IDEAS home Printed from https://ideas.repec.org/a/gam/jeners/v13y2020i18p4629-d409547.html
   My bibliography  Save this article

Short-Term Direct Probability Prediction Model of Wind Power Based on Improved Natural Gradient Boosting

Author

Listed:
  • Yonggang Li

    (State Key Laboratory of Alternate Electrical Power System with Renewable Energy Sources, North China Electric Power University, Baoding 071003, China)

  • Yue Wang

    (State Key Laboratory of Alternate Electrical Power System with Renewable Energy Sources, North China Electric Power University, Baoding 071003, China)

  • Binyuan Wu

    (State Key Laboratory of Alternate Electrical Power System with Renewable Energy Sources, North China Electric Power University, Baoding 071003, China)

Abstract

Wind energy has been widely used in renewable energy systems. A probabilistic prediction that can provide uncertainty information is the key to solving this problem. In this paper, a short-term direct probabilistic prediction model of wind power is proposed. First, the initial data set is preprocessed by a box plot and gray correlation analysis. Then, a generalized method is proposed to calculate the natural gradient and the improved natural gradient boosting (NGBoost) model is proposed based on this method. Finally, blending fusion is used in order to enhance the learning effect of improved NGBoost. The model is validated with the help of measured data from Dalian Tuoshan wind farm in China. The results show that under the specified confidence, compared with the single NGBoost metamodel and other short-term direct probability prediction models, the model proposed in this paper can reduce the forecast area coverage probability while ensuring a higher average width of prediction intervals, and can be used to build new efficient and intelligent energy power systems.

Suggested Citation

  • Yonggang Li & Yue Wang & Binyuan Wu, 2020. "Short-Term Direct Probability Prediction Model of Wind Power Based on Improved Natural Gradient Boosting," Energies, MDPI, vol. 13(18), pages 1-15, September.
    • Handle: RePEc:gam:jeners:v:13:y:2020:i:18:p:4629-:d:409547
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/1996-1073/13/18/4629/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/1996-1073/13/18/4629/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Poncela, Marta & Poncela, Pilar & Perán, José Ramón, 2013. "Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting," Applied Energy, Elsevier, vol. 108(C), pages 349-362.
    2. Yuchong Huo & Ping Jiang & Yuan Zhu & Shuang Feng & Xi Wu, 2015. "Optimal Real-Time Scheduling of Wind Integrated Power System Presented with Storage and Wind Forecast Uncertainties," Energies, MDPI, vol. 8(2), pages 1-21, February.
    3. Jianzhong Zhou & Na Sun & Benjun Jia & Tian Peng, 2018. "A Novel Decomposition-Optimization Model for Short-Term Wind Speed Forecasting," Energies, MDPI, vol. 11(7), pages 1-27, July.
    4. Costa, Alexandre & Crespo, Antonio & Navarro, Jorge & Lizcano, Gil & Madsen, Henrik & Feitosa, Everaldo, 2008. "A review on the young history of the wind power short-term prediction," Renewable and Sustainable Energy Reviews, Elsevier, vol. 12(6), pages 1725-1744, August.
    5. Qinkai Han & Hao Wu & Tao Hu & Fulei Chu, 2018. "Short-Term Wind Speed Forecasting Based on Signal Decomposing Algorithm and Hybrid Linear/Nonlinear Models," Energies, MDPI, vol. 11(11), pages 1-23, November.
    6. Yan, Jie & Zhang, Hao & Liu, Yongqian & Han, Shuang & Li, Li, 2019. "Uncertainty estimation for wind energy conversion by probabilistic wind turbine power curve modelling," Applied Energy, Elsevier, vol. 239(C), pages 1356-1370.
    7. Neeraj Bokde & Andrés Feijóo & Daniel Villanueva & Kishore Kulat, 2018. "A Novel and Alternative Approach for Direct and Indirect Wind-Power Prediction Methods," Energies, MDPI, vol. 11(11), pages 1-19, October.
    8. Wei Dong & Qiang Yang & Xinli Fang, 2018. "Multi-Step Ahead Wind Power Generation Prediction Based on Hybrid Machine Learning Techniques," Energies, MDPI, vol. 11(8), pages 1-19, July.
    9. Yu, Ruiguo & Liu, Zhiqiang & Li, Xuewei & Lu, Wenhuan & Ma, Degang & Yu, Mei & Wang, Jianrong & Li, Bin, 2019. "Scene learning: Deep convolutional networks for wind power prediction by embedding turbines into grid space," Applied Energy, Elsevier, vol. 238(C), pages 249-257.
    10. Qiaomu Zhu & Jinfu Chen & Lin Zhu & Xianzhong Duan & Yilu Liu, 2018. "Wind Speed Prediction with Spatio–Temporal Correlation: A Deep Learning Approach," Energies, MDPI, vol. 11(4), pages 1-18, March.
    11. Foley, Aoife M. & Leahy, Paul G. & Marvuglia, Antonino & McKeogh, Eamon J., 2012. "Current methods and advances in forecasting of wind power generation," Renewable Energy, Elsevier, vol. 37(1), pages 1-8.
    12. Naik, Jyotirmayee & Bisoi, Ranjeeta & Dash, P.K., 2018. "Prediction interval forecasting of wind speed and wind power using modes decomposition based low rank multi-kernel ridge regression," Renewable Energy, Elsevier, vol. 129(PA), pages 357-383.
    13. Zuluaga, Carlos D. & Álvarez, Mauricio A. & Giraldo, Eduardo, 2015. "Short-term wind speed prediction based on robust Kalman filtering: An experimental comparison," Applied Energy, Elsevier, vol. 156(C), pages 321-330.
    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. Jian Yang & Yu Liu & Shangguang Jiang & Yazhou Luo & Nianzhang Liu & Deping Ke, 2022. "A Method of Probability Distribution Modeling of Multi-Dimensional Conditions for Wind Power Forecast Error Based on MNSGA-II-Kmeans," Energies, MDPI, vol. 15(7), pages 1-21, March.
    2. Suo Li & Ling-ling Huang & Yang Liu & Meng-yao Zhang, 2021. "Modeling of Ultra-Short Term Offshore Wind Power Prediction Based on Condition-Assessment of Wind Turbines," Energies, MDPI, vol. 14(4), pages 1-16, February.

    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. Ning Li & Fuxing He & Wentao Ma, 2019. "Wind Power Prediction Based on Extreme Learning Machine with Kernel Mean p -Power Error Loss," Energies, MDPI, vol. 12(4), pages 1-19, February.
    2. Feijóo, Andrés & Villanueva, Daniel, 2016. "Assessing wind speed simulation methods," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 473-483.
    3. Yan, Jie & Möhrlen, Corinna & Göçmen, Tuhfe & Kelly, Mark & Wessel, Arne & Giebel, Gregor, 2022. "Uncovering wind power forecasting uncertainty sources and their propagation through the whole modelling chain," Renewable and Sustainable Energy Reviews, Elsevier, vol. 165(C).
    4. Nikodinoska, Dragana & Käso, Mathias & Müsgens, Felix, 2022. "Solar and wind power generation forecasts using elastic net in time-varying forecast combinations," Applied Energy, Elsevier, vol. 306(PA).
    5. Yang, Mao & Wang, Da & Xu, Chuanyu & Dai, Bozhi & Ma, Miaomiao & Su, Xin, 2023. "Power transfer characteristics in fluctuation partition algorithm for wind speed and its application to wind power forecasting," Renewable Energy, Elsevier, vol. 211(C), pages 582-594.
    6. Sen Guo & Haoran Zhao & Huiru Zhao, 2017. "A New Hybrid Wind Power Forecaster Using the Beveridge-Nelson Decomposition Method and a Relevance Vector Machine Optimized by the Ant Lion Optimizer," Energies, MDPI, vol. 10(7), pages 1-20, July.
    7. Sabarathinam Srinivasan & Suresh Kumarasamy & Zacharias E. Andreadakis & Pedro G. Lind, 2023. "Artificial Intelligence and Mathematical Models of Power Grids Driven by Renewable Energy Sources: A Survey," Energies, MDPI, vol. 16(14), pages 1-56, July.
    8. Yang Hu & Yilin Qiao & Jingchun Chu & Ling Yuan & Lei Pan, 2019. "Joint Point-Interval Prediction and Optimization of Wind Power Considering the Sequential Uncertainties of Stepwise Procedure," Energies, MDPI, vol. 12(11), pages 1-21, June.
    9. 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.
    10. Jian Yang & Xin Zhao & Haikun Wei & Kanjian Zhang, 2019. "Sample Selection Based on Active Learning for Short-Term Wind Speed Prediction," Energies, MDPI, vol. 12(3), pages 1-12, January.
    11. González-Sopeña, J.M. & Pakrashi, V. & Ghosh, B., 2021. "An overview of performance evaluation metrics for short-term statistical wind power forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 138(C).
    12. Yakoub, Ghali & Mathew, Sathyajith & Leal, Joao, 2023. "Intelligent estimation of wind farm performance with direct and indirect ‘point’ forecasting approaches integrating several NWP models," Energy, Elsevier, vol. 263(PD).
    13. Sameer Al-Dahidi & Piero Baraldi & Enrico Zio & Lorenzo Montelatici, 2021. "Bootstrapped Ensemble of Artificial Neural Networks Technique for Quantifying Uncertainty in Prediction of Wind Energy Production," Sustainability, MDPI, vol. 13(11), pages 1-19, June.
    14. Iversen, Emil B. & Morales, Juan M. & Møller, Jan K. & Madsen, Henrik, 2016. "Short-term probabilistic forecasting of wind speed using stochastic differential equations," International Journal of Forecasting, Elsevier, vol. 32(3), pages 981-990.
    15. Munteanu, Iulian & Besançon, Gildas, 2016. "Identification-based prediction of wind park power generation," Renewable Energy, Elsevier, vol. 97(C), pages 422-433.
    16. Marta Poncela-Blanco & Pilar Poncela, 2021. "Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques," Energies, MDPI, vol. 14(5), pages 1-16, March.
    17. Feng, Cong & Sun, Mucun & Cui, Mingjian & Chartan, Erol Kevin & Hodge, Bri-Mathias & Zhang, Jie, 2019. "Characterizing forecastability of wind sites in the United States," Renewable Energy, Elsevier, vol. 133(C), pages 1352-1365.
    18. González-Aparicio, I. & Zucker, A., 2015. "Impact of wind power uncertainty forecasting on the market integration of wind energy in Spain," Applied Energy, Elsevier, vol. 159(C), pages 334-349.
    19. Yu, Jie & Chen, Kuilin & Mori, Junichi & Rashid, Mudassir M., 2013. "A Gaussian mixture copula model based localized Gaussian process regression approach for long-term wind speed prediction," Energy, Elsevier, vol. 61(C), pages 673-686.
    20. Hao Zhen & Dongxiao Niu & Min Yu & Keke Wang & Yi Liang & Xiaomin Xu, 2020. "A Hybrid Deep Learning Model and Comparison for Wind Power Forecasting Considering Temporal-Spatial Feature Extraction," Sustainability, MDPI, vol. 12(22), pages 1-24, November.

    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:gam:jeners:v:13:y:2020:i:18:p:4629-:d:409547. 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: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    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.