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The Hybridization of Ensemble Empirical Mode Decomposition with Forecasting Models: Application of Short-Term Wind Speed and Power Modeling

Author

Listed:
  • Neeraj Bokde

    (Department of Engineering - Renewable Energy and Thermodynamics, Aarhus University, Aarhus, Denmark
    These authors contributed equally to this work.)

  • Andrés Feijóo

    (Departamento de Enxeñería Eléctrica-Universidade de Vigo, Campus de Lagoas-Marcosende, Vigo, Spain
    These authors contributed equally to this work.)

  • Nadhir Al-Ansari

    (Civil, Environmental and Natural Resources Engineering, Lulea University of Technology, Lulea, Sweden
    These authors contributed equally to this work.)

  • Siyu Tao

    (School of Electrical Engineering, Southeast University, Nanjing, China
    These authors contributed equally to this work.)

  • Zaher Mundher Yaseen

    (Sustainable Developments in Civil Engineering Research Group, Faculty of Civil Engineering, Ton Duc Thang University, Ho Chi Minh City, Vietnam
    These authors contributed equally to this work.)

Abstract

In this research, two hybrid intelligent models are proposed for prediction accuracy enhancement for wind speed and power modeling. The established models are based on the hybridisation of Ensemble Empirical Mode Decomposition (EEMD) with a Pattern Sequence-based Forecasting (PSF) model and the integration of EEMD-PSF with Autoregressive Integrated Moving Average (ARIMA) model. In both models (i.e., EEMD-PSF and EEMD-PSF-ARIMA), the EEMD method is used to decompose the time-series into a set of sub-series and the forecasting of each sub-series is initiated by respective prediction models. In the EEMD-PSF model, all sub-series are predicted using the PSF model, whereas in the EEMD-PSF-ARIMA model, the sub-series with high and low frequencies are predicted using PSF and ARIMA, respectively. The selection of the PSF or ARIMA models for the prediction process is dependent on the time-series characteristics of the decomposed series obtained with the EEMD method. The proposed models are examined for predicting wind speed and wind power time-series at Maharashtra state, India. In case of short-term wind power time-series prediction, both proposed methods have shown at least 18.03 and 14.78 percentage improvement in forecast accuracy in terms of root mean square error (RMSE) as compared to contemporary methods considered in this study for direct and iterated strategies, respectively. Similarly, for wind speed data, those improvement observed to be 20.00 and 23.80 percentages, respectively. These attained prediction results evidenced the potential of the proposed models for the wind speed and wind power forecasting. The current proposed methodology is transformed into R package ‘decomposedPSF’ which is discussed in the Appendix.

Suggested Citation

  • 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.
    • Handle: RePEc:gam:jeners:v:13:y:2020:i:7:p:1666-:d:340783
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