IDEAS home Printed from https://ideas.repec.org/a/eee/energy/v151y2018icp347-357.html
   My bibliography  Save this article

Innovative hybrid models for forecasting time series applied in wind generation based on the combination of time series models with artificial neural networks

Author

Listed:
  • Camelo, Henrique do Nascimento
  • Lucio, Paulo Sérgio
  • Leal Junior, João Bosco Verçosa
  • Carvalho, Paulo Cesar Marques de
  • Santos, Daniel von Glehn dos

Abstract

This work shows two innovative hybrid methodologies capable of performing short and long term wind speed predictions from the mathematical junction of two classical time series models the Autoregressive Integrated Moving Average with Explanatory Variable (ARIMAX) and the Holt-Winters (HW), both combined with Artificial Neural Networks (ANN). The first hybrid model (ARIMAX and ANN) is made from the physical relations between pressure, temperature and precipitation with the wind speed, that is, this model is considered as multivariate. The second hybrid model (HW and ANN) is considered as univariate, i.e. allowing only wind speed inputs. By means of statistical analysis of error it is verified that the proposed hybrid models offer perfect adjustments to the observed data at the regions of study, and thus, better comparisons with traditional ones from the literature. It is possible to find in this analysis percentage error of 5.0% and efficiency coefficient (Nash-Sutcliffe) of approximately 0.96. The confirmation of accuracy by the hybrid models reveals that they provide time series that are able to follow the observed time series profiles with similarities of maximum and minimum values between both series. Therefore, it became an important indicative in the representation of characteristics of seasonality by the models.

Suggested Citation

  • Camelo, Henrique do Nascimento & Lucio, Paulo Sérgio & Leal Junior, João Bosco Verçosa & Carvalho, Paulo Cesar Marques de & Santos, Daniel von Glehn dos, 2018. "Innovative hybrid models for forecasting time series applied in wind generation based on the combination of time series models with artificial neural networks," Energy, Elsevier, vol. 151(C), pages 347-357.
    • Handle: RePEc:eee:energy:v:151:y:2018:i:c:p:347-357
    DOI: 10.1016/j.energy.2018.03.077
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0360544218304869
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.energy.2018.03.077?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. Kavasseri, Rajesh G. & Seetharaman, Krithika, 2009. "Day-ahead wind speed forecasting using f-ARIMA models," Renewable Energy, Elsevier, vol. 34(5), pages 1388-1393.
    2. Fadare, D.A., 2010. "The application of artificial neural networks to mapping of wind speed profile for energy application in Nigeria," Applied Energy, Elsevier, vol. 87(3), pages 934-942, March.
    3. Dong, Kangyin & Sun, Renjin & Hochman, Gal, 2017. "Do natural gas and renewable energy consumption lead to less CO2 emission? Empirical evidence from a panel of BRICS countries," Energy, Elsevier, vol. 141(C), pages 1466-1478.
    4. Li, Yanting & Su, Yan & Shu, Lianjie, 2014. "An ARMAX model for forecasting the power output of a grid connected photovoltaic system," Renewable Energy, Elsevier, vol. 66(C), pages 78-89.
    5. Hu, Jianming & Wang, Jianzhou & Zeng, Guowei, 2013. "A hybrid forecasting approach applied to wind speed time series," Renewable Energy, Elsevier, vol. 60(C), pages 185-194.
    6. 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.
    7. Martins, Fernando Ramos & Pereira, Enio Bueno, 2011. "Enhancing information for solar and wind energy technology deployment in Brazil," Energy Policy, Elsevier, vol. 39(7), pages 4378-4390, July.
    8. 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.
    9. Hyndman, Rob J. & Khandakar, Yeasmin, 2008. "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i03).
    10. 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.
    11. Squalli, Jay, 2017. "Renewable energy, coal as a baseload power source, and greenhouse gas emissions: Evidence from U.S. state-level data," Energy, Elsevier, vol. 127(C), pages 479-488.
    12. 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)

    Citations

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


    Cited by:

    1. Rui Wang & Jingrui Li & Jianzhou Wang & Chengze Gao, 2018. "Research and Application of a Hybrid Wind Energy Forecasting System Based on Data Processing and an Optimized Extreme Learning Machine," Energies, MDPI, vol. 11(7), pages 1-29, July.
    2. Lima, Marcello Anderson F.B. & Carvalho, Paulo C.M. & Fernández-Ramírez, Luis M. & Braga, Arthur P.S., 2020. "Improving solar forecasting using Deep Learning and Portfolio Theory integration," Energy, Elsevier, vol. 195(C).
    3. Hammerschmitt, Bruno Knevitz & Guarda, Fernando Guilherme Kaehler & Lucchese, Felipe Cirolini & Abaide, Alzenira da Rosa, 2022. "Complementary thermal energy generation associated with renewable energies using Artificial Intelligence," Energy, Elsevier, vol. 254(PB).
    4. Niu, Zhewen & Yu, Zeyuan & Tang, Wenhu & Wu, Qinghua & Reformat, Marek, 2020. "Wind power forecasting using attention-based gated recurrent unit network," Energy, Elsevier, vol. 196(C).
    5. Diogo M. F. Izidio & Paulo S. G. de Mattos Neto & Luciano Barbosa & João F. L. de Oliveira & Manoel Henrique da Nóbrega Marinho & Guilherme Ferretti Rissi, 2021. "Evolutionary Hybrid System for Energy Consumption Forecasting for Smart Meters," Energies, MDPI, vol. 14(7), pages 1-19, March.
    6. Nathan Oaks Farrar & Mohd Hasan Ali & Dipankar Dasgupta, 2023. "Artificial Intelligence and Machine Learning in Grid Connected Wind Turbine Control Systems: A Comprehensive Review," Energies, MDPI, vol. 16(3), pages 1-25, February.
    7. Tahmasebifar, Reza & Moghaddam, Mohsen Parsa & Sheikh-El-Eslami, Mohammad Kazem & Kheirollahi, Reza, 2020. "A new hybrid model for point and probabilistic forecasting of wind power," Energy, Elsevier, vol. 211(C).
    8. Vladimir Simankov & Pavel Buchatskiy & Semen Teploukhov & Stefan Onishchenko & Anatoliy Kazak & Petr Chetyrbok, 2023. "Review of Estimating and Predicting Models of the Wind Energy Amount," Energies, MDPI, vol. 16(16), pages 1-24, August.
    9. Abou Houran, Mohamad & Salman Bukhari, Syed M. & Zafar, Muhammad Hamza & Mansoor, Majad & Chen, Wenjie, 2023. "COA-CNN-LSTM: Coati optimization algorithm-based hybrid deep learning model for PV/wind power forecasting in smart grid applications," Applied Energy, Elsevier, vol. 349(C).
    10. Lagomarsino-Oneto, Daniele & Meanti, Giacomo & Pagliana, Nicolò & Verri, Alessandro & Mazzino, Andrea & Rosasco, Lorenzo & Seminara, Agnese, 2023. "Physics informed machine learning for wind speed prediction," Energy, Elsevier, vol. 268(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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. Rana Muhammad Adnan & Zhongmin Liang & Xiaohui Yuan & Ozgur Kisi & Muhammad Akhlaq & Binquan Li, 2019. "Comparison of LSSVR, M5RT, NF-GP, and NF-SC Models for Predictions of Hourly Wind Speed and Wind Power Based on Cross-Validation," Energies, MDPI, vol. 12(2), pages 1-22, January.
    8. 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.
    9. Koo, Junmo & Han, Gwon Deok & Choi, Hyung Jong & Shim, Joon Hyung, 2015. "Wind-speed prediction and analysis based on geological and distance variables using an artificial neural network: A case study in South Korea," Energy, Elsevier, vol. 93(P2), pages 1296-1302.
    10. Erasmo Cadenas & Wilfrido Rivera & Rafael Campos-Amezcua & Christopher Heard, 2016. "Wind Speed Prediction Using a Univariate ARIMA Model and a Multivariate NARX Model," Energies, MDPI, vol. 9(2), pages 1-15, February.
    11. Akçay, Hüseyin & Filik, Tansu, 2017. "Short-term wind speed forecasting by spectral analysis from long-term observations with missing values," Applied Energy, Elsevier, vol. 191(C), pages 653-662.
    12. M. K. Islam & N. M. S. Hassan & M. G. Rasul & Kianoush Emami & Ashfaque Ahmed Chowdhury, 2023. "Forecasting of Solar and Wind Resources for Power Generation," Energies, MDPI, vol. 16(17), pages 1-23, August.
    13. 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.
    14. 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.
    15. 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.
    16. Shukur, Osamah Basheer & Lee, Muhammad Hisyam, 2015. "Daily wind speed forecasting through hybrid KF-ANN model based on ARIMA," Renewable Energy, Elsevier, vol. 76(C), pages 637-647.
    17. Neeraj Bokde & Andrés Feijóo & Nadhir Al-Ansari & Siyu Tao & Zaher Mundher Yaseen, 2020. "The Hybridization of Ensemble Empirical Mode Decomposition with Forecasting Models: Application of Short-Term Wind Speed and Power Modeling," Energies, MDPI, vol. 13(7), pages 1-23, April.
    18. 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.
    19. Xuejiao Ma & Dandan Liu, 2016. "Comparative Study of Hybrid Models Based on a Series of Optimization Algorithms and Their Application in Energy System Forecasting," Energies, MDPI, vol. 9(8), pages 1-34, August.
    20. 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.

    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:energy:v:151:y:2018:i:c:p:347-357. 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.journals.elsevier.com/energy .

    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.