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A novel chaotic time series wind power point and interval prediction method based on data denoising strategy and improved coati optimization algorithm

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  • Wang, Chao
  • Lin, Hong
  • Yang, Ming
  • Fu, Xiaoling
  • Yuan, Yue
  • Wang, Zewei

Abstract

Wind power prediction plays a pivotal role in increasing the power grid stability and mitigating market transaction risks. To enhance the prediction accuracy of wind power, this study presents a novel chaotic time series wind power point and interval prediction approach, focusing on data processing, as well as an improved coati optimization algorithm. First, the improved wavelet threshold denoising (IWTD) technique is constructed to eliminate the noise from the original wind power data. Then, the maximal information coefficient (MIC) is adopted to determine the optimal inputs of the prediction model. Subsequently, the improved coati optimization algorithm (ICOA) is developed to optimize the hyperparameters of the bidirectional long short-term memory (BiLSTM), deep belief network (DBN), and gated recurrent unit (GRU) models, along with the linear weight coefficients of the combined model, thereby enhancing the point prediction accuracy. Finally, kernel density estimation (KDE) is employed to obtain interval predictions for wind power with different confidence levels. Results show that the proposed prediction method effectively improves the prediction accuracy compared with other popular prediction models.

Suggested Citation

  • Wang, Chao & Lin, Hong & Yang, Ming & Fu, Xiaoling & Yuan, Yue & Wang, Zewei, 2024. "A novel chaotic time series wind power point and interval prediction method based on data denoising strategy and improved coati optimization algorithm," Chaos, Solitons & Fractals, Elsevier, vol. 187(C).
    • Handle: RePEc:eee:chsofr:v:187:y:2024:i:c:s0960077924009949
    DOI: 10.1016/j.chaos.2024.115442
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