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Hourly Day-Ahead Wind Power Prediction Using the Hybrid Model of Variational Model Decomposition and Long Short-Term Memory

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  • Xiaoyu Shi

    (State Key Laboratory of Eco-hydraulics in Northwest Arid Region, Xi’an University of Technology, Xi’an 710048, China)

  • Xuewen Lei

    (State Key Laboratory of Eco-hydraulics in Northwest Arid Region, Xi’an University of Technology, Xi’an 710048, China)

  • Qiang Huang

    (State Key Laboratory of Eco-hydraulics in Northwest Arid Region, Xi’an University of Technology, Xi’an 710048, China)

  • Shengzhi Huang

    (State Key Laboratory of Eco-hydraulics in Northwest Arid Region, Xi’an University of Technology, Xi’an 710048, China)

  • Kun Ren

    (Institute of Electric Power, North China University of Water Recourses and Electric Power, Zhengzhou 450000, China)

  • Yuanyuan Hu

    (School of Foreign Languages, Yan’an University, Yan’an 716000, China)

Abstract

A more accurate hourly prediction of day-ahead wind power can effectively reduce the uncertainty of wind power integration and improve the competitiveness of wind power in power auction markets. However, due to the inherent stochastic and intermittent nature of wind energy, it is very difficult to sharply improve the multi-step wind power forecasting (WPF) accuracy. According to theory of direct and recursive multi-step prediction, this study firstly proposes the models of R (recursive)-VMD (variational model decomposition)-LSTM (long short-term memory) and D (direct)-VMD-LSTM for the hourly forecast of day-ahead wind power by using a combination of a novel and in-depth neural network forecasting model called LSTM and the variational model decomposition (VMD) technique. The data from these model tests were obtained from two real-world wind power series from a wind farm located in Henan, China. The experimental results show that LSTM can achieve more precise predictions than traditional neural networks, and that VMD has a good self-adaptive ability to remove the stochastic volatility and retain more adequate data information than empirical mode decomposition (EMD). Secondly, the R-VMD-LSTM and D-VMD-LSTM are comparatively studied to analyze the accuracy of each step. The results verify the effectiveness of the combination of the two models: The R-VMD-LSTM model provides a more accurate prediction at the beginning of a day, while the D-VMD-LSTM model provides a more accurate prediction at the end of a day.

Suggested Citation

  • Xiaoyu Shi & Xuewen Lei & Qiang Huang & Shengzhi Huang & Kun Ren & Yuanyuan Hu, 2018. "Hourly Day-Ahead Wind Power Prediction Using the Hybrid Model of Variational Model Decomposition and Long Short-Term Memory," Energies, MDPI, vol. 11(11), pages 1-20, November.
  • Handle: RePEc:gam:jeners:v:11:y:2018:i:11:p:3227-:d:184407
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    References listed on IDEAS

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