IDEAS home Printed from https://ideas.repec.org/a/eee/appene/v261y2020ics030626191932032x.html
   My bibliography  Save this article

Combined model with secondary decomposition-model selection and sample selection for multi-step wind power forecasting

Author

Listed:
  • Wu, Zhuochun
  • Xia, Xiangjie
  • Xiao, Liye
  • Liu, Yilin

Abstract

Wind power forecasting plays a significant role to ensure the safe operation of power systems. However, due to the stochastic nature and dynamic uncertainty of wind power, accurate and stable forecasting faces challenges. In this study, a modified combined structure with secondary decomposition-model selection and non-agnostic uncertainty sampling-active learning-sample selection strategy is proposed for multi-step deterministic and probabilistic wind power forecasting. Secondary decomposition-model selection strategy is used before experiments, selecting better forecasting models from the initial model space to the selected model space, and secondary decomposition methods are applied for decreasing the interference in initial data. Non-agnostic uncertainty sampling-active learning-sample selection strategy is employed to accelerate the sample selection process and enhance the testing efficiency, indirectly promoting the final performance. To further promote the forecasting precision and stability simultaneously, an advanced multi-objective optimization is applied, automatically selecting the top best models into the combined models from the selected model space. Except deterministic forecasting, uncertainty estimation is vital, offering different aspects of forecasting information for risk management, as the grid system absorbs large-scale wind power generation, therefore, probabilistic forecasting is considered too. Multi-step forecasting is also considered. Eight datasets from Elia, Belgium, are applied to assess the forecasting performance of secondary decomposition-model selection and the proposed combined models. According to results, compared with comparison models, the proposed combined models obtain higher accuracy and stability of multi-step deterministic forecasting (improving the forecasting skill by more than 90% in accuracy and stability for 1-step to 3-step forecasting) and also offer multi-step probabilistic information.

Suggested Citation

  • Wu, Zhuochun & Xia, Xiangjie & Xiao, Liye & Liu, Yilin, 2020. "Combined model with secondary decomposition-model selection and sample selection for multi-step wind power forecasting," Applied Energy, Elsevier, vol. 261(C).
    • Handle: RePEc:eee:appene:v:261:y:2020:i:c:s030626191932032x
    DOI: 10.1016/j.apenergy.2019.114345
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S030626191932032X
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.apenergy.2019.114345?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. Wang, Yuanyuan & Wang, Jianzhou & Zhao, Ge & Dong, Yao, 2012. "Application of residual modification approach in seasonal ARIMA for electricity demand forecasting: A case study of China," Energy Policy, Elsevier, vol. 48(C), pages 284-294.
    2. Ko, Chia-Nan & Lee, Cheng-Ming, 2013. "Short-term load forecasting using SVR (support vector regression)-based radial basis function neural network with dual extended Kalman filter," Energy, Elsevier, vol. 49(C), pages 413-422.
    3. Fildes, Robert & Petropoulos, Fotios, 2015. "Simple versus complex selection rules for forecasting many time series," Journal of Business Research, Elsevier, vol. 68(8), pages 1692-1701.
    4. Wang, Jianzhou & Heng, Jiani & Xiao, Liye & Wang, Chen, 2017. "Research and application of a combined model based on multi-objective optimization for multi-step ahead wind speed forecasting," Energy, Elsevier, vol. 125(C), pages 591-613.
    5. Xiao, Liye & Shao, Wei & Yu, Mengxia & Ma, Jing & Jin, Congjun, 2017. "Research and application of a hybrid wavelet neural network model with the improved cuckoo search algorithm for electrical power system forecasting," Applied Energy, Elsevier, vol. 198(C), pages 203-222.
    6. Wang, Jianzhou & Qin, Shanshan & Zhou, Qingping & Jiang, Haiyan, 2015. "Medium-term wind speeds forecasting utilizing hybrid models for three different sites in Xinjiang, China," Renewable Energy, Elsevier, vol. 76(C), pages 91-101.
    7. Xiao, Liye & Shao, Wei & Yu, Mengxia & Ma, Jing & Jin, Congjun, 2017. "Research and application of a combined model based on multi-objective optimization for electrical load forecasting," Energy, Elsevier, vol. 119(C), pages 1057-1074.
    8. 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.
    9. Wu, Zhuochun & Zhao, Xiaochen & Ma, Yuqing & Zhao, Xinyan, 2019. "A hybrid model based on modified multi-objective cuckoo search algorithm for short-term load forecasting," Applied Energy, Elsevier, vol. 237(C), pages 896-909.
    10. Gneiting, Tilmann & Raftery, Adrian E., 2007. "Strictly Proper Scoring Rules, Prediction, and Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 359-378, March.
    11. Xiao, Liye & Shao, Wei & Wang, Chen & Zhang, Kequan & Lu, Haiyan, 2016. "Research and application of a hybrid model based on multi-objective optimization for electrical load forecasting," Applied Energy, Elsevier, vol. 180(C), pages 213-233.
    12. 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.
    13. Li, Gong & Shi, Jing, 2010. "On comparing three artificial neural networks for wind speed forecasting," Applied Energy, Elsevier, vol. 87(7), pages 2313-2320, July.
    14. 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.
    15. Song, Jingjing & Wang, Jianzhou & Lu, Haiyan, 2018. "A novel combined model based on advanced optimization algorithm for short-term wind speed forecasting," Applied Energy, Elsevier, vol. 215(C), pages 643-658.
    16. 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.
    17. Zhou, Qingguo & Wang, Chen & Zhang, Gaofeng, 2019. "Hybrid forecasting system based on an optimal model selection strategy for different wind speed forecasting problems," Applied Energy, Elsevier, vol. 250(C), pages 1559-1580.
    18. Wang, Deyun & Luo, Hongyuan & Grunder, Olivier & Lin, Yanbing & Guo, Haixiang, 2017. "Multi-step ahead electricity price forecasting using a hybrid model based on two-layer decomposition technique and BP neural network optimized by firefly algorithm," Applied Energy, Elsevier, vol. 190(C), pages 390-407.
    19. Xiao, Ling & Wang, Jianzhou & Dong, Yao & Wu, Jie, 2015. "Combined forecasting models for wind energy forecasting: A case study in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 44(C), pages 271-288.
    Full references (including those not matched with items on IDEAS)

    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. Lu, Peng & Ye, Lin & Zhao, Yongning & Dai, Binhua & Pei, Ming & Tang, Yong, 2021. "Review of meta-heuristic algorithms for wind power prediction: Methodologies, applications and challenges," Applied Energy, Elsevier, vol. 301(C).
    2. Song, Jingjing & Wang, Jianzhou & Lu, Haiyan, 2018. "A novel combined model based on advanced optimization algorithm for short-term wind speed forecasting," Applied Energy, Elsevier, vol. 215(C), pages 643-658.
    3. 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).
    4. Wu, Zhuochun & Xiao, Liye, 2019. "A structure with density-weighted active learning-based model selection strategy and meteorological analysis for wind speed vector deterministic and probabilistic forecasting," Energy, Elsevier, vol. 183(C), pages 1178-1194.
    5. 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.
    6. Tian, Chengshi & Hao, Yan & Hu, Jianming, 2018. "A novel wind speed forecasting system based on hybrid data preprocessing and multi-objective optimization," Applied Energy, Elsevier, vol. 231(C), pages 301-319.
    7. He, Qingqing & Wang, Jianzhou & Lu, Haiyan, 2018. "A hybrid system for short-term wind speed forecasting," Applied Energy, Elsevier, vol. 226(C), pages 756-771.
    8. 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.
    9. Wang, Jianzhou & Yang, Wendong & Du, Pei & Li, Yifan, 2018. "Research and application of a hybrid forecasting framework based on multi-objective optimization for electrical power system," Energy, Elsevier, vol. 148(C), pages 59-78.
    10. Hu, Jianming & Heng, Jiani & Wen, Jiemei & Zhao, Weigang, 2020. "Deterministic and probabilistic wind speed forecasting with de-noising-reconstruction strategy and quantile regression based algorithm," Renewable Energy, Elsevier, vol. 162(C), pages 1208-1226.
    11. 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.
    12. Meng, Anbo & Zhu, Zibin & Deng, Weisi & Ou, Zuhong & Lin, Shan & Wang, Chenen & Xu, Xuancong & Wang, Xiaolin & Yin, Hao & Luo, Jianqiang, 2022. "A novel wind power prediction approach using multivariate variational mode decomposition and multi-objective crisscross optimization based deep extreme learning machine," Energy, Elsevier, vol. 260(C).
    13. Liu, Hui & Duan, Zhu & Li, Yanfei & Lu, Haibo, 2018. "A novel ensemble model of different mother wavelets for wind speed multi-step forecasting," Applied Energy, Elsevier, vol. 228(C), pages 1783-1800.
    14. Wu, Chunying & Wang, Jianzhou & Chen, Xuejun & Du, Pei & Yang, Wendong, 2020. "A novel hybrid system based on multi-objective optimization for wind speed forecasting," Renewable Energy, Elsevier, vol. 146(C), pages 149-165.
    15. Jianguo Zhou & Xiaolei Xu & Xuejing Huo & Yushuo Li, 2019. "Forecasting Models for Wind Power Using Extreme-Point Symmetric Mode Decomposition and Artificial Neural Networks," Sustainability, MDPI, vol. 11(3), pages 1-23, January.
    16. 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.
    17. 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.
    18. Tonglin Fu & Chen Wang, 2018. "A Hybrid Wind Speed Forecasting Method and Wind Energy Resource Analysis Based on a Swarm Intelligence Optimization Algorithm and an Artificial Intelligence Model," Sustainability, MDPI, vol. 10(11), pages 1-24, October.
    19. 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.
    20. Liu, Tianhong & Qi, Shengli & Qiao, Xianzhu & Liu, Sixing, 2024. "A hybrid short-term wind power point-interval prediction model based on combination of improved preprocessing methods and entropy weighted GRU quantile regression network," Energy, Elsevier, vol. 288(C).

    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:appene:v:261:y:2020:i:c:s030626191932032x. 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.elsevier.com/wps/find/journaldescription.cws_home/405891/description#description .

    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.