IDEAS home Printed from
   My bibliography  Save this article

A new chaotic time series hybrid prediction method of wind power based on EEMD-SE and full-parameters continued fraction


  • Wang, Cong
  • Zhang, Hongli
  • Fan, Wenhui
  • Ma, Ping


The wind power time series always exhibits nonlinear and non-stationary features, which make it very difficult to predict accurately. In this paper, a new chaotic time series prediction model of wind power based on ensemble empirical mode decomposition-sample entropy (EEMD-SE) and full-parameters continued fraction is proposed. In this proposed method, EEMD-SE technique is used to decompose original wind power series into a number of subsequences with obvious complexity differences. The forecasting model of each subsequence is created by full-parameters continued fraction. On the basis of the inverse difference quotient continued fraction, the full-parameters continued fraction model is proposed. The parameters of model are optimized by the primal dual state transition algorithm (PDSTA). The effectiveness of the proposed approach is demonstrated with practical hourly data of wind power generation in Xinjiang. A comprehensive error analysis is carried out to compare the performance with other approaches. The forecasting results show that forecast improvement is observed based on EEMD-SE and full-parameters continued fraction model.

Suggested Citation

  • Wang, Cong & Zhang, Hongli & Fan, Wenhui & Ma, Ping, 2017. "A new chaotic time series hybrid prediction method of wind power based on EEMD-SE and full-parameters continued fraction," Energy, Elsevier, vol. 138(C), pages 977-990.
  • Handle: RePEc:eee:energy:v:138:y:2017:i:c:p:977-990
    DOI: 10.1016/

    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. Liang, Zhengtang & Liang, Jun & Zhang, Li & Wang, Chengfu & Yun, Zhihao & Zhang, Xu, 2015. "Analysis of multi-scale chaotic characteristics of wind power based on Hilbert–Huang transform and Hurst analysis," Applied Energy, Elsevier, vol. 159(C), pages 51-61.
    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. Ramirez-Rosado, Ignacio J. & Fernandez-Jimenez, L. Alfredo & Monteiro, Cláudio & Sousa, João & Bessa, Ricardo, 2009. "Comparison of two new short-term wind-power forecasting systems," Renewable Energy, Elsevier, vol. 34(7), pages 1848-1854.
    5. Alessandrini, S. & Delle Monache, L. & Sperati, S. & Nissen, J.N., 2015. "A novel application of an analog ensemble for short-term wind power forecasting," Renewable Energy, Elsevier, vol. 76(C), pages 768-781.
    6. 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.
    7. Han, Li & Romero, Carlos E. & Yao, Zheng, 2015. "Wind power forecasting based on principle component phase space reconstruction," Renewable Energy, Elsevier, vol. 81(C), pages 737-744.
    8. 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.
    9. 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.
    10. 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.
    11. Ji, Bin & Yuan, Xiaohui & Chen, Zhihuan & Tian, Hao, 2014. "Improved gravitational search algorithm for unit commitment considering uncertainty of wind power," Energy, Elsevier, vol. 67(C), pages 52-62.
    12. Heinermann, Justin & Kramer, Oliver, 2016. "Machine learning ensembles for wind power prediction," Renewable Energy, Elsevier, vol. 89(C), pages 671-679.
    13. Maria Grazia De Giorgi & Stefano Campilongo & Antonio Ficarella & Paolo Maria Congedo, 2014. "Comparison Between Wind Power Prediction Models Based on Wavelet Decomposition with Least-Squares Support Vector Machine (LS-SVM) and Artificial Neural Network (ANN)," Energies, MDPI, Open Access Journal, vol. 7(8), pages 1-22, August.
    14. Peng, Huaiwu & Liu, Fangrui & Yang, Xiaofeng, 2013. "A hybrid strategy of short term wind power prediction," Renewable Energy, Elsevier, vol. 50(C), pages 590-595.
    15. 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.
    16. Ye, Lin & Zhao, Yongning & Zeng, Cheng & Zhang, Cihang, 2017. "Short-term wind power prediction based on spatial model," Renewable Energy, Elsevier, vol. 101(C), pages 1067-1074.
    17. Wang, Jianzhou & Hu, Jianming, 2015. "A robust combination approach for short-term wind speed forecasting and analysis – Combination of the ARIMA (Autoregressive Integrated Moving Average), ELM (Extreme Learning Machine), SVM (Support Vec," Energy, Elsevier, vol. 93(P1), pages 41-56.
    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. repec:gam:jeners:v:10:y:2017:i:12:p:1976-:d:120857 is not listed on IDEAS
    2. repec:eee:energy:v:149:y:2018:i:c:p:485-495 is not listed on IDEAS


    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:energy:v:138:y:2017:i:c:p:977-990. 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: (Dana Niculescu). 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.