Using Random Forests to Select Optimal Input Variables for Short-Term Wind Speed Forecasting Models

Achieving relatively high-accuracy short-term wind speed forecasting estimates is a precondition for the construction and grid-connected operation of wind power forecasting systems for wind farms. Currently, most research is focused on the structure of forecasting models and does not consider the selection of input variables, which can have significant impacts on forecasting performance. This paper presents an input variable selection method for wind speed forecasting models. The candidate input variables for various leading periods are selected and random forests (RF) is employed to evaluate the importance of all variable as features. The feature subset with the best evaluation performance is selected as the optimal feature set. Then, kernel-based extreme learning machine is constructed to evaluate the performance of input variables selection based on RF. The results of the case study show that by removing the uncorrelated and redundant features, RF effectively extracts the most strongly correlated set of features from the candidate input variables. By finding the optimal feature combination to represent the original information, RF simplifies the structure of the wind speed forecasting model, shortens the training time required, and substantially improves the model’s accuracy and generalization ability, demonstrating that the input variables selected by RF are effective.

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