IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v534y2019ics0378437119312622.html
   My bibliography  Save this article

A new multistage short-term wind power forecast model using decomposition and artificial intelligence methods

Author

Listed:
  • Çevik, Hasan Hüseyin
  • Çunkaş, Mehmet
  • Polat, Kemal

Abstract

In this study, a new forecast model consist of three stages is proposed for the next hour wind power. In the first stage, wind speed, wind direction, and wind power have been forecasted by using historical data. Artificial Neuro-Fuzzy Inference System (ANFIS), Artificial Neural Network (ANN) and Support Vector Regression (SVR) have been chosen as forecast methods, while Empirical Mode Decomposition (EMD) and Stationary Wavelet Decomposition (SWD) methods have been preferred as pre-processing methods. The other two stages have been used to improve the wind power forecast value obtained at the end of the first stage. In the second stage, the forecast values found in the first stage have been applied to the same forecast methods, and wind power forecast value has been updated. In the third stage, a correction process is applied, and the final forecast value is obtained. While four-year data are selected as train data, two-year data are tested. SWD-ANFIS has given the best results in the first stage while ANN has given the best result in the second stage. Finally, the ensemble result has been found by taking the weighted average of the results of the three methods. Mean Absolute Error (MAE) values found at each stage are the 0.333, 0.294 and 0.278, respectively. The obtained results have been compared with literature studies. The results show that the proposed multistage forecast model is capable of wind power forecasting efficiently and produce very close values to the actual data.

Suggested Citation

  • Çevik, Hasan Hüseyin & Çunkaş, Mehmet & Polat, Kemal, 2019. "A new multistage short-term wind power forecast model using decomposition and artificial intelligence methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
  • Handle: RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312622
    DOI: 10.1016/j.physa.2019.122177
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437119312622
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2019.122177?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. Wang, Kejun & Qi, Xiaoxia & Liu, Hongda & Song, Jiakang, 2018. "Deep belief network based k-means cluster approach for short-term wind power forecasting," Energy, Elsevier, vol. 165(PA), pages 840-852.
    2. Haße, Hendrik & Li, Bin & Weißenberg, Norbert & Cirullies, Jan & Otto, Boris, 2019. "Digital twin for real-time data processing in logistics," Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL), in: Kersten, Wolfgang & Blecker, Thorsten & Ringle, Christian M. (ed.), Artificial Intelligence and Digital Transformation in Supply Chain Management: Innovative Approaches for Supply Chains. Proceedings of the Hamburg Int, volume 27, pages 4-28, Hamburg University of Technology (TUHH), Institute of Business Logistics and General Management.
    3. D’Amico, Guglielmo & Petroni, Filippo & Prattico, Flavio, 2017. "Insuring wind energy production," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 542-553.
    4. D’Amico, Guglielmo & Petroni, Filippo & Prattico, Flavio, 2014. "Wind speed and energy forecasting at different time scales: A nonparametric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 406(C), pages 59-66.
    5. Zhang, Guoqiang & Eddy Patuwo, B. & Y. Hu, Michael, 1998. "Forecasting with artificial neural networks:: The state of the art," International Journal of Forecasting, Elsevier, vol. 14(1), pages 35-62, March.
    6. Nibaldo Rodríguez & Claudio Cubillos & José-Miguel Rubio, 2014. "Multi-Step-Ahead Forecasting Model for Monthly Anchovy Catches Based on Wavelet Analysis," Journal of Applied Mathematics, Hindawi, vol. 2014, pages 1-8, February.
    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. Yan Hong & Ding Wang & Jingming Su & Maowei Ren & Wanqiu Xu & Yuhao Wei & Zhen Yang, 2023. "Short-Term Power Load Forecasting in Three Stages Based on CEEMDAN-TGA Model," Sustainability, MDPI, vol. 15(14), pages 1-28, July.
    2. Bilal, Boudy & Adjallah, Kondo Hloindo & Sava, Alexandre & Yetilmezsoy, Kaan & Ouassaid, Mohammed, 2023. "Wind turbine output power prediction and optimization based on a novel adaptive neuro-fuzzy inference system with the moving window," Energy, Elsevier, vol. 263(PE).
    3. Bilal, Boudy & Adjallah, Kondo Hloindo & Sava, Alexandre & Yetilmezsoy, Kaan & Kıyan, Emel, 2022. "Wind power conversion system model identification using adaptive neuro-fuzzy inference systems: A case study," Energy, Elsevier, vol. 239(PB).
    4. Vladimir Simankov & Pavel Buchatskiy & Semen Teploukhov & Stefan Onishchenko & Anatoliy Kazak & Petr Chetyrbok, 2023. "Review of Estimating and Predicting Models of the Wind Energy Amount," Energies, MDPI, vol. 16(16), pages 1-24, August.
    5. Acikgoz, Hakan & Budak, Umit & Korkmaz, Deniz & Yildiz, Ceyhun, 2021. "WSFNet: An efficient wind speed forecasting model using channel attention-based densely connected convolutional neural network," Energy, Elsevier, vol. 233(C).
    6. 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).
    7. Meng, Huixing & Geng, Mengyao & Xing, Jinduo & Zio, Enrico, 2022. "A hybrid method for prognostics of lithium-ion batteries capacity considering regeneration phenomena," Energy, Elsevier, vol. 261(PB).
    8. Jiang, He & Dong, Yawei & Dong, Yao & Wang, Jianzhou, 2024. "Power load forecasting based on spatial–temporal fusion graph convolution network," Technological Forecasting and Social Change, Elsevier, vol. 204(C).
    9. Zhou, Yilin & Wang, Jianzhou & Lu, Haiyan & Zhao, Weigang, 2022. "Short-term wind power prediction optimized by multi-objective dragonfly algorithm based on variational mode decomposition," Chaos, Solitons & Fractals, Elsevier, vol. 157(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. Guglielmo D’Amico & Fulvio Gismondi & Filippo Petroni, 2020. "Insurance Contracts for Hedging Wind Power Uncertainty," Mathematics, MDPI, vol. 8(8), pages 1-16, August.
    2. Balkin, Sandy, 2001. "On Forecasting Exchange Rates Using Neural Networks: P.H. Franses and P.V. Homelen, 1998, Applied Financial Economics, 8, 589-596," International Journal of Forecasting, Elsevier, vol. 17(1), pages 139-140.
    3. Barrow, Devon & Kourentzes, Nikolaos, 2018. "The impact of special days in call arrivals forecasting: A neural network approach to modelling special days," European Journal of Operational Research, Elsevier, vol. 264(3), pages 967-977.
    4. Daniel Buncic, 2012. "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, vol. 43(1), pages 399-426, August.
    5. Apostolos Ampountolas & Titus Nyarko Nde & Paresh Date & Corina Constantinescu, 2021. "A Machine Learning Approach for Micro-Credit Scoring," Risks, MDPI, vol. 9(3), pages 1-20, March.
    6. Peng Zhu & Yuante Li & Yifan Hu & Qinyuan Liu & Dawei Cheng & Yuqi Liang, 2024. "LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU," Papers 2409.08282, arXiv.org, revised Sep 2024.
    7. Amelio, Andrea & Giardino-Karlinger, Liliane & Valletti, Tommaso, 2020. "Exclusionary pricing in two-sided markets," International Journal of Industrial Organization, Elsevier, vol. 73(C).
    8. Ebrahimpour, Reza & Nikoo, Hossein & Masoudnia, Saeed & Yousefi, Mohammad Reza & Ghaemi, Mohammad Sajjad, 2011. "Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange," International Journal of Forecasting, Elsevier, vol. 27(3), pages 804-816, July.
    9. Hewamalage, Hansika & Bergmeir, Christoph & Bandara, Kasun, 2021. "Recurrent Neural Networks for Time Series Forecasting: Current status and future directions," International Journal of Forecasting, Elsevier, vol. 37(1), pages 388-427.
    10. Leung, Philip C.M. & Lee, Eric W.M., 2013. "Estimation of electrical power consumption in subway station design by intelligent approach," Applied Energy, Elsevier, vol. 101(C), pages 634-643.
    11. Yang, Mao & Wang, Da & Xu, Chuanyu & Dai, Bozhi & Ma, Miaomiao & Su, Xin, 2023. "Power transfer characteristics in fluctuation partition algorithm for wind speed and its application to wind power forecasting," Renewable Energy, Elsevier, vol. 211(C), pages 582-594.
    12. Donya Rahmani & Saeed Heravi & Hossein Hassani & Mansi Ghodsi, 2016. "Forecasting time series with structural breaks with Singular Spectrum Analysis, using a general form of recurrent formula," Papers 1605.02188, arXiv.org.
    13. Wei Sun & Yujun He & Hong Chang, 2015. "Forecasting Fossil Fuel Energy Consumption for Power Generation Using QHSA-Based LSSVM Model," Energies, MDPI, vol. 8(2), pages 1-21, January.
    14. Saman, Corina, 2011. "Scenarios of the Romanian GDP Evolution With Neural Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 129-140, December.
    15. Ghiassi, M. & Saidane, H. & Zimbra, D.K., 2005. "A dynamic artificial neural network model for forecasting time series events," International Journal of Forecasting, Elsevier, vol. 21(2), pages 341-362.
    16. Barrow, Devon K., 2016. "Forecasting intraday call arrivals using the seasonal moving average method," Journal of Business Research, Elsevier, vol. 69(12), pages 6088-6096.
    17. Jani, D.B. & Mishra, Manish & Sahoo, P.K., 2017. "Application of artificial neural network for predicting performance of solid desiccant cooling systems – A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 80(C), pages 352-366.
    18. Oscar Claveria & Salvador Torra, 2013. "“Forecasting Business surveys indicators: neural networks vs. time series models”," AQR Working Papers 201312, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2013.
    19. Bento, P.M.R. & Pombo, J.A.N. & Calado, M.R.A. & Mariano, S.J.P.S., 2018. "A bat optimized neural network and wavelet transform approach for short-term price forecasting," Applied Energy, Elsevier, vol. 210(C), pages 88-97.
    20. Nataša Glišović & Miloš Milenković & Nebojša Bojović & Libor Švadlenka & Zoran Avramović, 2016. "A hybrid model for forecasting the volume of passenger flows on Serbian railways," Operational Research, Springer, vol. 16(2), pages 271-285, July.

    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:phsmap:v:534:y:2019:i:c:s0378437119312622. 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/physica-a-statistical-mechpplications/ .

    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.