IDEAS home Printed from https://ideas.repec.org/a/eee/energy/v196y2020ics0360544220302437.html
   My bibliography  Save this article

Feature engineering and forecasting via derivative-free optimization and ensemble of sequence-to-sequence networks with applications in renewable energy

Author

Listed:
  • Pirhooshyaran, Mohammad
  • Scheinberg, Katya
  • Snyder, Lawrence V.

Abstract

This study introduces a framework for the forecasting and feature engineering of multivariate processes along with their renewable energy applications. Derivative-free optimization is integrated with an ensemble of sequence-to-sequence networks to design a new resampling technique called additive resampling to exploit the repetitive behavior of time series, particularly the characteristics of renewable energy. The performance of the proposed framework is explored on three renewable energy sources—wind, solar and ocean wave—on which several short-to long-term forecasts are conducted to show the superiority of the proposed method compared to numerous machine learning techniques. The findings indicate that the introduced method performs more accurately when the forecasting horizon becomes longer. In addition, the framework for automated feature selection is modified. The model represents a clear interpretation of the selected features. Furthermore, we investigate the effects of different environmental and marine factors on the wind speed and ocean output power, respectively, and report the selected features. Finally, the online forecasting setting is explored and used to illustrate that the model outperforms alternatives through different measurement errors.

Suggested Citation

  • Pirhooshyaran, Mohammad & Scheinberg, Katya & Snyder, Lawrence V., 2020. "Feature engineering and forecasting via derivative-free optimization and ensemble of sequence-to-sequence networks with applications in renewable energy," Energy, Elsevier, vol. 196(C).
    • Handle: RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302437
    DOI: 10.1016/j.energy.2020.117136
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0360544220302437
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.energy.2020.117136?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. Bikhtiyar Ameen & Heiko Balzter & Claire Jarvis & James Wheeler, 2019. "Modelling Hourly Global Horizontal Irradiance from Satellite-Derived Datasets and Climate Variables as New Inputs with Artificial Neural Networks," Energies, MDPI, vol. 12(1), pages 1-28, January.
    3. Sengupta, Manajit & Xie, Yu & Lopez, Anthony & Habte, Aron & Maclaurin, Galen & Shelby, James, 2018. "The National Solar Radiation Data Base (NSRDB)," Renewable and Sustainable Energy Reviews, Elsevier, vol. 89(C), pages 51-60.
    4. Yimei Wang & Yongqian Liu & Li Li & David Infield & Shuang Han, 2018. "Short-Term Wind Power Forecasting Based on Clustering Pre-Calculated CFD Method," Energies, MDPI, vol. 11(4), pages 1-19, April.
    5. Tunde Aderinto & Hua Li, 2018. "Ocean Wave Energy Converters: Status and Challenges," Energies, MDPI, vol. 11(5), pages 1-26, May.
    6. Chitsazan, Mohammad Amin & Sami Fadali, M. & Trzynadlowski, Andrzej M., 2019. "Wind speed and wind direction forecasting using echo state network with nonlinear functions," Renewable Energy, Elsevier, vol. 131(C), pages 879-889.
    7. Luis Rios & Nikolaos Sahinidis, 2013. "Derivative-free optimization: a review of algorithms and comparison of software implementations," Journal of Global Optimization, Springer, vol. 56(3), pages 1247-1293, July.
    8. Davy, Richard & Gnatiuk, Natalia & Pettersson, Lasse & Bobylev, Leonid, 2018. "Climate change impacts on wind energy potential in the European domain with a focus on the Black Sea," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P2), pages 1652-1659.
    9. Salcedo-Sanz, S. & Cornejo-Bueno, L. & Prieto, L. & Paredes, D. & García-Herrera, R., 2018. "Feature selection in machine learning prediction systems for renewable energy applications," Renewable and Sustainable Energy Reviews, Elsevier, vol. 90(C), pages 728-741.
    10. Aasim, & Singh, S.N. & Mohapatra, Abheejeet, 2019. "Repeated wavelet transform based ARIMA model for very short-term wind speed forecasting," Renewable Energy, Elsevier, vol. 136(C), pages 758-768.
    11. Xiaodong Yu & Wen Zhang & Hongzhi Zang & Hao Yang, 2018. "Wind Power Interval Forecasting Based on Confidence Interval Optimization," Energies, MDPI, vol. 11(12), pages 1-15, November.
    12. Li, Chen & Zhu, Zhijie & Yang, Hufang & Li, Ranran, 2019. "An innovative hybrid system for wind speed forecasting based on fuzzy preprocessing scheme and multi-objective optimization," Energy, Elsevier, vol. 174(C), pages 1219-1237.
    13. Notton, Gilles & Nivet, Marie-Laure & Voyant, Cyril & Paoli, Christophe & Darras, Christophe & Motte, Fabrice & Fouilloy, Alexis, 2018. "Intermittent and stochastic character of renewable energy sources: Consequences, cost of intermittence and benefit of forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 87(C), pages 96-105.
    14. Amir Mosavi & Mohsen Salimi & Sina Faizollahzadeh Ardabili & Timon Rabczuk & Shahaboddin Shamshirband & Annamaria R. Varkonyi-Koczy, 2019. "State of the Art of Machine Learning Models in Energy Systems, a Systematic Review," Energies, MDPI, vol. 12(7), pages 1-42, April.
    15. Lehmann, Marcus & Karimpour, Farid & Goudey, Clifford A. & Jacobson, Paul T. & Alam, Mohammad-Reza, 2017. "Ocean wave energy in the United States: Current status and future perspectives," Renewable and Sustainable Energy Reviews, Elsevier, vol. 74(C), pages 1300-1313.
    16. Han, Li & Jing, Huitian & Zhang, Rongchang & Gao, Zhiyu, 2019. "Wind power forecast based on improved Long Short Term Memory network," Energy, Elsevier, vol. 189(C).
    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. Neshat, Mehdi & Nezhad, Meysam Majidi & Sergiienko, Nataliia Y. & Mirjalili, Seyedali & Piras, Giuseppe & Garcia, Davide Astiaso, 2022. "Wave power forecasting using an effective decomposition-based convolutional Bi-directional model with equilibrium Nelder-Mead optimiser," Energy, Elsevier, vol. 256(C).
    2. Nallapaneni Manoj Kumar & Aneesh A. Chand & Maria Malvoni & Kushal A. Prasad & Kabir A. Mamun & F.R. Islam & Shauhrat S. Chopra, 2020. "Distributed Energy Resources and the Application of AI, IoT, and Blockchain in Smart Grids," Energies, MDPI, vol. 13(21), pages 1-42, November.
    3. Massaoudi, Mohamed & Refaat, Shady S. & Chihi, Ines & Trabelsi, Mohamed & Oueslati, Fakhreddine S. & Abu-Rub, Haitham, 2021. "A novel stacked generalization ensemble-based hybrid LGBM-XGB-MLP model for Short-Term Load Forecasting," Energy, Elsevier, vol. 214(C).
    4. Chen, Peng & Han, Dezhi, 2022. "Effective wind speed estimation study of the wind turbine based on deep learning," Energy, Elsevier, vol. 247(C).
    5. Meng, Anbo & Zhu, Zibin & Deng, Weisi & Ou, Zuhong & Lin, Shan & Wang, Chenen & Xu, Xuancong & Wang, Xiaolin & Yin, Hao & Luo, Jianqiang, 2022. "A novel wind power prediction approach using multivariate variational mode decomposition and multi-objective crisscross optimization based deep extreme learning machine," Energy, Elsevier, vol. 260(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, Yun & Zou, Runmin & Liu, Fang & Zhang, Lingjun & Liu, Qianyi, 2021. "A review of wind speed and wind power forecasting with deep neural networks," Applied Energy, Elsevier, vol. 304(C).
    2. Hu, Huanling & Wang, Lin & Lv, Sheng-Xiang, 2020. "Forecasting energy consumption and wind power generation using deep echo state network," Renewable Energy, Elsevier, vol. 154(C), pages 598-613.
    3. 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.
    4. Wang, Ying & Wang, Jianzhou & Li, Zhiwu & Yang, Hufang & Li, Hongmin, 2021. "Design of a combined system based on two-stage data preprocessing and multi-objective optimization for wind speed prediction," Energy, Elsevier, vol. 231(C).
    5. Shang, Zhihao & He, Zhaoshuang & Chen, Yao & Chen, Yanhua & Xu, MingLiang, 2022. "Short-term wind speed forecasting system based on multivariate time series and multi-objective optimization," Energy, Elsevier, vol. 238(PC).
    6. Liu, Xiaolei & Lin, Zi & Feng, Ziming, 2021. "Short-term offshore wind speed forecast by seasonal ARIMA - A comparison against GRU and LSTM," Energy, Elsevier, vol. 227(C).
    7. Tunde Aderinto & Hua Li, 2020. "Effect of Spatial and Temporal Resolution Data on Design and Power Capture of a Heaving Point Absorber," Sustainability, MDPI, vol. 12(22), pages 1-17, November.
    8. Costa, Marcelo Azevedo & Ruiz-Cárdenas, Ramiro & Mineti, Leandro Brioschi & Prates, Marcos Oliveira, 2021. "Dynamic time scan forecasting for multi-step wind speed prediction," Renewable Energy, Elsevier, vol. 177(C), pages 584-595.
    9. Freeman, Mikaela C. & O'Neil, Rebecca & Garavelli, Lysel & Hellin, Dan & Klure, Justin, 2022. "Case study on the novel permitting and authorization of PacWave South, a US grid-connected wave energy test facility: Development, challenges, and insights," Energy Policy, Elsevier, vol. 168(C).
    10. Hao Wang & Chen Peng & Bolin Liao & Xinwei Cao & Shuai Li, 2023. "Wind Power Forecasting Based on WaveNet and Multitask Learning," Sustainability, MDPI, vol. 15(14), pages 1-22, July.
    11. Manzano, J.M. & Salvador, J.R. & Romaine, J.B. & Alvarado-Barrios, L., 2022. "Economic predictive control for isolated microgrids based on real world demand/renewable energy data and forecast errors," Renewable Energy, Elsevier, vol. 194(C), pages 647-658.
    12. Tayeb Brahimi, 2019. "Using Artificial Intelligence to Predict Wind Speed for Energy Application in Saudi Arabia," Energies, MDPI, vol. 12(24), pages 1-16, December.
    13. Siavash Asiaban & Nezmin Kayedpour & Arash E. Samani & Dimitar Bozalakov & Jeroen D. M. De Kooning & Guillaume Crevecoeur & Lieven Vandevelde, 2021. "Wind and Solar Intermittency and the Associated Integration Challenges: A Comprehensive Review Including the Status in the Belgian Power System," Energies, MDPI, vol. 14(9), pages 1-41, May.
    14. Lu, Peng & Ye, Lin & Zhao, Yongning & Dai, Binhua & Pei, Ming & Tang, Yong, 2021. "Review of meta-heuristic algorithms for wind power prediction: Methodologies, applications and challenges," Applied Energy, Elsevier, vol. 301(C).
    15. Heng, Jiani & Hong, Yongmiao & Hu, Jianming & Wang, Shouyang, 2022. "Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information," Applied Energy, Elsevier, vol. 306(PA).
    16. Zhang, Fei & Li, Peng-Cheng & Gao, Lu & Liu, Yong-Qian & Ren, Xiao-Ying, 2021. "Application of autoregressive dynamic adaptive (ARDA) model in real-time wind power forecasting," Renewable Energy, Elsevier, vol. 169(C), pages 129-143.
    17. Li, Dan & Jiang, Fuxin & Chen, Min & Qian, Tao, 2022. "Multi-step-ahead wind speed forecasting based on a hybrid decomposition method and temporal convolutional networks," Energy, Elsevier, vol. 238(PC).
    18. Simian Pang & Zixuan Zheng & Fan Luo & Xianyong Xiao & Lanlan Xu, 2021. "Hybrid Forecasting Methodology for Wind Power-Photovoltaic-Concentrating Solar Power Generation Clustered Renewable Energy Systems," Sustainability, MDPI, vol. 13(12), pages 1-16, June.
    19. Wang, Xuguang & Li, Xiao & Su, Jie, 2023. "Distribution drift-adaptive short-term wind speed forecasting," Energy, Elsevier, vol. 273(C).
    20. Saeed, Adnan & Li, Chaoshun & Gan, Zhenhao & Xie, Yuying & Liu, Fangjie, 2022. "A simple approach for short-term wind speed interval prediction based on independently recurrent neural networks and error probability distribution," Energy, Elsevier, vol. 238(PC).

    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:196:y:2020:i:c:s0360544220302437. 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.