IDEAS home Printed from https://ideas.repec.org/a/gam/jeners/v15y2022i19p6942-d922137.html
   My bibliography  Save this article

A Novel Hybrid Machine Learning Model for Wind Speed Probabilistic Forecasting

Author

Listed:
  • Guanjun Liu

    (State Key Laboratory of Simulation and Regulation of Water Cycle in River Basin, China Institute of Water Resources and Hydropower Research, Beijing 100038, China
    School of Civil and Hydraulic Engineering, Huazhong University of Science and Technology, Wuhan 430074, China
    Hubei Provincial Key Laboratory of Digital Watershed Science and Technology, Huazhong University of Science and Technology, Wuhan 430074, China)

  • Chao Wang

    (State Key Laboratory of Simulation and Regulation of Water Cycle in River Basin, China Institute of Water Resources and Hydropower Research, Beijing 100038, China)

  • Hui Qin

    (State Key Laboratory of Simulation and Regulation of Water Cycle in River Basin, China Institute of Water Resources and Hydropower Research, Beijing 100038, China
    School of Civil and Hydraulic Engineering, Huazhong University of Science and Technology, Wuhan 430074, China
    Hubei Provincial Key Laboratory of Digital Watershed Science and Technology, Huazhong University of Science and Technology, Wuhan 430074, China)

  • Jialong Fu

    (School of Civil and Hydraulic Engineering, Huazhong University of Science and Technology, Wuhan 430074, China
    Hubei Provincial Key Laboratory of Digital Watershed Science and Technology, Huazhong University of Science and Technology, Wuhan 430074, China)

  • Qin Shen

    (School of Civil and Hydraulic Engineering, Huazhong University of Science and Technology, Wuhan 430074, China
    Hubei Provincial Key Laboratory of Digital Watershed Science and Technology, Huazhong University of Science and Technology, Wuhan 430074, China)

Abstract

Accurately capturing wind speed fluctuations and quantifying the uncertainties has important implications for energy planning and management. This paper proposes a novel hybrid machine learning model to solve the problem of probabilistic prediction of wind speed. The model couples the light gradient boosting machine (LGB) model with the Gaussian process regression (GPR) model, where the LGB model can provide high-precision deterministic wind speed prediction results, and the GPR model can provide reliable probabilistic prediction results. The proposed model was applied to predict wind speeds for a real wind farm in the United States. The eight contrasting models are compared in terms of deterministic prediction and probabilistic prediction, respectively. The experimental results show that the LGB-GPR model improves the point forecast accuracy ( RMSE ) by up to 20.0% and improves the probabilistic forecast reliability ( CRPS ) by up to 21.5% compared to a single GPR model. This research is of great significance for improving the reliability of wind speed, probabilistic predictions, and the sustainable development of new energy.

Suggested Citation

  • Guanjun Liu & Chao Wang & Hui Qin & Jialong Fu & Qin Shen, 2022. "A Novel Hybrid Machine Learning Model for Wind Speed Probabilistic Forecasting," Energies, MDPI, vol. 15(19), pages 1-16, September.
    • Handle: RePEc:gam:jeners:v:15:y:2022:i:19:p:6942-:d:922137
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/1996-1073/15/19/6942/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/1996-1073/15/19/6942/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Barry L. Nelson & Linda Pei, 2021. "Simulation for Research," International Series in Operations Research & Management Science, in: Foundations and Methods of Stochastic Simulation, edition 2, chapter 0, pages 287-298, Springer.
    2. Zhi-Yong Yang & Xiang Zhan & Xin-Long Zhou & Heng-Lin Xiao & Yao-Yao Pei, 2021. "The Icing Distribution Characteristics Research of Tower Cross Beam of Long-Span Bridge by Numerical Simulation," Energies, MDPI, vol. 14(17), pages 1-17, September.
    3. Daniel Vassallo & Raghavendra Krishnamurthy & Thomas Sherman & Harindra J. S. Fernando, 2020. "Analysis of Random Forest Modeling Strategies for Multi-Step Wind Speed Forecasting," Energies, MDPI, vol. 13(20), pages 1-19, October.
    4. Hui Wang & Jingxuan Sun & Jianbo Sun & Jilong Wang, 2017. "Using Random Forests to Select Optimal Input Variables for Short-Term Wind Speed Forecasting Models," Energies, MDPI, vol. 10(10), pages 1-13, October.
    5. Liu, Guanjun & Qin, Hui & Shen, Qin & Lyv, Hao & Qu, Yuhua & Fu, Jialong & Liu, Yongqi & Zhou, Jianzhong, 2021. "Probabilistic spatiotemporal solar irradiation forecasting using deep ensembles convolutional shared weight long short-term memory network," Applied Energy, Elsevier, vol. 300(C).
    6. 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.
    7. Arenas-López, J. Pablo & Badaoui, Mohamed, 2020. "Stochastic modelling of wind speeds based on turbulence intensity," Renewable Energy, Elsevier, vol. 155(C), pages 10-22.
    8. 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).
    9. Tang, Jie & Brouste, Alexandre & Tsui, Kwok Leung, 2015. "Some improvements of wind speed Markov chain modeling," Renewable Energy, Elsevier, vol. 81(C), pages 52-56.
    10. Zhao, Jing & Guo, Zhenhai & Guo, Yanling & Lin, Wantao & Zhu, Wenjin, 2021. "A self-organizing forecast of day-ahead wind speed: Selective ensemble strategy based on numerical weather predictions," Energy, Elsevier, vol. 218(C).
    11. Liu, Yongqi & Qin, Hui & Zhang, Zhendong & Pei, Shaoqian & Jiang, Zhiqiang & Feng, Zhongkai & Zhou, Jianzhong, 2020. "Probabilistic spatiotemporal wind speed forecasting based on a variational Bayesian deep learning model," Applied Energy, Elsevier, vol. 260(C).
    12. Zhang, Zhendong & Ye, Lei & Qin, Hui & Liu, Yongqi & Wang, Chao & Yu, Xiang & Yin, Xingli & Li, Jie, 2019. "Wind speed prediction method using Shared Weight Long Short-Term Memory Network and Gaussian Process Regression," Applied Energy, Elsevier, vol. 247(C), pages 270-284.
    13. Hong, Ying-Yi & Rioflorido, Christian Lian Paulo P., 2019. "A hybrid deep learning-based neural network for 24-h ahead wind power forecasting," Applied Energy, Elsevier, vol. 250(C), pages 530-539.
    14. Jujie Wang & Yanfeng Wang & Yaning Li, 2018. "A Novel Hybrid Strategy Using Three-Phase Feature Extraction and a Weighted Regularized Extreme Learning Machine for Multi-Step Ahead Wind Speed Prediction," Energies, MDPI, vol. 11(2), pages 1-33, February.
    15. 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.
    16. 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.
    17. 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.
    18. Loukatou, Angeliki & Howell, Sydney & Johnson, Paul & Duck, Peter, 2018. "Stochastic wind speed modelling for estimation of expected wind power output," Applied Energy, Elsevier, vol. 228(C), pages 1328-1340.
    19. 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.
    20. Shahid, Farah & Zameer, Aneela & Mehmood, Ammara & Raja, Muhammad Asif Zahoor, 2020. "A novel wavenets long short term memory paradigm for wind power prediction," Applied Energy, Elsevier, vol. 269(C).
    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.
    22. Santamaría-Bonfil, G. & Reyes-Ballesteros, A. & Gershenson, C., 2016. "Wind speed forecasting for wind farms: A method based on support vector regression," Renewable Energy, Elsevier, vol. 85(C), pages 790-809.
    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. Jiawei Zhang & Rongquan Zhang & Yanfeng Zhao & Jing Qiu & Siqi Bu & Yuxiang Zhu & Gangqiang Li, 2023. "Deterministic and Probabilistic Prediction of Wind Power Based on a Hybrid Intelligent Model," Energies, MDPI, vol. 16(10), pages 1-15, May.
    2. Chao-Ming Huang & Shin-Ju Chen & Sung-Pei Yang & Hsin-Jen Chen, 2023. "One-Day-Ahead Hourly Wind Power Forecasting Using Optimized Ensemble Prediction Methods," Energies, MDPI, vol. 16(6), pages 1-22, March.
    3. Shengxiang Lv & Lin Wang & Sirui Wang, 2023. "A Hybrid Neural Network Model for Short-Term Wind Speed Forecasting," Energies, MDPI, vol. 16(4), pages 1-18, February.
    4. Pan, Yue & Qin, Jianjun, 2022. "A novel probabilistic modeling framework for wind speed with highlight of extremes under data discrepancy and uncertainty," Applied Energy, Elsevier, vol. 326(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. Liu, Guanjun & Wang, Yun & Qin, Hui & Shen, Keyan & Liu, Shuai & Shen, Qin & Qu, Yuhua & Zhou, Jianzhong, 2023. "Probabilistic spatiotemporal forecasting of wind speed based on multi-network deep ensembles method," Renewable Energy, Elsevier, vol. 209(C), pages 231-247.
    2. 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).
    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. Chinmoy, Lakshmi & Iniyan, S. & Goic, Ranko, 2019. "Modeling wind power investments, policies and social benefits for deregulated electricity market – A review," Applied Energy, Elsevier, vol. 242(C), pages 364-377.
    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. Chen, Xue-Jun & Zhao, Jing & Jia, Xiao-Zhong & Li, Zhong-Long, 2021. "Multi-step wind speed forecast based on sample clustering and an optimized hybrid system," Renewable Energy, Elsevier, vol. 165(P1), pages 595-611.
    7. Zhao, Jing & Guo, Yanling & Xiao, Xia & Wang, Jianzhou & Chi, Dezhong & Guo, Zhenhai, 2017. "Multi-step wind speed and power forecasts based on a WRF simulation and an optimized association method," Applied Energy, Elsevier, vol. 197(C), pages 183-202.
    8. Li, Wenzhe & Jia, Xiaodong & Li, Xiang & Wang, Yinglu & Lee, Jay, 2021. "A Markov model for short term wind speed prediction by integrating the wind acceleration information," Renewable Energy, Elsevier, vol. 164(C), pages 242-253.
    9. 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.
    10. Ma, Zhengjing & Mei, Gang, 2022. "A hybrid attention-based deep learning approach for wind power prediction," Applied Energy, Elsevier, vol. 323(C).
    11. Paweł Piotrowski & Inajara Rutyna & Dariusz Baczyński & Marcin Kopyt, 2022. "Evaluation Metrics for Wind Power Forecasts: A Comprehensive Review and Statistical Analysis of Errors," Energies, MDPI, vol. 15(24), pages 1-38, December.
    12. Cai, Haoshu & Jia, Xiaodong & Feng, Jianshe & Yang, Qibo & Li, Wenzhe & Li, Fei & Lee, Jay, 2021. "A unified Bayesian filtering framework for multi-horizon wind speed prediction with improved accuracy," Renewable Energy, Elsevier, vol. 178(C), pages 709-719.
    13. Fang, Ping & Fu, Wenlong & Wang, Kai & Xiong, Dongzhen & Zhang, Kai, 2022. "A compositive architecture coupling outlier correction, EWT, nonlinear Volterra multi-model fusion with multi-objective optimization for short-term wind speed forecasting," Applied Energy, Elsevier, vol. 307(C).
    14. Manisha Sawant & Rupali Patil & Tanmay Shikhare & Shreyas Nagle & Sakshi Chavan & Shivang Negi & Neeraj Dhanraj Bokde, 2022. "A Selective Review on Recent Advancements in Long, Short and Ultra-Short-Term Wind Power Prediction," Energies, MDPI, vol. 15(21), pages 1-24, October.
    15. Xiang Ying & Keke Zhao & Zhiqiang Liu & Jie Gao & Dongxiao He & Xuewei Li & Wei Xiong, 2022. "Wind Speed Prediction via Collaborative Filtering on Virtual Edge Expanding Graphs," Mathematics, MDPI, vol. 10(11), pages 1-16, June.
    16. 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.
    17. 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.
    18. Cai, Haoshu & Jia, Xiaodong & Feng, Jianshe & Li, Wenzhe & Hsu, Yuan-Ming & Lee, Jay, 2020. "Gaussian Process Regression for numerical wind speed prediction enhancement," Renewable Energy, Elsevier, vol. 146(C), pages 2112-2123.
    19. Lin, Boqiang & Zhang, Chongchong, 2021. "A novel hybrid machine learning model for short-term wind speed prediction in inner Mongolia, China," Renewable Energy, Elsevier, vol. 179(C), pages 1565-1577.
    20. Dongxiao Niu & Yi Liang & Wei-Chiang Hong, 2017. "Wind Speed Forecasting Based on EMD and GRNN Optimized by FOA," Energies, MDPI, vol. 10(12), pages 1-18, December.

    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:15:y:2022:i:19:p:6942-:d:922137. 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.