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The univariate model for long-term wind speed forecasting based on wavelet soft threshold denoising and improved Autoformer

Author

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  • Ban, Guihua
  • Chen, Yan
  • Xiong, Zhenhua
  • Zhuo, Yixin
  • Huang, Kui

Abstract

Accurate wind speed prediction is crucial for effective wind power grid integration and energy dispatching. Recent research has explored the combination of decomposition algorithms with forecast models to form hybrid models, aiming to enhance wind speed prediction accuracy. However, these traditional decomposition techniques often lead to high time costs in practical applications, as they require new wind speed sequences to be appended to historical long sequences for decomposition before entering the forecast model. To overcome this challenge, this study introduces and improves the Autoformer model, applying it for the first time to long-term univariate wind speed forecasting. By incorporating decomposition technology as a sub-module of the forecast model, Autoformer not only solves the high time cost issue found in conventional hybrid models but also retains the benefits of decomposition technology in time series processing.Furthermore, in this paper, the decomposition module of Autoformer is replaced with the Mixture of Expert Decomposition Module (MOEDecomp) to better extract complex trend elements of wind speed series. Combined with the auto-correlation mechanism, sequential attention is paid to wind speed for extracting time dependencies in long series. Additionally, the Wavelet Soft Threshold Denoising (WSTD) algorithm is utilised for noise reduction in wind speed sequences. To evaluate the model's performance, two multi-step forecasting strategies were employed to predict wind speeds for the forthcoming 24, 48, 72, 96, and 120 h using four datasets. Experimental results demonstrate that the proposed model surpasses 15 comparative models in terms of prediction accuracy, generalization ability, and handling uncertain data.

Suggested Citation

  • 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).
    • Handle: RePEc:eee:energy:v:290:y:2024:i:c:s0360544223036198
    DOI: 10.1016/j.energy.2023.130225
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    References listed on IDEAS

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