Probabilistic wind power forecasting using selective ensemble of finite mixture Gaussian process regression models

Ensemble learning models have been widely used for wind power forecasting to facilitate efficient dispatching of power systems. However, traditional ensemble methods cannot always function well due to insufficient accuracy and diversity of base learners, ignorance of ensemble pruning, as well as the lack of adaptation capability. Therefore, a novel probabilistic wind power forecasting method is proposed based on selective ensemble of finite mixture Gaussian process regression models (SEFMGPR). First, a set of diverse local Gaussian process regression (GPR) models are constructed through multimodal perturbation mechanism, i.e., perturbing the training data and input attributes simultaneously. Then, a set of finite mixture GPR models (FMGPR) is built by integrating local GPR models through finite mixture mechanism (FMM). Next, the highly influential FMGPR models are selected using genetic algorithm (GA) based ensemble pruning. When a new test sample comes, the component predictions from the selected FMGPR models are adaptively combined by using FMM again and the probabilistic prediction results of the SEFMGPR model are obtained. Besides, an incremental adaptation mechanism is used to alleviate performance degradation of SEFMGPR. The application results from a real wind farm dataset show that SEFMGPR outperforms the traditional global and ensemble wind power prediction methods, and can maintain high prediction accuracy by effectively handling time-varying changes of wind power data.