IDEAS home Printed from https://ideas.repec.org/a/gam/jeners/v13y2020i7p1596-d339834.html
   My bibliography  Save this article

A Hybrid Nonlinear Forecasting Strategy for Short-Term Wind Speed

Author

Listed:
  • Xin Zhao

    (Key Laboratory of Measurement and Control of CSE, Ministry of Education, School of Automation, Southeast University, Nanjing 210096, China)

  • Haikun Wei

    (Key Laboratory of Measurement and Control of CSE, Ministry of Education, School of Automation, Southeast University, Nanjing 210096, China)

  • Chenxi Li

    (Key Laboratory of Measurement and Control of CSE, Ministry of Education, School of Automation, Southeast University, Nanjing 210096, China)

  • Kanjian Zhang

    (Key Laboratory of Measurement and Control of CSE, Ministry of Education, School of Automation, Southeast University, Nanjing 210096, China)

Abstract

The ability to predict wind speeds is very important for the security and stability of wind farms and power system operations. Wind speeds typically vary slowly over time, which makes them difficult to forecast. In this study, a hybrid nonlinear estimation approach combining Gaussian process (GP) and unscented Kalman filter (UKF) is proposed to predict dynamic changes of wind speed and improve forecasting accuracy. The proposed approach can provide both point and interval predictions for wind speed. Firstly, the GP method is established as the nonlinear transition function of a state space model, and the covariance obtained from the GP predictive model is used as the process noise. Secondly, UKF is used to solve the state space model and update the initial prediction of short-term wind speed. The proposed hybrid approach can adjust dynamically in conjunction with the distribution changes. In order to evaluate the performance of the proposed hybrid approach, the persistence model, GP model, autoregressive (AR) model, and AR integrated with Kalman filter (KF) model are used to predict the results for comparison. Taking two wind farms in China and the National Renewable Energy Laboratory (NREL) database as the experimental data, the results show that the proposed hybrid approach is suitable for wind speed predictions, and that it can increase forecasting accuracy.

Suggested Citation

  • Xin Zhao & Haikun Wei & Chenxi Li & Kanjian Zhang, 2020. "A Hybrid Nonlinear Forecasting Strategy for Short-Term Wind Speed," Energies, MDPI, vol. 13(7), pages 1-15, April.
    • Handle: RePEc:gam:jeners:v:13:y:2020:i:7:p:1596-:d:339834
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/1996-1073/13/7/1596/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/1996-1073/13/7/1596/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Li, Ranran & Jin, Yu, 2018. "A wind speed interval prediction system based on multi-objective optimization for machine learning method," Applied Energy, Elsevier, vol. 228(C), pages 2207-2220.
    2. Sun, Shaolong & Qiao, Han & Wei, Yunjie & Wang, Shouyang, 2017. "A new dynamic integrated approach for wind speed forecasting," Applied Energy, Elsevier, vol. 197(C), pages 151-162.
    3. 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.
    4. Yuansheng Huang & Lei Yang & Shijian Liu & Guangli Wang, 2019. "Multi-Step Wind Speed Forecasting Based On Ensemble Empirical Mode Decomposition, Long Short Term Memory Network and Error Correction Strategy," Energies, MDPI, vol. 12(10), pages 1-22, May.
    5. 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.
    6. Shukur, Osamah Basheer & Lee, Muhammad Hisyam, 2015. "Daily wind speed forecasting through hybrid KF-ANN model based on ARIMA," Renewable Energy, Elsevier, vol. 76(C), pages 637-647.
    7. 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.
    8. Ramasamy, P. & Chandel, S.S. & Yadav, Amit Kumar, 2015. "Wind speed prediction in the mountainous region of India using an artificial neural network model," Renewable Energy, Elsevier, vol. 80(C), pages 338-347.
    9. Zhang, Chi & Wei, Haikun & Zhao, Junsheng & Liu, Tianhong & Zhu, Tingting & Zhang, Kanjian, 2016. "Short-term wind speed forecasting using empirical mode decomposition and feature selection," Renewable Energy, Elsevier, vol. 96(PA), pages 727-737.
    10. Neeraj Bokde & Andrés Feijóo & Daniel Villanueva & Kishore Kulat, 2019. "A Review on Hybrid Empirical Mode Decomposition Models for Wind Speed and Wind Power Prediction," Energies, MDPI, vol. 12(2), pages 1-42, January.
    11. Erasmo Cadenas & Wilfrido Rivera & Rafael Campos-Amezcua & Christopher Heard, 2016. "Wind Speed Prediction Using a Univariate ARIMA Model and a Multivariate NARX Model," Energies, MDPI, vol. 9(2), pages 1-15, February.
    12. Zuluaga, Carlos D. & Álvarez, Mauricio A. & Giraldo, Eduardo, 2015. "Short-term wind speed prediction based on robust Kalman filtering: An experimental comparison," Applied Energy, Elsevier, vol. 156(C), pages 321-330.
    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. Matheus Henrique Dal Molin Ribeiro & Stéfano Frizzo Stefenon & José Donizetti de Lima & Ademir Nied & Viviana Cocco Mariani & Leandro dos Santos Coelho, 2020. "Electricity Price Forecasting Based on Self-Adaptive Decomposition and Heterogeneous Ensemble Learning," Energies, MDPI, vol. 13(19), pages 1-22, October.
    2. Wang, Jianzhou & Wang, Shuai & Li, Zhiwu, 2021. "Wind speed deterministic forecasting and probabilistic interval forecasting approach based on deep learning, modified tunicate swarm algorithm, and quantile regression," Renewable Energy, Elsevier, vol. 179(C), pages 1246-1261.
    3. Tian, Zhongda & Chen, Hao, 2021. "Multi-step short-term wind speed prediction based on integrated multi-model fusion," Applied Energy, Elsevier, vol. 298(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. 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. Liu, Hui & Chen, Chao, 2019. "Data processing strategies in wind energy forecasting models and applications: A comprehensive review," Applied Energy, Elsevier, vol. 249(C), pages 392-408.
    3. Athraa Ali Kadhem & Noor Izzri Abdul Wahab & Ishak Aris & Jasronita Jasni & Ahmed N. Abdalla, 2017. "Advanced Wind Speed Prediction Model Based on a Combination of Weibull Distribution and an Artificial Neural Network," Energies, MDPI, vol. 10(11), pages 1-17, October.
    4. 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.
    5. Neeraj Bokde & Andrés Feijóo & Nadhir Al-Ansari & Siyu Tao & Zaher Mundher Yaseen, 2020. "The Hybridization of Ensemble Empirical Mode Decomposition with Forecasting Models: Application of Short-Term Wind Speed and Power Modeling," Energies, MDPI, vol. 13(7), pages 1-23, April.
    6. 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.
    7. 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.
    8. 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.
    9. Wang, Deyun & Luo, Hongyuan & Grunder, Olivier & Lin, Yanbing, 2017. "Multi-step ahead wind speed forecasting using an improved wavelet neural network combining variational mode decomposition and phase space reconstruction," Renewable Energy, Elsevier, vol. 113(C), pages 1345-1358.
    10. Jiang, Ping & Yang, Hufang & Heng, Jiani, 2019. "A hybrid forecasting system based on fuzzy time series and multi-objective optimization for wind speed forecasting," Applied Energy, Elsevier, vol. 235(C), pages 786-801.
    11. Wang, Yun & Wang, Haibo & Srinivasan, Dipti & Hu, Qinghua, 2019. "Robust functional regression for wind speed forecasting based on Sparse Bayesian learning," Renewable Energy, Elsevier, vol. 132(C), pages 43-60.
    12. 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.
    13. Liu, Zhenkun & Jiang, Ping & Zhang, Lifang & Niu, Xinsong, 2020. "A combined forecasting model for time series: Application to short-term wind speed forecasting," Applied Energy, Elsevier, vol. 259(C).
    14. Liu, Xiaolei & Lin, Zi & Feng, Ziming, 2021. "Short-term offshore wind speed forecast by seasonal ARIMA - A comparison against GRU and LSTM," Energy, Elsevier, vol. 227(C).
    15. Dongxiao Niu & Yi Liang & Wei-Chiang Hong, 2017. "Wind Speed Forecasting Based on EMD and GRNN Optimized by FOA," Energies, MDPI, vol. 10(12), pages 1-18, December.
    16. 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).
    17. 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).
    18. Bai, Yulong & Liu, Ming-De & Ding, Lin & Ma, Yong-Jie, 2021. "Double-layer staged training echo-state networks for wind speed prediction using variational mode decomposition," Applied Energy, Elsevier, vol. 301(C).
    19. Wang, Jianzhou & Wang, Shuai & Li, Zhiwu, 2021. "Wind speed deterministic forecasting and probabilistic interval forecasting approach based on deep learning, modified tunicate swarm algorithm, and quantile regression," Renewable Energy, Elsevier, vol. 179(C), pages 1246-1261.
    20. 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.

    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:gam:jeners:v:13:y:2020:i:7:p:1596-:d:339834. 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: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    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.