IDEAS home Printed from https://ideas.repec.org/a/eee/energy/v288y2024ics0360544223032413.html
   My bibliography  Save this article

Ultra-short-term wind power forecasting based on personalized robust federated learning with spatial collaboration

Author

Listed:
  • Zhao, Yongning
  • Pan, Shiji
  • Zhao, Yuan
  • Liao, Haohan
  • Ye, Lin
  • Zheng, Yingying

Abstract

An ultra-short-term wind power forecasting method based on personalized robust federated learning (PRFL) is proposed to exploit spatio-temporal correlation in a privacy-preserving way to facilitate the collaboration between wind farms. Firstly, standard federated learning (FL) with a bidirectional long short-term memory neural network (Bi-LSTM) as the underlying forecasting model is adopted as the primary framework. Secondly, to mitigate FL's vulnerability to anomalies, a Geometric median based federated aggregation scheme is utilized instead of the traditional FedAvg algorithm, enabling enhancement of the robustness against anomalous updates from individual wind farms. Finally, a personalized federated learning (PFL) strategy incorporating transfer learning is proposed to alleviate the challenge of limited model applicability due to data heterogeneity in conventional FL approaches. The case study involving 30 wind farms demonstrates the superior forecasting accuracy of PRFL compared to traditional FL-based methods. In particular, PRFL yields relative improvements ranging from 2.67 % to 7.49 % compared to local forecasting method without spatial correlation, while ensuring data privacy through the local storage of raw data at each collaborative wind farm. Furthermore, empirical examinations incorporating artificially induced anomalous scenarios affirm PRFL's outstanding resilience in handling anomalies during collaborative training, surpassing the capabilities offered by conventional approaches.

Suggested Citation

  • Zhao, Yongning & Pan, Shiji & Zhao, Yuan & Liao, Haohan & Ye, Lin & Zheng, Yingying, 2024. "Ultra-short-term wind power forecasting based on personalized robust federated learning with spatial collaboration," Energy, Elsevier, vol. 288(C).
  • Handle: RePEc:eee:energy:v:288:y:2024:i:c:s0360544223032413
    DOI: 10.1016/j.energy.2023.129847
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0360544223032413
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.energy.2023.129847?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. Liu, Yixing & Liu, Bo & Guo, Xiaoyu & Xu, Yiqiao & Ding, Zhengtao, 2023. "Household profile identification for retailers based on personalized federated learning," Energy, Elsevier, vol. 275(C).
    2. 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).
    3. Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
    4. Hu, Shuai & Xiang, Yue & Zhang, Hongcai & Xie, Shanyi & Li, Jianhua & Gu, Chenghong & Sun, Wei & Liu, Junyong, 2021. "Hybrid forecasting method for wind power integrating spatial correlation and corrected numerical weather prediction," Applied Energy, Elsevier, vol. 293(C).
    5. Harvey, David & Leybourne, Stephen & Newbold, Paul, 1997. "Testing the equality of prediction mean squared errors," International Journal of Forecasting, Elsevier, vol. 13(2), pages 281-291, June.
    6. Gonçalves, Carla & Bessa, Ricardo J. & Pinson, Pierre, 2021. "A critical overview of privacy-preserving approaches for collaborative forecasting," International Journal of Forecasting, Elsevier, vol. 37(1), pages 322-342.
    7. Li, Yang & Wang, Ruinong & Li, Yuanzheng & Zhang, Meng & Long, Chao, 2023. "Wind power forecasting considering data privacy protection: A federated deep reinforcement learning approach," Applied Energy, Elsevier, vol. 329(C).
    8. Wang, Lei & He, Yigang, 2022. "M2STAN: Multi-modal multi-task spatiotemporal attention network for multi-location ultra-short-term wind power multi-step predictions," Applied Energy, Elsevier, vol. 324(C).
    9. 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).
    10. 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).
    11. Amir Beck & Shoham Sabach, 2015. "Weiszfeld’s Method: Old and New Results," Journal of Optimization Theory and Applications, Springer, vol. 164(1), pages 1-40, January.
    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. 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).
    2. Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020. "Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss," Journal of International Money and Finance, Elsevier, vol. 104(C).
    3. Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 377-396.
    4. Máximo Camacho & Rafael Doménech, 2012. "MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(4), pages 475-497, December.
    5. Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Forecasting US real private residential fixed investment using a large number of predictors," Empirical Economics, Springer, vol. 51(4), pages 1557-1580, December.
    6. Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024. "Daily growth at risk: Financial or real drivers? The answer is not always the same," International Journal of Forecasting, Elsevier, vol. 40(2), pages 762-776.
    7. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2015. "The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US," Applied Economics, Taylor & Francis Journals, vol. 47(22), pages 2259-2277, May.
    8. Jonathan Berrisch & Florian Ziel, 2023. "Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices," Papers 2303.10019, arXiv.org, revised Feb 2024.
    9. Sucarrat, Genaro, 2009. "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-33.
    10. Massimiliano Marzo & Paolo Zagaglia, 2010. "Volatility forecasting for crude oil futures," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1587-1599.
    11. Mittnik, Stefan & Robinzonov, Nikolay & Spindler, Martin, 2015. "Stock market volatility: Identifying major drivers and the nature of their impact," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 1-14.
    12. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    13. Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87.
    14. Naser, Hanan, 2016. "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, vol. 56(C), pages 75-87.
    15. Vosen, Simeon & Schmidt, Torsten, 2012. "A monthly consumption indicator for Germany based on Internet search query data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 19(7), pages 683-687.
    16. Marian Vavra, 2015. "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers WP 5/2015, Research Department, National Bank of Slovakia.
    17. Rumler, Fabio & Valderrama, Maria Teresa, 2010. "Comparing the New Keynesian Phillips Curve with time series models to forecast inflation," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 126-144, August.
    18. Giot, Pierre & Petitjean, Mikael, 2007. "The information content of the Bond-Equity Yield Ratio: Better than a random walk?," International Journal of Forecasting, Elsevier, vol. 23(2), pages 289-305.
    19. Parigi, Giuseppe & Golinelli, Roberto, 2005. "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers 5302, C.E.P.R. Discussion Papers.
    20. Hakan Kara & Pinar Ozlu & Deren Unalmis, 2015. "Turkiye icin Finansal Kosullar Endeksi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 15(3), pages 41-73.

    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:288:y:2024:i:c:s0360544223032413. 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.