IDEAS home Printed from https://ideas.repec.org/a/eee/energy/v211y2020ics036054422032123x.html
   My bibliography  Save this article

A new hybrid model for point and probabilistic forecasting of wind power

Author

Listed:
  • Tahmasebifar, Reza
  • Moghaddam, Mohsen Parsa
  • Sheikh-El-Eslami, Mohammad Kazem
  • Kheirollahi, Reza

Abstract

The accurate and reliable forecasting of wind power is of great importance for electrical systems’ control and operation. However, the intermittent nature of wind power generation implies a complicated forecasting framework. In this paper, a new hybrid model including three steps is proposed for point and probabilistic forecasting of wind power. Within the first step, by using data preprocessing methods, proposed weighted Extreme Learning Machine (ELM) by Mutual Information, and bootstrap approach, point forecasting and variance of the model uncertainties are estimated. In the second step, by employing ELM, bootstrap approach, and an ensemble structure, the noise variance is calculated. During the final step, to improve the results of the probabilistic forecasting, methods consisting of ELM, bootstrap, improved particle swarm optimization based on information feedback models and a new proposed prediction interval based objective function are used. Effectiveness of the proposed hybrid model is verified by employing real data of Australian wind farms for 1-h ahead and day ahead forecasting.

Suggested Citation

  • 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).
  • Handle: RePEc:eee:energy:v:211:y:2020:i:c:s036054422032123x
    DOI: 10.1016/j.energy.2020.119016
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S036054422032123X
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.energy.2020.119016?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. Zhang, Jinliang & Tan, Zhongfu & Wei, Yiming, 2020. "An adaptive hybrid model for short term electricity price forecasting," Applied Energy, Elsevier, vol. 258(C).
    2. Kavasseri, Rajesh G. & Seetharaman, Krithika, 2009. "Day-ahead wind speed forecasting using f-ARIMA models," Renewable Energy, Elsevier, vol. 34(5), pages 1388-1393.
    3. 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.
    4. Sun, Shaolong & Qiao, Han & Wei, Yunjie & Wang, Shouyang, 2017. "A new dynamic integrated approach for wind speed forecasting," Applied Energy, Elsevier, vol. 197(C), pages 151-162.
    5. Li, Chaoshun & Xiao, Zhengguang & Xia, Xin & Zou, Wen & Zhang, Chu, 2018. "A hybrid model based on synchronous optimisation for multi-step short-term wind speed forecasting," Applied Energy, Elsevier, vol. 215(C), pages 131-144.
    6. 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.
    7. Wang, Yun & Wang, Jianzhou & Wei, Xiang, 2015. "A hybrid wind speed forecasting model based on phase space reconstruction theory and Markov model: A case study of wind farms in northwest China," Energy, Elsevier, vol. 91(C), pages 556-572.
    8. Chang, G.W. & Lu, H.J. & Chang, Y.R. & Lee, Y.D., 2017. "An improved neural network-based approach for short-term wind speed and power forecast," Renewable Energy, Elsevier, vol. 105(C), pages 301-311.
    9. 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.
    10. Wang, H.Z. & Wang, G.B. & Li, G.Q. & Peng, J.C. & Liu, Y.T., 2016. "Deep belief network based deterministic and probabilistic wind speed forecasting approach," Applied Energy, Elsevier, vol. 182(C), pages 80-93.
    11. 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.
    12. Wang, Huai-zhi & Li, Gang-qiang & Wang, Gui-bin & Peng, Jian-chun & Jiang, Hui & Liu, Yi-tao, 2017. "Deep learning based ensemble approach for probabilistic wind power forecasting," Applied Energy, Elsevier, vol. 188(C), pages 56-70.
    13. 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.
    14. Wang, Jianzhou & Niu, Tong & Lu, Haiyan & Guo, Zhenhai & Yang, Wendong & Du, Pei, 2018. "An analysis-forecast system for uncertainty modeling of wind speed: A case study of large-scale wind farms," Applied Energy, Elsevier, vol. 211(C), pages 492-512.
    15. 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.
    16. Hu, Jianming & Wang, Jianzhou & Xiao, Liqun, 2017. "A hybrid approach based on the Gaussian process with t-observation model for short-term wind speed forecasts," Renewable Energy, Elsevier, vol. 114(PB), pages 670-685.
    17. Zhang, Jinliang & Wei, Yiming & Tan, Zhongfu, 2020. "An adaptive hybrid model for short term wind speed forecasting," Energy, Elsevier, vol. 190(C).
    18. 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.
    19. Sharifian, Amir & Ghadi, M. Jabbari & Ghavidel, Sahand & Li, Li & Zhang, Jiangfeng, 2018. "A new method based on Type-2 fuzzy neural network for accurate wind power forecasting under uncertain data," Renewable Energy, Elsevier, vol. 120(C), pages 220-230.
    20. 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.
    21. 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.
    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. Shuling Zhao & Sishuo Zhao, 2023. "Wind Power Interval Prediction via an Integrated Variational Empirical Decomposition Deep Learning Model," Sustainability, MDPI, vol. 15(7), pages 1-14, April.
    2. Adam Krechowicz & Maria Krechowicz & Katarzyna Poczeta, 2022. "Machine Learning Approaches to Predict Electricity Production from Renewable Energy Sources," Energies, MDPI, vol. 15(23), pages 1-41, December.
    3. Wang, Yun & Chen, Tuo & Zou, Runmin & Song, Dongran & Zhang, Fan & Zhang, Lingjun, 2022. "Ensemble probabilistic wind power forecasting with multi-scale features," Renewable Energy, Elsevier, vol. 201(P1), pages 734-751.
    4. Ali, Aliyuda, 2021. "Data-driven based machine learning models for predicting the deliverability of underground natural gas storage in salt caverns," Energy, Elsevier, vol. 229(C).
    5. Tsao, Hao-Han & Leu, Yih-Guang & Chou, Li-Fen, 2021. "A center-of-concentrated-based prediction interval for wind power forecasting," Energy, Elsevier, vol. 237(C).
    6. Abdoos, Ali Akbar & Abdoos, Hatef & Kazemitabar, Javad & Mobashsher, Mohammad Mehdi & Khaloo, Hooman, 2023. "An intelligent hybrid method based on Monte Carlo simulation for short-term probabilistic wind power prediction," Energy, Elsevier, vol. 278(PA).
    7. Fan, Huijing & Zhen, Zhao & Liu, Nian & Sun, Yiqian & Chang, Xiqiang & Li, Yu & Wang, Fei & Mi, Zengqiang, 2023. "Fluctuation pattern recognition based ultra-short-term wind power probabilistic forecasting method," Energy, Elsevier, vol. 266(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. 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.
    3. Zhang, Shuai & Chen, Yong & Xiao, Jiuhong & Zhang, Wenyu & Feng, Ruijun, 2021. "Hybrid wind speed forecasting model based on multivariate data secondary decomposition approach and deep learning algorithm with attention mechanism," Renewable Energy, Elsevier, vol. 174(C), pages 688-704.
    4. 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).
    5. Duan, Jikai & Zuo, Hongchao & Bai, Yulong & Duan, Jizheng & Chang, Mingheng & Chen, Bolong, 2021. "Short-term wind speed forecasting using recurrent neural networks with error correction," Energy, Elsevier, vol. 217(C).
    6. Liu, Hui & Chen, Chao, 2019. "Data processing strategies in wind energy forecasting models and applications: A comprehensive review," Applied Energy, Elsevier, vol. 249(C), pages 392-408.
    7. Hong, Ying-Yi & Satriani, Thursy Rienda Aulia, 2020. "Day-ahead spatiotemporal wind speed forecasting using robust design-based deep learning neural network," Energy, Elsevier, vol. 209(C).
    8. Wang, Kejun & Qi, Xiaoxia & Liu, Hongda & Song, Jiakang, 2018. "Deep belief network based k-means cluster approach for short-term wind power forecasting," Energy, Elsevier, vol. 165(PA), pages 840-852.
    9. Yuansheng Huang & Shijian Liu & Lei Yang, 2018. "Wind Speed Forecasting Method Using EEMD and the Combination Forecasting Method Based on GPR and LSTM," Sustainability, MDPI, vol. 10(10), pages 1-15, October.
    10. 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.
    11. Wang, Huaizhi & Xue, Wenli & Liu, Yitao & Peng, Jianchun & Jiang, Hui, 2020. "Probabilistic wind power forecasting based on spiking neural network," Energy, Elsevier, vol. 196(C).
    12. Wang, Yun & Xu, Houhua & Zou, Runmin & Zhang, Lingjun & Zhang, Fan, 2022. "A deep asymmetric Laplace neural network for deterministic and probabilistic wind power forecasting," Renewable Energy, Elsevier, vol. 196(C), pages 497-517.
    13. Wang, Jianzhou & Niu, Tong & Lu, Haiyan & Guo, Zhenhai & Yang, Wendong & Du, Pei, 2018. "An analysis-forecast system for uncertainty modeling of wind speed: A case study of large-scale wind farms," Applied Energy, Elsevier, vol. 211(C), pages 492-512.
    14. 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.
    15. Liu, Hui & Yang, Rui & Wang, Tiantian & Zhang, Lei, 2021. "A hybrid neural network model for short-term wind speed forecasting based on decomposition, multi-learner ensemble, and adaptive multiple error corrections," Renewable Energy, Elsevier, vol. 165(P1), pages 573-594.
    16. Zhang, Jinliang & Wei, Yiming & Tan, Zhongfu, 2020. "An adaptive hybrid model for short term wind speed forecasting," Energy, Elsevier, vol. 190(C).
    17. Jiang, Ping & Wang, Biao & Li, Hongmin & Lu, Haiyan, 2019. "Modeling for chaotic time series based on linear and nonlinear framework: Application to wind speed forecasting," Energy, Elsevier, vol. 173(C), pages 468-482.
    18. 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.
    19. 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).
    20. 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, vol. 10(5), pages 1-33, May.

    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:211:y:2020:i:c:s036054422032123x. 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.