IDEAS home Printed from https://ideas.repec.org/a/eee/energy/v263y2023ipes0360544222029863.html
   My bibliography  Save this article

Multivariate wind speed forecasting based on multi-objective feature selection approach and hybrid deep learning model

Author

Listed:
  • Lv, Sheng-Xiang
  • Wang, Lin

Abstract

This study proposes an effective model for enhancing the short-term wind speed forecasting performance by considering the effect of multiple meteorological factors. (a) The filter-wrapper non-dominated sorting differential evolution algorithm incorporating K-medoid clustering (FWNSDEC) is designed to select key meteorological factors and generate multiple feature subsets. For each feature subset, the hybrid deep learning model is designed: (b) singular spectrum analysis (SSA) is used to decompose the meteorological factors and construct the three-dimensional input structure; (c) convolutional long short-term memory (ConvLSTM) network is then adopted to process the sample set of three-dimensional sequence, and the final forecasting result is the average prediction of all the built ConvLSTMs. To evaluate the effectiveness of FWNSDEC-SSA-ConvLSTM, three comparative experiments on four datasets collected from the National Renewable Energy Laboratory are implemented. Experiment results show that the average mean absolute percentage error over four datasets for 1-step-ahead, 2-step-ahead, and 3-step-ahead forecasting is 1.42%, 1.99%, and 3.28%, respectively, which are much better than the predictions using feature selection benchmarks, hybrid forecasting benchmarks with different deep learning networks and data decomposition methods, and other advanced forecasting systems. Extended model discussion in terms of Friedman test and parameters sensitivity analysis further verifies the potential of proposed model.

Suggested Citation

  • Lv, Sheng-Xiang & Wang, Lin, 2023. "Multivariate wind speed forecasting based on multi-objective feature selection approach and hybrid deep learning model," Energy, Elsevier, vol. 263(PE).
    • Handle: RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029863
    DOI: 10.1016/j.energy.2022.126100
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0360544222029863
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.energy.2022.126100?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. Bergmeir, Christoph & Hyndman, Rob J. & Koo, Bonsoo, 2018. "A note on the validity of cross-validation for evaluating autoregressive time series prediction," Computational Statistics & Data Analysis, Elsevier, vol. 120(C), pages 70-83.
    2. 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).
    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. 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).
    5. Wu, Huijuan & Meng, Keqilao & Fan, Daoerji & Zhang, Zhanqiang & Liu, Qing, 2022. "Multistep short-term wind speed forecasting using transformer," Energy, Elsevier, vol. 261(PA).
    6. Zhang, Chu & Ma, Huixin & Hua, Lei & Sun, Wei & Nazir, Muhammad Shahzad & Peng, Tian, 2022. "An evolutionary deep learning model based on TVFEMD, improved sine cosine algorithm, CNN and BiLSTM for wind speed prediction," Energy, Elsevier, vol. 254(PA).
    7. Lv, Sheng-Xiang & Wang, Lin, 2022. "Deep learning combined wind speed forecasting with hybrid time series decomposition and multi-objective parameter optimization," Applied Energy, Elsevier, vol. 311(C).
    8. Wu, Binrong & Wang, Lin & Zeng, Yu-Rong, 2022. "Interpretable wind speed prediction with multivariate time series and temporal fusion transformers," Energy, Elsevier, vol. 252(C).
    9. Yang, Qiuling & Deng, Changhong & Chang, Xiqiang, 2022. "Ultra-short-term / short-term wind speed prediction based on improved singular spectrum analysis," Renewable Energy, Elsevier, vol. 184(C), pages 36-44.
    10. Lu, Peng & Ye, Lin & Pei, Ming & Zhao, Yongning & Dai, Binhua & Li, Zhuo, 2022. "Short-term wind power forecasting based on meteorological feature extraction and optimization strategy," Renewable Energy, Elsevier, vol. 184(C), pages 642-661.
    11. Tian, Chaonan & Niu, Tong & Wei, Wei, 2022. "Developing a wind power forecasting system based on deep learning with attention mechanism," Energy, Elsevier, vol. 257(C).
    12. 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.
    13. Wang, Jianzhou & An, Yining & Li, Zhiwu & Lu, Haiyan, 2022. "A novel combined forecasting model based on neural networks, deep learning approaches, and multi-objective optimization for short-term wind speed forecasting," Energy, Elsevier, vol. 251(C).
    14. Shang, Zhihao & He, Zhaoshuang & Chen, Yao & Chen, Yanhua & Xu, MingLiang, 2022. "Short-term wind speed forecasting system based on multivariate time series and multi-objective optimization," Energy, Elsevier, vol. 238(PC).
    15. Niu, Dongxiao & Sun, Lijie & Yu, Min & Wang, Keke, 2022. "Point and interval forecasting of ultra-short-term wind power based on a data-driven method and hybrid deep learning model," Energy, Elsevier, vol. 254(PA).
    16. Sun, Zexian & Zhao, Mingyu & Zhao, Guohong, 2022. "Hybrid model based on VMD decomposition, clustering analysis, long short memory network, ensemble learning and error complementation for short-term wind speed forecasting assisted by Flink platform," Energy, Elsevier, vol. 261(PB).
    17. López, Germánico & Arboleya, Pablo, 2022. "Short-term wind speed forecasting over complex terrain using linear regression models and multivariable LSTM and NARX networks in the Andes Mountains, Ecuador," Renewable Energy, Elsevier, vol. 183(C), pages 351-368.
    18. Li, Jiale & Song, Zihao & Wang, Xuefei & Wang, Yanru & Jia, Yaya, 2022. "A novel offshore wind farm typhoon wind speed prediction model based on PSO–Bi-LSTM improved by VMD," Energy, Elsevier, vol. 251(C).
    19. Wu, Jie & Li, Na & Zhao, Yan & Wang, Jujie, 2022. "Usage of correlation analysis and hypothesis test in optimizing the gated recurrent unit network for wind speed forecasting," Energy, Elsevier, vol. 242(C).
    20. Ye, Lin & Li, Yilin & Pei, Ming & Zhao, Yongning & Li, Zhuo & Lu, Peng, 2022. "A novel integrated method for short-term wind power forecasting based on fluctuation clustering and history matching," Applied Energy, Elsevier, vol. 327(C).
    21. Han, Yan & Mi, Lihua & Shen, Lian & Cai, C.S. & Liu, Yuchen & Li, Kai & Xu, Guoji, 2022. "A short-term wind speed prediction method utilizing novel hybrid deep learning algorithms to correct numerical weather forecasting," Applied Energy, Elsevier, vol. 312(C).
    22. Méndez-Gordillo, Alma Rosa & Campos-Amezcua, Rafael & Cadenas, Erasmo, 2022. "Wind speed forecasting using a hybrid model considering the turbulence of the airflow," Renewable Energy, Elsevier, vol. 196(C), pages 422-431.
    23. Duan, Jikai & Chang, Mingheng & Chen, Xiangyue & Wang, Wenpeng & Zuo, Hongchao & Bai, Yulong & Chen, Bolong, 2022. "A combined short-term wind speed forecasting model based on CNN–RNN and linear regression optimization considering error," Renewable Energy, Elsevier, vol. 200(C), pages 788-808.
    24. 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.
    25. Khazaei, Sahra & Ehsan, Mehdi & Soleymani, Soodabeh & Mohammadnezhad-Shourkaei, Hosein, 2022. "A high-accuracy hybrid method for short-term wind power forecasting," Energy, Elsevier, vol. 238(PC).
    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. Huang, Mengqi & Peng, Changhong & DU, Zhengyu & Liu, Yu, 2024. "A power regulation strategy for heat pipe cooled reactors based on deep learning and hybrid data-driven optimization algorithm," Energy, Elsevier, vol. 289(C).
    2. K. R. Sri Preethaa & Akila Muthuramalingam & Yuvaraj Natarajan & Gitanjali Wadhwa & Ahmed Abdi Yusuf Ali, 2023. "A Comprehensive Review on Machine Learning Techniques for Forecasting Wind Flow Pattern," Sustainability, MDPI, vol. 15(17), pages 1-22, August.
    3. Wu, Zhou & Zeng, Shaoxiong & Jiang, Ruiqi & Zhang, Haoran & Yang, Zhile, 2023. "Explainable temporal dependence in multi-step wind power forecast via decomposition based chain echo state networks," Energy, Elsevier, vol. 270(C).
    4. Jiang, Wenjun & Liu, Bo & Liang, Yang & Gao, Huanxiang & Lin, Pengfei & Zhang, Dongqin & Hu, Gang, 2024. "Applicability analysis of transformer to wind speed forecasting by a novel deep learning framework with multiple atmospheric variables," Applied Energy, Elsevier, vol. 353(PB).
    5. Eskandari, Hamidreza & Saadatmand, Hassan & Ramzan, Muhammad & Mousapour, Mobina, 2024. "Innovative framework for accurate and transparent forecasting of energy consumption: A fusion of feature selection and interpretable machine learning," Applied Energy, Elsevier, vol. 366(C).
    6. Lin Wang & Wuyue An & Feng‐Ting Li, 2024. "Text‐based corn futures price forecasting using improved neural basis expansion network," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2042-2063, September.
    7. Hu, Huanling & Wang, Lin & Zhang, Dabin & Ling, Liwen, 2023. "Rolling decomposition method in fusion with echo state network for wind speed forecasting," Renewable Energy, Elsevier, vol. 216(C).
    8. Zhang, Yagang & Kong, Xue & Wang, Jingchao & Wang, Hui & Cheng, Xiaodan, 2024. "Wind power forecasting system with data enhancement and algorithm improvement," Renewable and Sustainable Energy Reviews, Elsevier, vol. 196(C).
    9. Wuyue An & Lin Wang & Dongfeng Zhang, 2023. "Comprehensive commodity price forecasting framework using text mining methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1865-1888, November.
    10. Cakici, Nusret & Shahzad, Syed Jawad Hussain & Będowska-Sójka, Barbara & Zaremba, Adam, 2024. "Machine learning and the cross-section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, vol. 94(C).
    11. Shengcai Zhang & Changsheng Zhu & Xiuting Guo, 2024. "Wind-Speed Multi-Step Forecasting Based on Variational Mode Decomposition, Temporal Convolutional Network, and Transformer Model," Energies, MDPI, vol. 17(9), pages 1-22, April.
    12. Zhang, Guowei & Zhang, Yi & Wang, Hui & Liu, Da & Cheng, Runkun & Yang, Di, 2024. "Short-term wind speed forecasting based on adaptive secondary decomposition and robust temporal convolutional network," Energy, Elsevier, vol. 288(C).
    13. Yang, Ting & Yang, Zhenning & Li, Fei & Wang, Hengyu, 2024. "A short-term wind power forecasting method based on multivariate signal decomposition and variable selection," Applied Energy, Elsevier, vol. 360(C).
    14. Joseph, Lionel P. & Deo, Ravinesh C. & Casillas-Pérez, David & Prasad, Ramendra & Raj, Nawin & Salcedo-Sanz, Sancho, 2024. "Short-term wind speed forecasting using an optimized three-phase convolutional neural network fused with bidirectional long short-term memory network model," Applied Energy, Elsevier, vol. 359(C).
    15. Chen, Yaoran & Cai, Candong & Cao, Leilei & Zhang, Dan & Kuang, Limin & Peng, Yan & Pu, Huayan & Wu, Chuhan & Zhou, Dai & Cao, Yong, 2024. "WindFix: Harnessing the power of self-supervised learning for versatile imputation of offshore wind speed time series," Energy, Elsevier, vol. 287(C).
    16. Qiao, Qingyao & Eskandari, Hamidreza & Saadatmand, Hassan & Sahraei, Mohammad Ali, 2024. "An interpretable multi-stage forecasting framework for energy consumption and CO2 emissions for the transportation sector," Energy, Elsevier, vol. 286(C).
    17. Stefenon, Stefano Frizzo & Seman, Laio Oriel & Aquino, Luiza Scapinello & Coelho, Leandro dos Santos, 2023. "Wavelet-Seq2Seq-LSTM with attention for time series forecasting of level of dams in hydroelectric power plants," Energy, Elsevier, vol. 274(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. 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.
    2. Wu, Binrong & Yu, Sihao & Peng, Lu & Wang, Lin, 2024. "Interpretable wind speed forecasting with meteorological feature exploring and two-stage decomposition," Energy, Elsevier, vol. 294(C).
    3. Zhang, Guowei & Zhang, Yi & Wang, Hui & Liu, Da & Cheng, Runkun & Yang, Di, 2024. "Short-term wind speed forecasting based on adaptive secondary decomposition and robust temporal convolutional network," Energy, Elsevier, vol. 288(C).
    4. Wu, Binrong & Wang, Lin, 2024. "Two-stage decomposition and temporal fusion transformers for interpretable wind speed forecasting," Energy, Elsevier, vol. 288(C).
    5. Suo, Leiming & Peng, Tian & Song, Shihao & Zhang, Chu & Wang, Yuhan & Fu, Yongyan & Nazir, Muhammad Shahzad, 2023. "Wind speed prediction by a swarm intelligence based deep learning model via signal decomposition and parameter optimization using improved chimp optimization algorithm," Energy, Elsevier, vol. 276(C).
    6. Wu, Binrong & Wang, Lin & Zeng, Yu-Rong, 2022. "Interpretable wind speed prediction with multivariate time series and temporal fusion transformers," Energy, Elsevier, vol. 252(C).
    7. Sun, Shaolong & Du, Zongjuan & Jin, Kun & Li, Hongtao & Wang, Shouyang, 2023. "Spatiotemporal wind power forecasting approach based on multi-factor extraction method and an indirect strategy," Applied Energy, Elsevier, vol. 350(C).
    8. Li, Min & Yang, Yi & He, Zhaoshuang & Guo, Xinbo & Zhang, Ruisheng & Huang, Bingqing, 2023. "A wind speed forecasting model based on multi-objective algorithm and interpretability learning," Energy, Elsevier, vol. 269(C).
    9. Dai, Xiaoran & Liu, Guo-Ping & Hu, Wenshan, 2023. "An online-learning-enabled self-attention-based model for ultra-short-term wind power forecasting," Energy, Elsevier, vol. 272(C).
    10. Zhang, Dongqin & Hu, Gang & Song, Jie & Gao, Huanxiang & Ren, Hehe & Chen, Wenli, 2024. "A novel spatio-temporal wind speed forecasting method based on the microscale meteorological model and a hybrid deep learning model," Energy, Elsevier, vol. 288(C).
    11. Zhao, Ning & Su, Yi & Dai, Xianxing & Jia, Shaomin & Wang, Xuewei, 2024. "A new decomposition-ensemble strategy fusion with correntropy optimization learning algorithms for short-term wind speed prediction," Applied Energy, Elsevier, vol. 369(C).
    12. Li, Yanhui & Sun, Kaixuan & Yao, Qi & Wang, Lin, 2024. "A dual-optimization wind speed forecasting model based on deep learning and improved dung beetle optimization algorithm," Energy, Elsevier, vol. 286(C).
    13. Wang, Xiaodi & Hao, Yan & Yang, Wendong, 2024. "Novel wind power ensemble forecasting system based on mixed-frequency modeling and interpretable base model selection strategy," Energy, Elsevier, vol. 297(C).
    14. Bashir, Hassan & Sibtain, Muhammad & Hanay, Özge & Azam, Muhammad Imran & Qurat-ul-Ain, & Saleem, Snoober, 2023. "Decomposition and Harris hawks optimized multivariate wind speed forecasting utilizing sequence2sequence-based spatiotemporal attention," Energy, Elsevier, vol. 278(PB).
    15. 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.
    16. Jiang, Wenjun & Liu, Bo & Liang, Yang & Gao, Huanxiang & Lin, Pengfei & Zhang, Dongqin & Hu, Gang, 2024. "Applicability analysis of transformer to wind speed forecasting by a novel deep learning framework with multiple atmospheric variables," Applied Energy, Elsevier, vol. 353(PB).
    17. Lv, Sheng-Xiang & Wang, Lin, 2022. "Deep learning combined wind speed forecasting with hybrid time series decomposition and multi-objective parameter optimization," Applied Energy, Elsevier, vol. 311(C).
    18. Ban, Guihua & Chen, Yan & Xiong, Zhenhua & Zhuo, Yixin & Huang, Kui, 2024. "The univariate model for long-term wind speed forecasting based on wavelet soft threshold denoising and improved Autoformer," Energy, Elsevier, vol. 290(C).
    19. Hou, Guolian & Wang, Junjie & Fan, Yuzhen & Zhang, Jianhua & Huang, Congzhi, 2024. "A novel wind power deterministic and interval prediction framework based on the critic weight method, improved northern goshawk optimization, and kernel density estimation," Renewable Energy, Elsevier, vol. 226(C).
    20. Joseph, Lionel P. & Deo, Ravinesh C. & Casillas-Pérez, David & Prasad, Ramendra & Raj, Nawin & Salcedo-Sanz, Sancho, 2024. "Short-term wind speed forecasting using an optimized three-phase convolutional neural network fused with bidirectional long short-term memory network model," Applied Energy, Elsevier, vol. 359(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:energy:v:263:y:2023:i:pe:s0360544222029863. 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.