IDEAS home Printed from https://ideas.repec.org/a/wly/jforec/v42y2023i1p101-123.html

Wind power prediction based on wind speed forecast using hidden Markov model

Author

Listed:
  • Khatereh Ghasvarian Jahromi
  • Davood Gharavian
  • Hamid Reza Mahdiani

Abstract

This study examines a new approach for short‐term wind speed and power forecasting based on the mixture of Gaussian hidden Markov models (MoG‐HMMs). The proposed approach focuses on the characteristics of wind speed and power in the consecutive hours of previous days. The proposed method is carried out in two steps. In the first step, for the hourly prediction of wind speed, several wind speed features are employed in MoG‐HMM, and in the second step, the results obtained from the first step along with their characteristics and wind power features are used to predict wind power estimation. To increase the prediction accuracy, the data used in each step are classified, and then for each class, one HMM with its specific parameters is used. The performance of the proposed approach is examined using real NREL data. The results show that the proposed method is more precise than other examined methods.

Suggested Citation

  • Khatereh Ghasvarian Jahromi & Davood Gharavian & Hamid Reza Mahdiani, 2023. "Wind power prediction based on wind speed forecast using hidden Markov model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 101-123, January.
    • Handle: RePEc:wly:jforec:v:42:y:2023:i:1:p:101-123
    DOI: 10.1002/for.2889
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/for.2889
    Download Restriction: no
    File URL: https://libkey.io/10.1002/for.2889?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
    ---><---

    References listed on IDEAS

    as
    1. Hao Liang & Weihua Zhuang, 2014. "Stochastic Modeling and Optimization in a Microgrid: A Survey," Energies, MDPI, vol. 7(4), pages 1-24, March.
    2. Peter Nystrup & Henrik Madsen & Erik Lindström, 2017. "Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(8), pages 989-1002, December.
    3. Ruilin Tian & Gang Shen, 2019. "Predictive power of Markovian models: Evidence from US recession forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(6), pages 525-551, September.
    4. Rana Muhammad Adnan & Zhongmin Liang & Xiaohui Yuan & Ozgur Kisi & Muhammad Akhlaq & Binquan Li, 2019. "Comparison of LSSVR, M5RT, NF-GP, and NF-SC Models for Predictions of Hourly Wind Speed and Wind Power Based on Cross-Validation," Energies, MDPI, vol. 12(2), pages 1-22, January.
    5. de Souza e Silva, Edmundo G. & Legey, Luiz F.L. & de Souza e Silva, Edmundo A., 2010. "Forecasting oil price trends using wavelets and hidden Markov models," Energy Economics, Elsevier, vol. 32(6), pages 1507-1519, November.
    6. Zhang, Chi & Wei, Haikun & Zhao, Junsheng & Liu, Tianhong & Zhu, Tingting & Zhang, Kanjian, 2016. "Short-term wind speed forecasting using empirical mode decomposition and feature selection," Renewable Energy, Elsevier, vol. 96(PA), pages 727-737.
    7. Qian, Zheng & Pei, Yan & Zareipour, Hamidreza & Chen, Niya, 2019. "A review and discussion of decomposition-based hybrid models for wind energy forecasting applications," Applied Energy, Elsevier, vol. 235(C), pages 939-953.
    8. Jannik Schütz Roungkvist & Peter Enevoldsen, 2020. "Timescale classification in wind forecasting: A review of the state‐of‐the‐art," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 757-768, August.
    9. Erlwein, Christina & Benth, Fred Espen & Mamon, Rogemar, 2010. "HMM filtering and parameter estimation of an electricity spot price model," Energy Economics, Elsevier, vol. 32(5), pages 1034-1043, September.
    10. Nourani Esfetang, Naser & Kazemzadeh, Rasool, 2018. "A novel hybrid technique for prediction of electric power generation in wind farms based on WIPSO, neural network and wavelet transform," Energy, Elsevier, vol. 149(C), pages 662-674.
    11. 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.
    12. Dong, Qingli & Sun, Yuhuan & Li, Peizhi, 2017. "A novel forecasting model based on a hybrid processing strategy and an optimized local linear fuzzy neural network to make wind power forecasting: A case study of wind farms in China," Renewable Energy, Elsevier, vol. 102(PA), pages 241-257.
    13. Jan Kloppenborg Møller & Marco Zugno & Henrik Madsen, 2016. "Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(3), pages 189-205, April.
    14. Xiaojun Li & Pan Tang, 2020. "Stock index prediction based on wavelet transform and FCD‐MLGRU," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(8), pages 1229-1237, December.
    15. Naik, Jyotirmayee & Dash, Sujit & Dash, P.K. & Bisoi, Ranjeeta, 2018. "Short term wind power forecasting using hybrid variational mode decomposition and multi-kernel regularized pseudo inverse neural network," Renewable Energy, Elsevier, vol. 118(C), pages 180-212.
    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. Yang, Mao & Guo, Yunfeng & Huang, Tao & Fan, Fulin & Ma, Chenglian & Fang, Guozhong, 2024. "Wind farm cluster power prediction based on graph deviation attention network with learnable graph structure and dynamic error correction during load peak and valley periods," Energy, Elsevier, vol. 312(C).
    2. Gámiz, M.L. & Navas-Gómez, F. & Raya-Miranda, R. & Segovia-García, M.C., 2023. "Dynamic reliability and sensitivity analysis based on HMM models with Markovian signal process," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    3. Lu Peng & Sheng‐Xiang Lv & Lin Wang, 2024. "Explainable machine learning techniques based on attention gate recurrent unit and local interpretable model‐agnostic explanations for multivariate wind speed forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2064-2087, September.
    4. Rabie, Dalia & Farzaneh, Hooman, 2026. "A novel modeling framework for demand response-based energy management systems in smart electricity markets, using optimization and multi-criteria decision making techniques," Applied Energy, Elsevier, vol. 405(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. 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).
    3. Ma, Zhengjing & Mei, Gang, 2022. "A hybrid attention-based deep learning approach for wind power prediction," Applied Energy, Elsevier, vol. 323(C).
    4. 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.
    5. 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.
    6. 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.
    7. Li, Ke & Shen, Ruifang & Wang, Zhenguo & Yan, Bowen & Yang, Qingshan & Zhou, Xuhong, 2023. "An efficient wind speed prediction method based on a deep neural network without future information leakage," Energy, Elsevier, vol. 267(C).
    8. Liu, Tianhao & Shan, Linke & Jiang, Meihui & Li, Fangning & Kong, Fannie & Du, Pengcheng & Zhu, Hongyu & Goh, Hui Hwang & Kurniawan, Tonni Agustiono & Huang, Chao & Zhang, Dongdong, 2025. "Multi-dimensional data processing and intelligent forecasting technologies for renewable energy generation," Applied Energy, Elsevier, vol. 398(C).
    9. José A. Domínguez-Navarro & Tania B. Lopez-Garcia & Sandra Minerva Valdivia-Bautista, 2021. "Applying Wavelet Filters in Wind Forecasting Methods," Energies, MDPI, vol. 14(11), pages 1-22, May.
    10. 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.
    11. Marugán, Alberto Pliego & Márquez, Fausto Pedro García & Perez, Jesus María Pinar & Ruiz-Hernández, Diego, 2018. "A survey of artificial neural network in wind energy systems," Applied Energy, Elsevier, vol. 228(C), pages 1822-1836.
    12. Wang, Han & Han, Shuang & Liu, Yongqian & Yan, Jie & Li, Li, 2019. "Sequence transfer correction algorithm for numerical weather prediction wind speed and its application in a wind power forecasting system," Applied Energy, Elsevier, vol. 237(C), pages 1-10.
    13. 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.
    14. Wenlong Fu & Kai Wang & Jianzhong Zhou & Yanhe Xu & Jiawen Tan & Tie Chen, 2019. "A Hybrid Approach for Multi-Step Wind Speed Forecasting Based on Multi-Scale Dominant Ingredient Chaotic Analysis, KELM and Synchronous Optimization Strategy," Sustainability, MDPI, vol. 11(6), pages 1-24, March.
    15. 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.
    16. Wang, Yibo & Shao, Xinyao & Liu, Chuang & Cai, Guowei & Kou, Lei & Wu, Zhiqiang, 2019. "Analysis of wind farm output characteristics based on descriptive statistical analysis and envelope domain," Energy, Elsevier, vol. 170(C), pages 580-591.
    17. Mikkel L. Sørensen & Peter Nystrup & Mathias B. Bjerregård & Jan K. Møller & Peder Bacher & Henrik Madsen, 2023. "Recent developments in multivariate wind and solar power forecasting," Wiley Interdisciplinary Reviews: Energy and Environment, Wiley Blackwell, vol. 12(2), March.
    18. Zhang, Jinliang & Wei, Yiming & Tan, Zhongfu, 2020. "An adaptive hybrid model for short term wind speed forecasting," Energy, Elsevier, vol. 190(C).
    19. Wang, Yun & Xu, Houhua & Song, Mengmeng & Zhang, Fan & Li, Yifen & Zhou, Shengchao & Zhang, Lingjun, 2023. "A convolutional Transformer-based truncated Gaussian density network with data denoising for wind speed forecasting," Applied Energy, Elsevier, vol. 333(C).
    20. Liu, Guangbiao & Zhou, Jianzhong & Jia, Benjun & He, Feifei & Yang, Yuqi & Sun, Na, 2019. "Advance short-term wind energy quality assessment based on instantaneous standard deviation and variogram of wind speed by a hybrid method," Applied Energy, Elsevier, vol. 238(C), pages 643-667.

    More about this item

    Statistics

    Access and download statistics

    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:wly:jforec:v:42:y:2023:i:1:p:101-123. 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: Wiley Content Delivery (email available below). General contact details of provider: http://www3.interscience.wiley.com/cgi-bin/jhome/2966 .

    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.