Exploiting sparsity of interconnections in spatio-temporal wind speed forecasting using Wavelet Transform," Applied Energy, Elsevier, vol. 165(C), pages 735-747.
    8. 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.
    9. 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.
    10. Kavasseri, Rajesh G. & Seetharaman, Krithika, 2009. "Day-ahead wind speed forecasting using f-ARIMA models," Renewable Energy, Elsevier, vol. 34(5), pages 1388-1393.
    11. 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.
    12. Zhao, Jing & Guo, Zhen-Hai & Su, Zhong-Yue & Zhao, Zhi-Yuan & Xiao, Xia & Liu, Feng, 2016. "An improved multi-step forecasting model based on WRF ensembles and creative fuzzy systems for wind speed," Applied Energy, Elsevier, vol. 162(C), pages 808-826.
    13. 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.
    14. Cassola, Federico & Burlando, Massimiliano, 2012. "Wind speed and wind energy forecast through Kalman filtering of Numerical Weather Prediction model output," Applied Energy, Elsevier, vol. 99(C), pages 154-166.
    15. Sfetsos, A., 2000. "A comparison of various forecasting techniques applied to mean hourly wind speed time series," Renewable Energy, Elsevier, vol. 21(1), pages 23-35.
    16. 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.
    17. Lee, Won-Yong & House, John M. & Kyong, Nam-Ho, 2004. "Subsystem level fault diagnosis of a building's air-handling unit using general regression neural networks," Applied Energy, Elsevier, vol. 77(2), pages 153-170, February.
    18. Song, Zhe & Jiang, Yu & Zhang, Zijun, 2014. "Short-term wind speed forecasting with Markov-switching model," Applied Energy, Elsevier, vol. 130(C), pages 103-112.
    19. Zhang, Wenyu & Wu, Jie & Wang, Jianzhou & Zhao, Weigang & Shen, Lin, 2012. "Performance analysis of four modified approaches for wind speed forecasting," Applied Energy, Elsevier, vol. 99(C), pages 324-333.
    20. Jung, Jaesung & Tam, Kwa-Sur, 2013. "A frequency domain approach to characterize and analyze wind speed patterns," Applied Energy, Elsevier, vol. 103(C), pages 435-443.
    21. An, Ning & Zhao, Weigang & Wang, Jianzhou & Shang, Duo & Zhao, Erdong, 2013. "Using multi-output feedforward neural network with empirical mode decomposition based signal filtering for electricity demand forecasting," Energy, Elsevier, vol. 49(C), pages 279-288.
    22. Li, Gong & Shi, Jing, 2010. "On comparing three artificial neural networks for wind speed forecasting," Applied Energy, Elsevier, vol. 87(7), pages 2313-2320, July.
    23. Liu, Hui & Tian, Hong-qi & Liang, Xi-feng & Li, Yan-fei, 2015. "Wind speed forecasting approach using secondary decomposition algorithm and Elman neural networks," Applied Energy, Elsevier, vol. 157(C), pages 183-194.
    24. 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.
    25. Jung, Sungmoon & Kwon, Soon-Duck, 2013. "Weighted error functions in artificial neural networks for improved wind energy potential estimation," Applied Energy, Elsevier, vol. 111(C), pages 778-790.
    26. Bouzgou, Hassen & Benoudjit, Nabil, 2011. "Multiple architecture system for wind speed prediction," Applied Energy, Elsevier, vol. 88(7), pages 2463-2471, July.
    27. Dong, Yao & Wang, Jianzhou & Jiang, He & Shi, Xiaomeng, 2013. "Intelligent optimized wind resource assessment and wind turbines selection in Huitengxile of Inner Mongolia, China," Applied Energy, Elsevier, vol. 109(C), pages 239-253.
    28. Liu, Hui & Tian, Hong-qi & Li, Yan-fei, 2012. "Comparison of two new ARIMA-ANN and ARIMA-Kalman hybrid methods for wind speed prediction," Applied Energy, Elsevier, vol. 98(C), pages 415-424.
    29. 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.
    Full references (including those not matched with items on IDEAS)


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

    Cited by:

    1. Yuqing Yang & Stephen Bremner & Chris Menictas & Merlinde Kay, 2019. "A Mixed Receding Horizon Control Strategy for Battery Energy Storage System Scheduling in a Hybrid PV and Wind Power Plant with Different Forecast Techniques," Energies, MDPI, Open Access Journal, vol. 12(12), pages 1-25, June.
    2. Wang, Qiang & Song, Xiaoxing & Li, Rongrong, 2018. "A novel hybridization of nonlinear grey model and linear ARIMA residual correction for forecasting U.S. shale oil production," Energy, Elsevier, vol. 165(PB), pages 1320-1331.
    3. Khosravi, A. & Machado, L. & Nunes, R.O., 2018. "Time-series prediction of wind speed using machine learning algorithms: A case study Osorio wind farm, Brazil," Applied Energy, Elsevier, vol. 224(C), pages 550-566.
    4. Yang, Zhongshan & Wang, Jian, 2018. "A hybrid forecasting approach applied in wind speed forecasting based on a data processing strategy and an optimized artificial intelligence algorithm," Energy, Elsevier, vol. 160(C), pages 87-100.
    5. Yang, Zhongshan & Wang, Jian, 2018. "A combination forecasting approach applied in multistep wind speed forecasting based on a data processing strategy and an optimized artificial intelligence algorithm," Applied Energy, Elsevier, vol. 230(C), pages 1108-1125.
    6. Yuansheng Huang & Lei Yang & Shijian Liu & Guangli Wang, 2019. "Multi-Step Wind Speed Forecasting Based On Ensemble Empirical Mode Decomposition, Long Short Term Memory Network and Error Correction Strategy," Energies, MDPI, Open Access Journal, vol. 12(10), pages 1-22, May.
    7. 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.
    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, Open Access Journal, vol. 10(5), pages 1-33, May.
    9. Zhao, Weigang & Cao, Yunfei & Miao, Bo & Wang, Ke & Wei, Yi-Ming, 2018. "Impacts of shifting China's final energy consumption to electricity on CO2 emission reduction," Energy Economics, Elsevier, vol. 71(C), pages 359-369.
    10. Hao, Ying & Dong, Lei & Liao, Xiaozhong & Liang, Jun & Wang, Lijie & Wang, Bo, 2019. "A novel clustering algorithm based on mathematical morphology for wind power generation prediction," Renewable Energy, Elsevier, vol. 136(C), pages 572-585.
    11. 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.
    12. Jakub Jurasz & Alexander Kies, 2018. "Day-Ahead Probabilistic Model for Scheduling the Operation of a Wind Pumped-Storage Hybrid Power Station: Overcoming Forecasting Errors to Ensure Reliability of Supply to the Grid," Sustainability, MDPI, Open Access Journal, vol. 10(6), pages 1-21, June.
    13. 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.
    14. Yang, Wendong & Wang, Jianzhou & Niu, Tong & Du, Pei, 2019. "A hybrid forecasting system based on a dual decomposition strategy and multi-objective optimization for electricity price forecasting," Applied Energy, Elsevier, vol. 235(C), pages 1205-1225.
    15. Yidi Ren & Hua Li & Hsiung-Cheng Lin, 2019. "Optimization of Feedforward Neural Networks Using an Improved Flower Pollination Algorithm for Short-Term Wind Speed Prediction," Energies, MDPI, Open Access Journal, vol. 12(21), pages 1-17, October.
    16. Xiao, Liye & Shao, Wei & Yu, Mengxia & Ma, Jing & Jin, Congjun, 2017. "Research and application of a hybrid wavelet neural network model with the improved cuckoo search algorithm for electrical power system forecasting," Applied Energy, Elsevier, vol. 198(C), pages 203-222.


    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:178:y:2016:i:c:p:886-901. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Haili He). General contact details of provider: .

    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 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.

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

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.