IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v12y2024i13p2105-d1429081.html
   My bibliography  Save this article

Wind Energy Production in Italy: A Forecasting Approach Based on Fractional Brownian Motion and Generative Adversarial Networks

Author

Listed:
  • Luca Di Persio

    (Department of Computer Science, University of Verona, 37134 Verona, Italy)

  • Nicola Fraccarolo

    (Department of Mathematics, University of Trento, 38123 Trento, Italy)

  • Andrea Veronese

    (Department of Computer Science, University of Verona, 37134 Verona, Italy)

Abstract

This paper focuses on developing a predictive model for wind energy production in Italy, aligning with the ambitious goals of the European Green Deal. In particular, by utilising real data from the SUD (South) Italian electricity zone over seven years, the model employs stochastic differential equations driven by (fractional) Brownian motion-based dynamic and generative adversarial networks to forecast wind energy production up to one week ahead accurately. Numerical simulations demonstrate the model’s effectiveness in capturing the complexities of wind energy prediction.

Suggested Citation

  • Luca Di Persio & Nicola Fraccarolo & Andrea Veronese, 2024. "Wind Energy Production in Italy: A Forecasting Approach Based on Fractional Brownian Motion and Generative Adversarial Networks," Mathematics, MDPI, vol. 12(13), pages 1-16, July.
  • Handle: RePEc:gam:jmathe:v:12:y:2024:i:13:p:2105-:d:1429081
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/12/13/2105/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/12/13/2105/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Shi, Jing & Guo, Jinmei & Zheng, Songtao, 2012. "Evaluation of hybrid forecasting approaches for wind speed and power generation time series," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(5), pages 3471-3480.
    2. Kavasseri, Rajesh G. & Seetharaman, Krithika, 2009. "Day-ahead wind speed forecasting using f-ARIMA models," Renewable Energy, Elsevier, vol. 34(5), pages 1388-1393.
    3. Niu, Zhewen & Yu, Zeyuan & Tang, Wenhu & Wu, Qinghua & Reformat, Marek, 2020. "Wind power forecasting using attention-based gated recurrent unit network," Energy, Elsevier, vol. 196(C).
    4. Luca Di Persio & Nicola Fraccarolo, 2023. "Investment and Bidding Strategies for Optimal Transmission Management Dynamics: The Italian Case," Energies, MDPI, vol. 16(16), pages 1-16, August.
    5. Ait Maatallah, Othman & Achuthan, Ajit & Janoyan, Kerop & Marzocca, Pier, 2015. "Recursive wind speed forecasting based on Hammerstein Auto-Regressive model," Applied Energy, Elsevier, vol. 145(C), pages 191-197.
    6. Wang, Jianzhou & Wang, Shiqi & Yang, Wendong, 2019. "A novel non-linear combination system for short-term wind speed forecast," Renewable Energy, Elsevier, vol. 143(C), pages 1172-1192.
    7. Luca Di Persio & Nicola Fraccarolo, 2023. "Energy Consumption Forecasts by Gradient Boosting Regression Trees," Mathematics, MDPI, vol. 11(5), pages 1-17, February.
    8. Wei, Hu & Hongxuan, Zhang & Yu, Dong & Yiting, Wang & Ling, Dong & Ming, Xiao, 2019. "Short-term optimal operation of hydro-wind-solar hybrid system with improved generative adversarial networks," Applied Energy, Elsevier, vol. 250(C), pages 389-403.
    9. Rafal Weron, 2006. "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number hsbook0601, December.
    10. Song, Jingjing & Wang, Jianzhou & Lu, Haiyan, 2018. "A novel combined model based on advanced optimization algorithm for short-term wind speed forecasting," Applied Energy, Elsevier, vol. 215(C), pages 643-658.
    11. Zhang, Xiaochun & Ma, Chun & Song, Xia & Zhou, Yuyu & Chen, Weiping, 2016. "The impacts of wind technology advancement on future global energy," Applied Energy, Elsevier, vol. 184(C), pages 1033-1037.
    Full references (including those not matched with items on IDEAS)

    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. 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).
    2. Wu, Binrong & Wang, Lin & Zeng, Yu-Rong, 2022. "Interpretable wind speed prediction with multivariate time series and temporal fusion transformers," Energy, Elsevier, vol. 252(C).
    3. Zhang, Shuai & Chen, Yong & Xiao, Jiuhong & Zhang, Wenyu & Feng, Ruijun, 2021. "Hybrid wind speed forecasting model based on multivariate data secondary decomposition approach and deep learning algorithm with attention mechanism," Renewable Energy, Elsevier, vol. 174(C), pages 688-704.
    4. Rita Teixeira & Adelaide Cerveira & Eduardo J. Solteiro Pires & José Baptista, 2024. "Advancing Renewable Energy Forecasting: A Comprehensive Review of Renewable Energy Forecasting Methods," Energies, MDPI, vol. 17(14), pages 1-30, July.
    5. 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.
    6. Du, Pei & Yang, Dongchuan & Li, Yanzhao & Wang, Jianzhou, 2024. "An innovative interpretable combined learning model for wind speed forecasting," Applied Energy, Elsevier, vol. 358(C).
    7. Bentsen, Lars Ødegaard & Warakagoda, Narada Dilp & Stenbro, Roy & Engelstad, Paal, 2023. "Spatio-temporal wind speed forecasting using graph networks and novel Transformer architectures," Applied Energy, Elsevier, vol. 333(C).
    8. Emeksiz, Cem & Tan, Mustafa, 2022. "Wind speed estimation using novelty hybrid adaptive estimation model based on decomposition and deep learning methods (ICEEMDAN-CNN)," Energy, Elsevier, vol. 249(C).
    9. Yu Jin & Honggang Guo & Jianzhou Wang & Aiyi Song, 2020. "A Hybrid System Based on LSTM for Short-Term Power Load Forecasting," Energies, MDPI, vol. 13(23), pages 1-32, November.
    10. Jianguo Zhou & Xuechao Yu & Baoling Jin, 2018. "Short-Term Wind Power Forecasting: A New Hybrid Model Combined Extreme-Point Symmetric Mode Decomposition, Extreme Learning Machine and Particle Swarm Optimization," Sustainability, MDPI, vol. 10(9), pages 1-18, September.
    11. Pengjiao Wang & Qiuliang Long & Hu Zhang & Xu Chen & Ran Yu & Fengqi Guo, 2024. "Forecasting and Multilevel Early Warning of Wind Speed Using an Adaptive Kernel Estimator and Optimized Gated Recurrent Units," Mathematics, MDPI, vol. 12(16), pages 1-18, August.
    12. Fang, Ping & Fu, Wenlong & Wang, Kai & Xiong, Dongzhen & Zhang, Kai, 2022. "A compositive architecture coupling outlier correction, EWT, nonlinear Volterra multi-model fusion with multi-objective optimization for short-term wind speed forecasting," Applied Energy, Elsevier, vol. 307(C).
    13. Tang, Yugui & Yang, Kuo & Zhang, Shujing & Zhang, Zhen, 2024. "Wind power forecasting: A temporal domain generalization approach incorporating hybrid model and adversarial relationship-based training," Applied Energy, Elsevier, vol. 355(C).
    14. Rana Muhammad Adnan & Zhongmin Liang & Xiaohui Yuan & Ozgur Kisi & Muhammad Akhlaq & Binquan Li, 2019. "Comparison of LSSVR, M5RT, NF-GP, and NF-SC Models for Predictions of Hourly Wind Speed and Wind Power Based on Cross-Validation," Energies, MDPI, vol. 12(2), pages 1-22, January.
    15. Zhang, Lifang & Wang, Jianzhou & Niu, Xinsong & Liu, Zhenkun, 2021. "Ensemble wind speed forecasting with multi-objective Archimedes optimization algorithm and sub-model selection," Applied Energy, Elsevier, vol. 301(C).
    16. Wang, Jujie & Li, Yaning, 2018. "Multi-step ahead wind speed prediction based on optimal feature extraction, long short term memory neural network and error correction strategy," Applied Energy, Elsevier, vol. 230(C), pages 429-443.
    17. 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.
    18. Tang, Yugui & Yang, Kuo & Zheng, Yichu & Ma, Li & Zhang, Shujing & Zhang, Zhen, 2024. "Wind power forecasting: A transfer learning approach incorporating temporal convolution and adversarial training," Renewable Energy, Elsevier, vol. 224(C).
    19. Flavie Didier & Yong-Chao Liu & Salah Laghrouche & Daniel Depernet, 2024. "A Comprehensive Review on Advanced Control Methods for Floating Offshore Wind Turbine Systems above the Rated Wind Speed," Energies, MDPI, vol. 17(10), pages 1-33, May.
    20. Guo, Nai-Zhi & Shi, Ke-Zhong & Li, Bo & Qi, Liang-Wen & Wu, Hong-Hui & Zhang, Zi-Liang & Xu, Jian-Zhong, 2022. "A physics-inspired neural network model for short-term wind power prediction considering wake effects," Energy, Elsevier, vol. 261(PA).

    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:jmathe:v:12:y:2024:i:13:p:2105-:d:1429081. 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.