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A Compound Wind Power Forecasting Strategy Based on Clustering, Two-Stage Decomposition, Parameter Optimization, and Optimal Combination of Multiple Machine Learning Approaches

Author

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  • Sizhou Sun

    (School of Mechatronic Engineering and Automation, Shanghai University, Shanghai 200072, China
    School of Electrical Engineering, Anhui Polytechnic University, Wuhu 241000, China
    Anhui Key Laboratory of Electric Drive and Control, Anhui Polytechnic University, Wuhu 241000, China)

  • Jingqi Fu

    (School of Mechatronic Engineering and Automation, Shanghai University, Shanghai 200072, China)

  • Ang Li

    (School of Mechatronic Engineering and Automation, Shanghai University, Shanghai 200072, China)

Abstract

Given the large-scale exploitation and utilization of wind power, the problems caused by the high stochastic and random characteristics of wind speed make researchers develop more reliable and precise wind power forecasting (WPF) models. To obtain better predicting accuracy, this study proposes a novel compound WPF strategy by optimal integration of four base forecasting engines. In the forecasting process, density-based spatial clustering of applications with noise (DBSCAN) is firstly employed to identify meaningful information and discard the abnormal wind power data. To eliminate the adverse influence of the missing data on the forecasting accuracy, Lagrange interpolation method is developed to get the corrected values of the missing points. Then, the two-stage decomposition (TSD) method including ensemble empirical mode decomposition (EEMD) and wavelet transform (WT) is utilized to preprocess the wind power data. In the decomposition process, the empirical wind power data are disassembled into different intrinsic mode functions (IMFs) and one residual (Res) by EEMD, and the highest frequent time series IMF1 is further broken into different components by WT. After determination of the input matrix by a partial autocorrelation function (PACF) and normalization into [0, 1], these decomposed components are used as the input variables of all the base forecasting engines, including least square support vector machine (LSSVM), wavelet neural networks (WNN), extreme learning machine (ELM) and autoregressive integrated moving average (ARIMA), to make the multistep WPF. To avoid local optima and improve the forecasting performance, the parameters in LSSVM, ELM, and WNN are tuned by backtracking search algorithm (BSA). On this basis, BSA algorithm is also employed to optimize the weighted coefficients of the individual forecasting results that produced by the four base forecasting engines to generate an ensemble of the forecasts. In the end, case studies for a certain wind farm in China are carried out to assess the proposed forecasting strategy.

Suggested Citation

  • Sizhou Sun & Jingqi Fu & Ang Li, 2019. "A Compound Wind Power Forecasting Strategy Based on Clustering, Two-Stage Decomposition, Parameter Optimization, and Optimal Combination of Multiple Machine Learning Approaches," Energies, MDPI, vol. 12(18), pages 1-22, September.
    • Handle: RePEc:gam:jeners:v:12:y:2019:i:18:p:3586-:d:268843
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    References listed on IDEAS

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    1. Evangelos Spiliotis & Fotios Petropoulos & Konstantinos Nikolopoulos, 2020. "The Impact of Imperfect Weather Forecasts on Wind Power Forecasting Performance: Evidence from Two Wind Farms in Greece," Energies, MDPI, vol. 13(8), pages 1-18, April.
    2. Mirosław Parol & Paweł Piotrowski & Piotr Kapler & Mariusz Piotrowski, 2021. "Forecasting of 10-Second Power Demand of Highly Variable Loads for Microgrid Operation Control," Energies, MDPI, vol. 14(5), pages 1-29, February.

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