IDEAS home Printed from https://ideas.repec.org/a/eee/renene/v178y2021icp709-719.html
   My bibliography  Save this article

A unified Bayesian filtering framework for multi-horizon wind speed prediction with improved accuracy

Author

Listed:
  • Cai, Haoshu
  • Jia, Xiaodong
  • Feng, Jianshe
  • Yang, Qibo
  • Li, Wenzhe
  • Li, Fei
  • Lee, Jay

Abstract

This paper proposes a unified filtering framework for multi-horizon wind speed prediction. The novelty of this paper focuses on the integration of the short-term prediction model, the Numerical Weather Prediction (NWP) and a smoothing term into a unified framework based on Bayesian filters. In the proposed framework, the system state function of the Bayesian filter is constructed by a pre-trained static model based on Gaussian Process Regression (GPR) to enhance the short-term prediction accuracy. Meanwhile, NWP data is integrated by the system input of the state function of the Bayesian filter. The integration of NWP guarantees the medium/long-term prediction accuracy. The measurement function of the Bayesian filter is constructed as a smoothing term to further improve the overall accuracy of the proposed method. The prediction accuracy of the proposed filtering framework is extensively benchmarked with other existing approaches based on the data from an offshore wind farm. The benchmarking results suggest that the proposed method yields improved prediction performance in short-term horizon. For medium/long-term horizon, the best accuracy of RMSE is improved by about 46% compared with the benchmarks.

Suggested Citation

  • Cai, Haoshu & Jia, Xiaodong & Feng, Jianshe & Yang, Qibo & Li, Wenzhe & Li, Fei & Lee, Jay, 2021. "A unified Bayesian filtering framework for multi-horizon wind speed prediction with improved accuracy," Renewable Energy, Elsevier, vol. 178(C), pages 709-719.
    • Handle: RePEc:eee:renene:v:178:y:2021:i:c:p:709-719
    DOI: 10.1016/j.renene.2021.06.092
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960148121009587
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.renene.2021.06.092?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. Zhao, Jing & Wang, Jianzhou & Guo, Zhenhai & Guo, Yanling & Lin, Wantao & Lin, Yihua, 2019. "Multi-step wind speed forecasting based on numerical simulations and an optimized stochastic ensemble method," Applied Energy, Elsevier, vol. 255(C).
    2. Mohandes, M.A. & Halawani, T.O. & Rehman, S. & Hussain, Ahmed A., 2004. "Support vector machines for wind speed prediction," Renewable Energy, Elsevier, vol. 29(6), pages 939-947.
    3. Cai, Haoshu & Jia, Xiaodong & Feng, Jianshe & Li, Wenzhe & Hsu, Yuan-Ming & Lee, Jay, 2020. "Gaussian Process Regression for numerical wind speed prediction enhancement," Renewable Energy, Elsevier, vol. 146(C), pages 2112-2123.
    4. Lei, Ma & Shiyan, Luan & Chuanwen, Jiang & Hongling, Liu & Yan, Zhang, 2009. "A review on the forecasting of wind speed and generated power," Renewable and Sustainable Energy Reviews, Elsevier, vol. 13(4), pages 915-920, May.
    5. Wang, Han & Han, Shuang & Liu, Yongqian & Yan, Jie & Li, Li, 2019. "Sequence transfer correction algorithm for numerical weather prediction wind speed and its application in a wind power forecasting system," Applied Energy, Elsevier, vol. 237(C), pages 1-10.
    6. Hu, Jianming & Wang, Jianzhou, 2015. "Short-term wind speed prediction using empirical wavelet transform and Gaussian process regression," Energy, Elsevier, vol. 93(P2), pages 1456-1466.
    7. Al-Yahyai, Sultan & Charabi, Yassine & Gastli, Adel, 2010. "Review of the use of Numerical Weather Prediction (NWP) Models for wind energy assessment," Renewable and Sustainable Energy Reviews, Elsevier, vol. 14(9), pages 3192-3198, December.
    8. Chen, Kuilin & Yu, Jie, 2014. "Short-term wind speed prediction using an unscented Kalman filter based state-space support vector regression approach," Applied Energy, Elsevier, vol. 113(C), pages 690-705.
    9. Qian, Zheng & Pei, Yan & Zareipour, Hamidreza & Chen, Niya, 2019. "A review and discussion of decomposition-based hybrid models for wind energy forecasting applications," Applied Energy, Elsevier, vol. 235(C), pages 939-953.
    10. Wang, Jianzhou & Song, Yiliao & Liu, Feng & Hou, Ru, 2016. "Analysis and application of forecasting models in wind power integration: A review of multi-step-ahead wind speed forecasting models," Renewable and Sustainable Energy Reviews, Elsevier, vol. 60(C), pages 960-981.
    11. Cassola, Federico & Burlando, Massimiliano, 2012. "Wind speed and wind energy forecast through Kalman filtering of Numerical Weather Prediction model output," Applied Energy, Elsevier, vol. 99(C), pages 154-166.
    12. Erdem, Ergin & Shi, Jing, 2011. "ARMA based approaches for forecasting the tuple of wind speed and direction," Applied Energy, Elsevier, vol. 88(4), pages 1405-1414, April.
    13. Cai, Haoshu & Jia, Xiaodong & Feng, Jianshe & Yang, Qibo & Hsu, Yuan-Ming & Chen, Yudi & Lee, Jay, 2019. "A combined filtering strategy for short term and long term wind speed prediction with improved accuracy," Renewable Energy, Elsevier, vol. 136(C), pages 1082-1090.
    14. Zhang, Zhendong & Ye, Lei & Qin, Hui & Liu, Yongqi & Wang, Chao & Yu, Xiang & Yin, Xingli & Li, Jie, 2019. "Wind speed prediction method using Shared Weight Long Short-Term Memory Network and Gaussian Process Regression," Applied Energy, Elsevier, vol. 247(C), pages 270-284.
    15. Lahouar, A. & Ben Hadj Slama, J., 2017. "Hour-ahead wind power forecast based on random forests," Renewable Energy, Elsevier, vol. 109(C), pages 529-541.
    16. Hoolohan, Victoria & Tomlin, Alison S. & Cockerill, Timothy, 2018. "Improved near surface wind speed predictions using Gaussian process regression combined with numerical weather predictions and observed meteorological data," Renewable Energy, Elsevier, vol. 126(C), pages 1043-1054.
    17. Liu, Hui & Tian, Hong-qi & Li, Yan-fei, 2012. "Comparison of two new ARIMA-ANN and ARIMA-Kalman hybrid methods for wind speed prediction," Applied Energy, Elsevier, vol. 98(C), pages 415-424.
    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. Yukun Wang & Aiying Zhao & Xiaoxue Wei & Ranran Li, 2023. "A Novel Ensemble Model Based on an Advanced Optimization Algorithm for Wind Speed Forecasting," Energies, MDPI, vol. 16(14), pages 1-19, July.
    2. Fu, Wenlong & Fu, Yuchen & Li, Bailing & Zhang, Hairong & Zhang, Xuanrui & Liu, Jiarui, 2023. "A compound framework incorporating improved outlier detection and correction, VMD, weight-based stacked generalization with enhanced DESMA for multi-step short-term wind speed forecasting," Applied Energy, Elsevier, vol. 348(C).
    3. Yuxuan Shi & Yanyu Wang & Haoran Zheng, 2022. "Wind Speed Prediction for Offshore Sites Using a Clockwork Recurrent Network," Energies, MDPI, vol. 15(3), pages 1-18, January.
    4. Liu, Xingdou & Zhang, Li & Wang, Jiangong & Zhou, Yue & Gan, Wei, 2023. "A unified multi-step wind speed forecasting framework based on numerical weather prediction grids and wind farm monitoring data," Renewable Energy, Elsevier, vol. 211(C), pages 948-963.

    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. Li, Wenzhe & Jia, Xiaodong & Li, Xiang & Wang, Yinglu & Lee, Jay, 2021. "A Markov model for short term wind speed prediction by integrating the wind acceleration information," Renewable Energy, Elsevier, vol. 164(C), pages 242-253.
    2. Tian, Chengshi & Hao, Yan & Hu, Jianming, 2018. "A novel wind speed forecasting system based on hybrid data preprocessing and multi-objective optimization," Applied Energy, Elsevier, vol. 231(C), pages 301-319.
    3. 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).
    4. Chen, Xue-Jun & Zhao, Jing & Jia, Xiao-Zhong & Li, Zhong-Long, 2021. "Multi-step wind speed forecast based on sample clustering and an optimized hybrid system," Renewable Energy, Elsevier, vol. 165(P1), pages 595-611.
    5. Cai, Haoshu & Jia, Xiaodong & Feng, Jianshe & Yang, Qibo & Hsu, Yuan-Ming & Chen, Yudi & Lee, Jay, 2019. "A combined filtering strategy for short term and long term wind speed prediction with improved accuracy," Renewable Energy, Elsevier, vol. 136(C), pages 1082-1090.
    6. Tascikaraoglu, A. & Uzunoglu, M., 2014. "A review of combined approaches for prediction of short-term wind speed and power," Renewable and Sustainable Energy Reviews, Elsevier, vol. 34(C), pages 243-254.
    7. Chinmoy, Lakshmi & Iniyan, S. & Goic, Ranko, 2019. "Modeling wind power investments, policies and social benefits for deregulated electricity market – A review," Applied Energy, Elsevier, vol. 242(C), pages 364-377.
    8. Liu, Hui & Tian, Hong-qi & Liang, Xi-feng & Li, Yan-fei, 2015. "Wind speed forecasting approach using secondary decomposition algorithm and Elman neural networks," Applied Energy, Elsevier, vol. 157(C), pages 183-194.
    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. Costa, Marcelo Azevedo & Ruiz-Cárdenas, Ramiro & Mineti, Leandro Brioschi & Prates, Marcos Oliveira, 2021. "Dynamic time scan forecasting for multi-step wind speed prediction," Renewable Energy, Elsevier, vol. 177(C), pages 584-595.
    11. Li, Ke & Shen, Ruifang & Wang, Zhenguo & Yan, Bowen & Yang, Qingshan & Zhou, Xuhong, 2023. "An efficient wind speed prediction method based on a deep neural network without future information leakage," Energy, Elsevier, vol. 267(C).
    12. Akçay, Hüseyin & Filik, Tansu, 2017. "Short-term wind speed forecasting by spectral analysis from long-term observations with missing values," Applied Energy, Elsevier, vol. 191(C), pages 653-662.
    13. Liu, Hui & Duan, Zhu & Li, Yanfei & Lu, Haibo, 2018. "A novel ensemble model of different mother wavelets for wind speed multi-step forecasting," Applied Energy, Elsevier, vol. 228(C), pages 1783-1800.
    14. Zhao, Xinyu & Bai, Mingliang & Yang, Xusheng & Liu, Jinfu & Yu, Daren & Chang, Juntao, 2021. "Short-term probabilistic predictions of wind multi-parameter based on one-dimensional convolutional neural network with attention mechanism and multivariate copula distribution estimation," Energy, Elsevier, vol. 234(C).
    15. Zhao, Jing & Guo, Zhenhai & Guo, Yanling & Lin, Wantao & Zhu, Wenjin, 2021. "A self-organizing forecast of day-ahead wind speed: Selective ensemble strategy based on numerical weather predictions," Energy, Elsevier, vol. 218(C).
    16. Guanjun Liu & Chao Wang & Hui Qin & Jialong Fu & Qin Shen, 2022. "A Novel Hybrid Machine Learning Model for Wind Speed Probabilistic Forecasting," Energies, MDPI, vol. 15(19), pages 1-16, September.
    17. Wang, Jianzhou & Niu, Tong & Lu, Haiyan & Guo, Zhenhai & Yang, Wendong & Du, Pei, 2018. "An analysis-forecast system for uncertainty modeling of wind speed: A case study of large-scale wind farms," Applied Energy, Elsevier, vol. 211(C), pages 492-512.
    18. Liu, Guanjun & Wang, Yun & Qin, Hui & Shen, Keyan & Liu, Shuai & Shen, Qin & Qu, Yuhua & Zhou, Jianzhong, 2023. "Probabilistic spatiotemporal forecasting of wind speed based on multi-network deep ensembles method," Renewable Energy, Elsevier, vol. 209(C), pages 231-247.
    19. Liu, Hui & Duan, Zhu, 2020. "A vanishing moment ensemble model for wind speed multi-step prediction with multi-objective base model selection," Applied Energy, Elsevier, vol. 261(C).
    20. Lahouar, A. & Ben Hadj Slama, J., 2017. "Hour-ahead wind power forecast based on random forests," Renewable Energy, Elsevier, vol. 109(C), pages 529-541.

    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:renene:v:178:y:2021:i:c:p:709-719. 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/renewable-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.