IDEAS home Printed from https://ideas.repec.org/a/eee/energy/v138y2017icp977-990.html
   My bibliography  Save this article

A new chaotic time series hybrid prediction method of wind power based on EEMD-SE and full-parameters continued fraction

Author

Listed:
  • Wang, Cong
  • Zhang, Hongli
  • Fan, Wenhui
  • Ma, Ping

Abstract

The wind power time series always exhibits nonlinear and non-stationary features, which make it very difficult to predict accurately. In this paper, a new chaotic time series prediction model of wind power based on ensemble empirical mode decomposition-sample entropy (EEMD-SE) and full-parameters continued fraction is proposed. In this proposed method, EEMD-SE technique is used to decompose original wind power series into a number of subsequences with obvious complexity differences. The forecasting model of each subsequence is created by full-parameters continued fraction. On the basis of the inverse difference quotient continued fraction, the full-parameters continued fraction model is proposed. The parameters of model are optimized by the primal dual state transition algorithm (PDSTA). The effectiveness of the proposed approach is demonstrated with practical hourly data of wind power generation in Xinjiang. A comprehensive error analysis is carried out to compare the performance with other approaches. The forecasting results show that forecast improvement is observed based on EEMD-SE and full-parameters continued fraction model.

Suggested Citation

  • Wang, Cong & Zhang, Hongli & Fan, Wenhui & Ma, Ping, 2017. "A new chaotic time series hybrid prediction method of wind power based on EEMD-SE and full-parameters continued fraction," Energy, Elsevier, vol. 138(C), pages 977-990.
    • Handle: RePEc:eee:energy:v:138:y:2017:i:c:p:977-990
    DOI: 10.1016/j.energy.2017.07.112
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0360544217312902
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.energy.2017.07.112?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. Jung, Jaesung & Broadwater, Robert P., 2014. "Current status and future advances for wind speed and power forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 31(C), pages 762-777.
    2. Liang, Zhengtang & Liang, Jun & Zhang, Li & Wang, Chengfu & Yun, Zhihao & Zhang, Xu, 2015. "Analysis of multi-scale chaotic characteristics of wind power based on Hilbert–Huang transform and Hurst analysis," Applied Energy, Elsevier, vol. 159(C), pages 51-61.
    3. Guo, Zhenhai & Zhao, Weigang & Lu, Haiyan & Wang, Jianzhou, 2012. "Multi-step forecasting for wind speed using a modified EMD-based artificial neural network model," Renewable Energy, Elsevier, vol. 37(1), pages 241-249.
    4. Ramirez-Rosado, Ignacio J. & Fernandez-Jimenez, L. Alfredo & Monteiro, Cláudio & Sousa, João & Bessa, Ricardo, 2009. "Comparison of two new short-term wind-power forecasting systems," Renewable Energy, Elsevier, vol. 34(7), pages 1848-1854.
    5. 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.
    6. Wang, Cong & Zhang, Hongli & Fan, Wenhui & Fan, Xiaochao, 2016. "A new wind power prediction method based on chaotic theory and Bernstein Neural Network," Energy, Elsevier, vol. 117(P1), pages 259-271.
    7. Liu, Da & Niu, Dongxiao & Wang, Hui & Fan, Leilei, 2014. "Short-term wind speed forecasting using wavelet transform and support vector machines optimized by genetic algorithm," Renewable Energy, Elsevier, vol. 62(C), pages 592-597.
    8. Ji, Bin & Yuan, Xiaohui & Chen, Zhihuan & Tian, Hao, 2014. "Improved gravitational search algorithm for unit commitment considering uncertainty of wind power," Energy, Elsevier, vol. 67(C), pages 52-62.
    9. Heinermann, Justin & Kramer, Oliver, 2016. "Machine learning ensembles for wind power prediction," Renewable Energy, Elsevier, vol. 89(C), pages 671-679.
    10. Maria Grazia De Giorgi & Stefano Campilongo & Antonio Ficarella & Paolo Maria Congedo, 2014. "Comparison Between Wind Power Prediction Models Based on Wavelet Decomposition with Least-Squares Support Vector Machine (LS-SVM) and Artificial Neural Network (ANN)," Energies, MDPI, vol. 7(8), pages 1-22, August.
    11. Peng, Huaiwu & Liu, Fangrui & Yang, Xiaofeng, 2013. "A hybrid strategy of short term wind power prediction," Renewable Energy, Elsevier, vol. 50(C), pages 590-595.
    12. Alessandrini, S. & Delle Monache, L. & Sperati, S. & Nissen, J.N., 2015. "A novel application of an analog ensemble for short-term wind power forecasting," Renewable Energy, Elsevier, vol. 76(C), pages 768-781.
    13. Cadenas, Erasmo & Rivera, Wilfrido, 2010. "Wind speed forecasting in three different regions of Mexico, using a hybrid ARIMA–ANN model," Renewable Energy, Elsevier, vol. 35(12), pages 2732-2738.
    14. Han, Li & Romero, Carlos E. & Yao, Zheng, 2015. "Wind power forecasting based on principle component phase space reconstruction," Renewable Energy, Elsevier, vol. 81(C), pages 737-744.
    15. De Giorgi, Maria Grazia & Ficarella, Antonio & Tarantino, Marco, 2011. "Assessment of the benefits of numerical weather predictions in wind power forecasting based on statistical methods," Energy, Elsevier, vol. 36(7), pages 3968-3978.
    16. Ye, Lin & Zhao, Yongning & Zeng, Cheng & Zhang, Cihang, 2017. "Short-term wind power prediction based on spatial model," Renewable Energy, Elsevier, vol. 101(C), pages 1067-1074.
    17. Wang, Jianzhou & Hu, Jianming, 2015. "A robust combination approach for short-term wind speed forecasting and analysis – Combination of the ARIMA (Autoregressive Integrated Moving Average), ELM (Extreme Learning Machine), SVM (Support Vec," Energy, Elsevier, vol. 93(P1), pages 41-56.
    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. 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.
    2. 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.
    3. Peng Lu & Lin Ye & Bohao Sun & Cihang Zhang & Yongning Zhao & Jingzhu Teng, 2018. "A New Hybrid Prediction Method of Ultra-Short-Term Wind Power Forecasting Based on EEMD-PE and LSSVM Optimized by the GSA," Energies, MDPI, vol. 11(4), pages 1-23, March.
    4. Tascikaraoglu, A. & Uzunoglu, M., 2014. "A review of combined approaches for prediction of short-term wind speed and power," Renewable and Sustainable Energy Reviews, Elsevier, vol. 34(C), pages 243-254.
    5. 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.
    6. Xu, Weifeng & Liu, Pan & Cheng, Lei & Zhou, Yong & Xia, Qian & Gong, Yu & Liu, Yini, 2021. "Multi-step wind speed prediction by combining a WRF simulation and an error correction strategy," Renewable Energy, Elsevier, vol. 163(C), pages 772-782.
    7. 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.
    8. 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.
    9. 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).
    10. Zhang, Fei & Li, Peng-Cheng & Gao, Lu & Liu, Yong-Qian & Ren, Xiao-Ying, 2021. "Application of autoregressive dynamic adaptive (ARDA) model in real-time wind power forecasting," Renewable Energy, Elsevier, vol. 169(C), pages 129-143.
    11. Wang, Yun & Wang, Haibo & Srinivasan, Dipti & Hu, Qinghua, 2019. "Robust functional regression for wind speed forecasting based on Sparse Bayesian learning," Renewable Energy, Elsevier, vol. 132(C), pages 43-60.
    12. Wang, Jianzhou & Hu, Jianming & Ma, Kailiang & Zhang, Yixin, 2015. "A self-adaptive hybrid approach for wind speed forecasting," Renewable Energy, Elsevier, vol. 78(C), pages 374-385.
    13. 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.
    14. 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.
    15. Lahouar, A. & Ben Hadj Slama, J., 2017. "Hour-ahead wind power forecast based on random forests," Renewable Energy, Elsevier, vol. 109(C), pages 529-541.
    16. Hu, Jianming & Wang, Jianzhou & Ma, Kailiang, 2015. "A hybrid technique for short-term wind speed prediction," Energy, Elsevier, vol. 81(C), pages 563-574.
    17. 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.
    18. Shahram Hanifi & Xiaolei Liu & Zi Lin & Saeid Lotfian, 2020. "A Critical Review of Wind Power Forecasting Methods—Past, Present and Future," Energies, MDPI, vol. 13(15), pages 1-24, July.
    19. Dongxiao Niu & Di Pu & Shuyu Dai, 2018. "Ultra-Short-Term Wind-Power Forecasting Based on the Weighted Random Forest Optimized by the Niche Immune Lion Algorithm," Energies, MDPI, vol. 11(5), pages 1-21, April.
    20. 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.

    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:energy:v:138:y:2017:i:c:p:977-990. 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.journals.elsevier.com/energy .

    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.