IDEAS home Printed from https://ideas.repec.org/a/gam/jsusta/v11y2019i6p1804-d217101.html
   My bibliography  Save this article

A Hybrid Approach for Multi-Step Wind Speed Forecasting Based on Multi-Scale Dominant Ingredient Chaotic Analysis, KELM and Synchronous Optimization Strategy

Author

Listed:
  • Wenlong Fu

    (College of Electrical Engineering & New Energy, China Three Gorges University, Yichang 443002, China
    Hubei Provincial Key Laboratory for Operation and Control of Cascaded Hydropower Station, China Three Gorges University, Yichang 443002, China)

  • Kai Wang

    (College of Electrical Engineering & New Energy, China Three Gorges University, Yichang 443002, China
    Hubei Provincial Key Laboratory for Operation and Control of Cascaded Hydropower Station, China Three Gorges University, Yichang 443002, China)

  • Jianzhong Zhou

    (School of Hydropower and Information Engineering, Huazhong University of Science and Technology, Wuhan 430074, China)

  • Yanhe Xu

    (School of Hydropower and Information Engineering, Huazhong University of Science and Technology, Wuhan 430074, China)

  • Jiawen Tan

    (College of Electrical Engineering & New Energy, China Three Gorges University, Yichang 443002, China
    Hubei Provincial Key Laboratory for Operation and Control of Cascaded Hydropower Station, China Three Gorges University, Yichang 443002, China)

  • Tie Chen

    (College of Electrical Engineering & New Energy, China Three Gorges University, Yichang 443002, China
    Hubei Provincial Key Laboratory for Operation and Control of Cascaded Hydropower Station, China Three Gorges University, Yichang 443002, China)

Abstract

Accurate wind speed prediction plays a significant role in reasonable scheduling and the safe operation of the power system. However, due to the non-linear and non-stationary traits of the wind speed time series, the construction of an accuracy forecasting model is difficult to achieve. To this end, a novel synchronous optimization strategy-based hybrid model combining multi-scale dominant ingredient chaotic analysis and a kernel extreme learning machine (KELM) is proposed, for which the multi-scale dominant ingredient chaotic analysis integrates variational mode decomposition (VMD), singular spectrum analysis (SSA) and phase-space reconstruction (PSR). For such a hybrid structure, the parameters in VMD, SSA, PSR and KELM that would affect the predictive performance are optimized by the proposed improved hybrid grey wolf optimizer-sine cosine algorithm (IHGWOSCA) synchronously. To begin with, VMD is employed to decompose the raw wind speed data into a set of sub-series with various frequency scales. Later, the extraction of dominant and residuary ingredients for each sub-series is implemented by SSA, after which, all of the residuary ingredients are accumulated with the residual of VMD, to generate an additional forecasting component. Subsequently, the inputs and outputs of KELM for each component are deduced by PSR, with which the forecasting model could be constructed. Finally, the ultimate forecasting values of the raw wind speed are calculated by accumulating the predicted results of all the components. Additionally, four datasets from Sotavento Galicia (SG) wind farm have been selected, to achieve the performance assessment of the proposed model. Furthermore, six relevant models are carried out for comparative analysis. The results illustrate that the proposed hybrid framework, VMD-SSA-PSR-KELM could achieve a better performance compared with other combined models, while the proposed synchronous parameter optimization strategy-based model could achieve an average improvement of 25% compared to the separated optimized VMD-SSA-PSR-KELM model.

Suggested Citation

  • Wenlong Fu & Kai Wang & Jianzhong Zhou & Yanhe Xu & Jiawen Tan & Tie Chen, 2019. "A Hybrid Approach for Multi-Step Wind Speed Forecasting Based on Multi-Scale Dominant Ingredient Chaotic Analysis, KELM and Synchronous Optimization Strategy," Sustainability, MDPI, vol. 11(6), pages 1-24, March.
    • Handle: RePEc:gam:jsusta:v:11:y:2019:i:6:p:1804-:d:217101
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2071-1050/11/6/1804/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/2071-1050/11/6/1804/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. 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.
    2. Chao Fu & Guo-Quan Li & Kuo-Ping Lin & Hui-Juan Zhang, 2019. "Short-Term Wind Power Prediction Based on Improved Chicken Algorithm Optimization Support Vector Machine," Sustainability, MDPI, vol. 11(2), pages 1-15, January.
    3. Liu, Da & Niu, Dongxiao & Wang, Hui & Fan, Leilei, 2014. "Short-term wind speed forecasting using wavelet transform and support vector machines optimized by genetic algorithm," Renewable Energy, Elsevier, vol. 62(C), pages 592-597.
    4. 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.
    5. Qunli Wu & Huaxing Lin, 2019. "Short-Term Wind Speed Forecasting Based on Hybrid Variational Mode Decomposition and Least Squares Support Vector Machine Optimized by Bat Algorithm Model," Sustainability, MDPI, vol. 11(3), pages 1-18, January.
    6. Pei Du & Yu Jin & Kequan Zhang, 2016. "A Hybrid Multi-Step Rolling Forecasting Model Based on SSA and Simulated Annealing—Adaptive Particle Swarm Optimization for Wind Speed," Sustainability, MDPI, vol. 8(8), pages 1-25, August.
    7. Niu, Tong & Wang, Jianzhou & Zhang, Kequan & Du, Pei, 2018. "Multi-step-ahead wind speed forecasting based on optimal feature selection and a modified bat algorithm with the cognition strategy," Renewable Energy, Elsevier, vol. 118(C), pages 213-229.
    8. Shao, Zhen & Chao, Fu & Yang, Shan-Lin & Zhou, Kai-Le, 2017. "A review of the decomposition methodology for extracting and identifying the fluctuation characteristics in electricity demand forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 75(C), pages 123-136.
    9. 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.
    10. Liu, Hui & Tian, Hongqi & Liang, Xifeng & Li, Yanfei, 2015. "New wind speed forecasting approaches using fast ensemble empirical model decomposition, genetic algorithm, Mind Evolutionary Algorithm and Artificial Neural Networks," Renewable Energy, Elsevier, vol. 83(C), pages 1066-1075.
    11. Hyndman, Rob J. & Koehler, Anne B., 2006. "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, vol. 22(4), pages 679-688.
    12. Wang, Yun & Wang, Jianzhou & Wei, Xiang, 2015. "A hybrid wind speed forecasting model based on phase space reconstruction theory and Markov model: A case study of wind farms in northwest China," Energy, Elsevier, vol. 91(C), pages 556-572.
    13. Dong, Qingli & Sun, Yuhuan & Li, Peizhi, 2017. "A novel forecasting model based on a hybrid processing strategy and an optimized local linear fuzzy neural network to make wind power forecasting: A case study of wind farms in China," Renewable Energy, Elsevier, vol. 102(PA), pages 241-257.
    14. Hao, Yan & Tian, Chengshi, 2019. "A novel two-stage forecasting model based on error factor and ensemble method for multi-step wind power forecasting," Applied Energy, Elsevier, vol. 238(C), pages 368-383.
    15. 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.
    16. Wang, Jian-Zhou & Wang, Yun & Jiang, Ping, 2015. "The study and application of a novel hybrid forecasting model – A case study of wind speed forecasting in China," Applied Energy, Elsevier, vol. 143(C), pages 472-488.
    17. Zhang, Jie & Draxl, Caroline & Hopson, Thomas & Monache, Luca Delle & Vanvyve, Emilie & Hodge, Bri-Mathias, 2015. "Comparison of numerical weather prediction based deterministic and probabilistic wind resource assessment methods," Applied Energy, Elsevier, vol. 156(C), pages 528-541.
    18. Li, Chaoshun & Xiao, Zhengguang & Xia, Xin & Zou, Wen & Zhang, Chu, 2018. "A hybrid model based on synchronous optimisation for multi-step short-term wind speed forecasting," Applied Energy, Elsevier, vol. 215(C), pages 131-144.
    19. 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.
    20. Yimei Wang & Yongqian Liu & Li Li & David Infield & Shuang Han, 2018. "Short-Term Wind Power Forecasting Based on Clustering Pre-Calculated CFD Method," Energies, MDPI, vol. 11(4), pages 1-19, April.
    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. Wenlong Fu & Jiawen Tan & Xiaoyuan Zhang & Tie Chen & Kai Wang, 2019. "Blind Parameter Identification of MAR Model and Mutation Hybrid GWO-SCA Optimized SVM for Fault Diagnosis of Rotating Machinery," Complexity, Hindawi, vol. 2019, pages 1-17, April.
    2. Chen, Xiang & Ding, Kun & Zhang, Jingwei & Han, Wei & Liu, Yongjie & Yang, Zenan & Weng, Shuai, 2022. "Online prediction of ultra-short-term photovoltaic power using chaotic characteristic analysis, improved PSO and KELM," Energy, Elsevier, vol. 248(C).
    3. He, Zhongzheng & Wang, Chao & Wang, Yongqiang & Wei, Bowen & Zhou, Jianzhong & Zhang, Hairong & Qin, Hui, 2021. "Dynamic programming with successive approximation and relaxation strategy for long-term joint power generation scheduling of large-scale hydropower station group," Energy, Elsevier, vol. 222(C).
    4. Fu, Wenlong & Zhang, Kai & Wang, Kai & Wen, Bin & Fang, Ping & Zou, Feng, 2021. "A hybrid approach for multi-step wind speed forecasting based on two-layer decomposition, improved hybrid DE-HHO optimization and KELM," Renewable Energy, Elsevier, vol. 164(C), pages 211-229.
    5. Acikgoz, Hakan & Budak, Umit & Korkmaz, Deniz & Yildiz, Ceyhun, 2021. "WSFNet: An efficient wind speed forecasting model using channel attention-based densely connected convolutional neural network," Energy, Elsevier, vol. 233(C).
    6. Li, Chaoshun & Tang, Geng & Xue, Xiaoming & Chen, Xinbiao & Wang, Ruoheng & Zhang, Chu, 2020. "The short-term interval prediction of wind power using the deep learning model with gradient descend optimization," Renewable Energy, Elsevier, vol. 155(C), pages 197-211.
    7. He, Feifei & Zhou, Jianzhong & Mo, Li & Feng, Kuaile & Liu, Guangbiao & He, Zhongzheng, 2020. "Day-ahead short-term load probability density forecasting method with a decomposition-based quantile regression forest," Applied Energy, Elsevier, vol. 262(C).
    8. Wei Jiang & Jianzhong Zhou & Yanhe Xu & Jie Liu & Yahui Shan, 2019. "Multistep Degradation Tendency Prediction for Aircraft Engines Based on CEEMDAN Permutation Entropy and Improved Grey–Markov Model," Complexity, Hindawi, vol. 2019, pages 1-18, October.
    9. He, Zhongzheng & Zhou, Jianzhong & Qin, Hui & Jia, Benjun & He, Feifei & Liu, Guangbiao & Feng, Kuaile, 2020. "A fast water level optimal control method based on two stage analysis for long term power generation scheduling of hydropower station," Energy, Elsevier, vol. 210(C).
    10. Tian Peng & Chu Zhang & Jianzhong Zhou, 2019. "Intra- and Inter-Annual Variability of Hydrometeorological Variables in the Jinsha River Basin, Southwest China," Sustainability, MDPI, vol. 11(19), pages 1-17, September.

    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. 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.
    2. 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).
    3. Lu, Peng & Ye, Lin & Zhao, Yongning & Dai, Binhua & Pei, Ming & Tang, Yong, 2021. "Review of meta-heuristic algorithms for wind power prediction: Methodologies, applications and challenges," Applied Energy, Elsevier, vol. 301(C).
    4. 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.
    5. 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.
    6. Fu, Wenlong & Fang, Ping & Wang, Kai & Li, Zhenxing & Xiong, Dongzhen & Zhang, Kai, 2021. "Multi-step ahead short-term wind speed forecasting approach coupling variational mode decomposition, improved beetle antennae search algorithm-based synchronous optimization and Volterra series model," Renewable Energy, Elsevier, vol. 179(C), pages 1122-1139.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. Liu, Guangbiao & Zhou, Jianzhong & Jia, Benjun & He, Feifei & Yang, Yuqi & Sun, Na, 2019. "Advance short-term wind energy quality assessment based on instantaneous standard deviation and variogram of wind speed by a hybrid method," Applied Energy, Elsevier, vol. 238(C), pages 643-667.
    12. Liu, Hui & Mi, Xiwei & Li, Yanfei & Duan, Zhu & Xu, Yinan, 2019. "Smart wind speed deep learning based multi-step forecasting model using singular spectrum analysis, convolutional Gated Recurrent Unit network and Support Vector Regression," Renewable Energy, Elsevier, vol. 143(C), pages 842-854.
    13. 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.
    14. 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).
    15. 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.
    16. Tahmasebifar, Reza & Moghaddam, Mohsen Parsa & Sheikh-El-Eslami, Mohammad Kazem & Kheirollahi, Reza, 2020. "A new hybrid model for point and probabilistic forecasting of wind power," Energy, Elsevier, vol. 211(C).
    17. Zhang, Yagang & Pan, Guifang & Chen, Bing & Han, Jingyi & Zhao, Yuan & Zhang, Chenhong, 2020. "Short-term wind speed prediction model based on GA-ANN improved by VMD," Renewable Energy, Elsevier, vol. 156(C), pages 1373-1388.
    18. Yin, Hao & Ou, Zuhong & Huang, Shengquan & Meng, Anbo, 2019. "A cascaded deep learning wind power prediction approach based on a two-layer of mode decomposition," Energy, Elsevier, vol. 189(C).
    19. 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.
    20. Zonggui Yao & Chen Wang, 2018. "A Hybrid Model Based on A Modified Optimization Algorithm and An Artificial Intelligence Algorithm for Short-Term Wind Speed Multi-Step Ahead Forecasting," Sustainability, MDPI, vol. 10(5), pages 1-33, May.

    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:jsusta:v:11:y:2019:i:6:p:1804-:d:217101. 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.