IDEAS home Printed from https://ideas.repec.org/a/gam/jsusta/v8y2016i8p754-d75491.html
   My bibliography  Save this article

A Hybrid Multi-Step Rolling Forecasting Model Based on SSA and Simulated Annealing—Adaptive Particle Swarm Optimization for Wind Speed

Author

Listed:
  • Pei Du

    (School of Statistics, Dongbei University of Finance and Economics, Dalian 116025, China)

  • Yu Jin

    (School of Statistics, Dongbei University of Finance and Economics, Dalian 116025, China)

  • Kequan Zhang

    (Key Laboratory of Arid Climatic Change and Reducing Disaster of Gansu Province, College of Atmospheric Sciences, Lanzhou University, Lanzhou 730000, China)

Abstract

With the limitations of conventional energy becoming increasing distinct, wind energy is emerging as a promising renewable energy source that plays a critical role in the modern electric and economic fields. However, how to select optimization algorithms to forecast wind speed series and improve prediction performance is still a highly challenging problem. Traditional single algorithms are widely utilized to select and optimize parameters of neural network algorithms, but these algorithms usually ignore the significance of parameter optimization, precise searching, and the application of accurate data, which results in poor forecasting performance. With the aim of overcoming the weaknesses of individual algorithms, a novel hybrid algorithm was created, which can not only easily obtain the real and effective wind speed series by using singular spectrum analysis, but also possesses stronger adaptive search and optimization capabilities than the other algorithms: it is faster, has fewer parameters, and is less expensive. For the purpose of estimating the forecasting ability of the proposed combined model, 10-min wind speed series from three wind farms in Shandong Province, eastern China, are employed as a case study. The experimental results were considerably more accurately predicted by the presented algorithm than the comparison algorithms.

Suggested Citation

  • 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.
  • Handle: RePEc:gam:jsusta:v:8:y:2016:i:8:p:754-:d:75491
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2071-1050/8/8/754/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2071-1050/8/8/754/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Sfetsos, A., 2002. "A novel approach for the forecasting of mean hourly wind speed time series," Renewable Energy, Elsevier, vol. 27(2), pages 163-174.
    2. Guo, Zhenhai & Zhao, Weigang & Lu, Haiyan & Wang, Jianzhou, 2012. "Multi-step forecasting for wind speed using a modified EMD-based artificial neural network model," Renewable Energy, Elsevier, vol. 37(1), pages 241-249.
    3. Liu, Hui & Chen, Chao & Tian, Hong-qi & Li, Yan-fei, 2012. "A hybrid model for wind speed prediction using empirical mode decomposition and artificial neural networks," Renewable Energy, Elsevier, vol. 48(C), pages 545-556.
    4. Kavasseri, Rajesh G. & Seetharaman, Krithika, 2009. "Day-ahead wind speed forecasting using f-ARIMA models," Renewable Energy, Elsevier, vol. 34(5), pages 1388-1393.
    5. Chen, Kuilin & Yu, Jie, 2014. "Short-term wind speed prediction using an unscented Kalman filter based state-space support vector regression approach," Applied Energy, Elsevier, vol. 113(C), pages 690-705.
    6. Zhao, Jing & Guo, Zhen-Hai & Su, Zhong-Yue & Zhao, Zhi-Yuan & Xiao, Xia & Liu, Feng, 2016. "An improved multi-step forecasting model based on WRF ensembles and creative fuzzy systems for wind speed," Applied Energy, Elsevier, vol. 162(C), pages 808-826.
    7. Liu, Heping & Erdem, Ergin & Shi, Jing, 2011. "Comprehensive evaluation of ARMA-GARCH(-M) approaches for modeling the mean and volatility of wind speed," Applied Energy, Elsevier, vol. 88(3), pages 724-732, March.
    8. Hassani, Hossein & Webster, Allan & Silva, Emmanuel Sirimal & Heravi, Saeed, 2015. "Forecasting U.S. Tourist arrivals using optimal Singular Spectrum Analysis," Tourism Management, Elsevier, vol. 46(C), pages 322-335.
    9. Cassola, Federico & Burlando, Massimiliano, 2012. "Wind speed and wind energy forecast through Kalman filtering of Numerical Weather Prediction model output," Applied Energy, Elsevier, vol. 99(C), pages 154-166.
    10. Douak, Fouzi & Melgani, Farid & Benoudjit, Nabil, 2013. "Kernel ridge regression with active learning for wind speed prediction," Applied Energy, Elsevier, vol. 103(C), pages 328-340.
    11. 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.
    12. Morales, J.M. & Mínguez, R. & Conejo, A.J., 2010. "A methodology to generate statistically dependent wind speed scenarios," Applied Energy, Elsevier, vol. 87(3), pages 843-855, March.
    13. 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.
    14. Jiani Heng & Chen Wang & Xuejing Zhao & Liye Xiao, 2016. "Research and Application Based on Adaptive Boosting Strategy and Modified CGFPA Algorithm: A Case Study for Wind Speed Forecasting," Sustainability, MDPI, vol. 8(3), pages 1-25, March.
    15. Xiao, Ling & Wang, Jianzhou & Dong, Yao & Wu, Jie, 2015. "Combined forecasting models for wind energy forecasting: A case study in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 44(C), pages 271-288.
    16. Blonbou, Ruddy, 2011. "Very short-term wind power forecasting with neural networks and adaptive Bayesian learning," Renewable Energy, Elsevier, vol. 36(3), pages 1118-1124.
    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. Xiao, Liye & Shao, Wei & Yu, Mengxia & Ma, Jing & Jin, Congjun, 2017. "Research and application of a combined model based on multi-objective optimization for electrical load forecasting," Energy, Elsevier, vol. 119(C), pages 1057-1074.
    2. Du, Pei & Wang, Jianzhou & Yang, Wendong & Niu, Tong, 2018. "Multi-step ahead forecasting in electrical power system using a hybrid forecasting system," Renewable Energy, Elsevier, vol. 122(C), pages 533-550.
    3. Wang, Zheng-Xin & Li, Qin & Pei, Ling-Ling, 2018. "A seasonal GM(1,1) model for forecasting the electricity consumption of the primary economic sectors," Energy, Elsevier, vol. 154(C), pages 522-534.
    4. 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).
    5. 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.
    6. Ping Jiang & Zeng Wang & Kequan Zhang & Wendong Yang, 2017. "An Innovative Hybrid Model Based on Data Pre-Processing and Modified Optimization Algorithm and Its Application in Wind Speed Forecasting," Energies, MDPI, vol. 10(7), pages 1-29, July.
    7. 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.
    8. Zhou, Qingguo & Wang, Chen & Zhang, Gaofeng, 2019. "Hybrid forecasting system based on an optimal model selection strategy for different wind speed forecasting problems," Applied Energy, Elsevier, vol. 250(C), pages 1559-1580.

    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, Jianzhou & Song, Yiliao & Liu, Feng & Hou, Ru, 2016. "Analysis and application of forecasting models in wind power integration: A review of multi-step-ahead wind speed forecasting models," Renewable and Sustainable Energy Reviews, Elsevier, vol. 60(C), pages 960-981.
    2. Zhao, Weigang & Wei, Yi-Ming & Su, Zhongyue, 2016. "One day ahead wind speed forecasting: A resampling-based approach," Applied Energy, Elsevier, vol. 178(C), pages 886-901.
    3. 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.
    4. Wang, Jianzhou & Hu, Jianming & Ma, Kailiang & Zhang, Yixin, 2015. "A self-adaptive hybrid approach for wind speed forecasting," Renewable Energy, Elsevier, vol. 78(C), pages 374-385.
    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. Nantian Huang & Chong Yuan & Guowei Cai & Enkai Xing, 2016. "Hybrid Short Term Wind Speed Forecasting Using Variational Mode Decomposition and a Weighted Regularized Extreme Learning Machine," Energies, MDPI, vol. 9(12), pages 1-19, November.
    7. Tascikaraoglu, A. & Uzunoglu, M., 2014. "A review of combined approaches for prediction of short-term wind speed and power," Renewable and Sustainable Energy Reviews, Elsevier, vol. 34(C), pages 243-254.
    8. Jung, Jaesung & Broadwater, Robert P., 2014. "Current status and future advances for wind speed and power forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 31(C), pages 762-777.
    9. 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).
    10. 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).
    11. 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.
    12. Wang, Jianzhou & Qin, Shanshan & Zhou, Qingping & Jiang, Haiyan, 2015. "Medium-term wind speeds forecasting utilizing hybrid models for three different sites in Xinjiang, China," Renewable Energy, Elsevier, vol. 76(C), pages 91-101.
    13. Akçay, Hüseyin & Filik, Tansu, 2017. "Short-term wind speed forecasting by spectral analysis from long-term observations with missing values," Applied Energy, Elsevier, vol. 191(C), pages 653-662.
    14. 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.
    15. 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.
    16. Li, Dan & Jiang, Fuxin & Chen, Min & Qian, Tao, 2022. "Multi-step-ahead wind speed forecasting based on a hybrid decomposition method and temporal convolutional networks," Energy, Elsevier, vol. 238(PC).
    17. 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.
    18. Hu, Jianming & Wang, Jianzhou & Xiao, Liqun, 2017. "A hybrid approach based on the Gaussian process with t-observation model for short-term wind speed forecasts," Renewable Energy, Elsevier, vol. 114(PB), pages 670-685.
    19. 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.
    20. Zhao, Jing & Guo, Yanling & Xiao, Xia & Wang, Jianzhou & Chi, Dezhong & Guo, Zhenhai, 2017. "Multi-step wind speed and power forecasts based on a WRF simulation and an optimized association method," Applied Energy, Elsevier, vol. 197(C), pages 183-202.

    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:8:y:2016:i:8:p:754-:d:75491. 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.