Wind speed deterministic forecasting and probabilistic interval forecasting approach based on deep learning, modified tunicate swarm algorithm, and quantile regression

Abstract As a renewable, clean and economical energy source, wind energy has rapidly infiltrated into the modern power grid system. Wind speed forecasting, the crucial technology of wind power grid connection, has attracted large amounts of scholars for research and modeling. However, a large number of models only focus on the point forecasts, which are far from meeting the requirements of risk control and evaluation of power system. To fill the gap, a novel forecasting model which combined the modified multi-objective tunicate algorithm, benchmark models, and Quantile regression is proposed for deterministic and probabilistic interval forecasts. Theoretical proof demonstrates that the proposed modified algorithm can combine the merits of all benchmark models and better solve the nonlinear characteristics of wind speed. Comparative experiments which include sixteen relevant models are performed on three datasets to validate the performance of the proposed model. Simulation results show that the proposed model is the most accurate in all datasets, and can also get the interval forecast results with relatively high coverage and the narrowest width. Therefore, this model can provide accurate point forecasting results and uncertainty information, which is beneficial to the real-time control of wind turbine and power grid dispatching.

[1]  Ping Jiang,et al.  Decomposition-selection-ensemble forecasting system for energy futures price forecasting based on multi-objective version of chaos game optimization algorithm , 2021 .

[2]  Elisabeth Waldmann,et al.  Quantile regression: A short story on how and why , 2018 .

[3]  María Eugenia Torres,et al.  Improved complete ensemble EMD: A suitable tool for biomedical signal processing , 2014, Biomed. Signal Process. Control..

[4]  Ping Jiang,et al.  A combined forecasting system based on statistical method, artificial neural networks, and deep learning methods for short-term wind speed forecasting , 2020 .

[5]  G.N. Kariniotakis,et al.  Probabilistic Short-term Wind Power Forecasting for the Optimal Management of Wind Generation , 2007, 2007 IEEE Lausanne Power Tech.

[6]  Yitao Liu,et al.  Deep belief network based deterministic and probabilistic wind speed forecasting approach , 2016 .

[7]  Haiyan Lu,et al.  Uncertainty modeling for chaotic time series based on optimal multi-input multi-output architecture: Application to offshore wind speed , 2018 .

[8]  Amar Ramdane-Cherif,et al.  Dragonfly algorithm: a comprehensive review and applications , 2020, Neural Computing and Applications.

[9]  Xun Gong,et al.  Bootstrap prediction interval estimation for wind speed forecasting , 2015, 2015 IEEE Energy Conversion Congress and Exposition (ECCE).

[10]  Ali Diabat,et al.  A comprehensive survey of the Grasshopper optimization algorithm: results, variants, and applications , 2020, Neural Computing and Applications.

[11]  Jianzhou Wang,et al.  Hybrid system based on a multi-objective optimization and kernel approximation for multi-scale wind speed forecasting , 2020 .

[12]  P. Thunis,et al.  Evaluation of MM5, WRF and TRAMPER meteorology over the complex terrain of the Po Valley, Italy , 2014 .

[13]  Alison S. Tomlin,et al.  A boundary layer scaling technique for estimating near-surface wind energy using numerical weather prediction and wind map data , 2017 .

[14]  Abheejeet Mohapatra,et al.  Repeated wavelet transform based ARIMA model for very short-term wind speed forecasting , 2019, Renewable Energy.

[15]  Lennart Söder,et al.  Wind energy technology and current status : a review , 2000 .

[16]  S. Wȩglarczyk,et al.  Kernel density estimation and its application , 2018 .

[17]  Paras Mandal,et al.  A review of wind power and wind speed forecasting methods with different time horizons , 2010, North American Power Symposium 2010.

[18]  Henrik Madsen,et al.  Probabilistic Forecasts of Wind Power Generation Accounting for Geographically Dispersed Information , 2014, IEEE Transactions on Smart Grid.

[19]  Jianzhou Wang,et al.  Analysis of the influence of international benchmark oil price on China's real exchange rate forecasting , 2020, Eng. Appl. Artif. Intell..

[20]  Ying Nie,et al.  A novel hybrid model based on combined preprocessing method and advanced optimization algorithm for power load forecasting , 2020, Appl. Soft Comput..

[21]  Ping Ma,et al.  Wind power forecasting based on singular spectrum analysis and a new hybrid Laguerre neural network , 2020 .

[22]  Jianzhou Wang,et al.  Impacts of haze pollution on China's tourism industry: A system of economic loss analysis. , 2021, Journal of environmental management.

[23]  Jianzhou Wang,et al.  A novel combined model for wind speed prediction – Combination of linear model, shallow neural networks, and deep learning approaches , 2021 .

[24]  Pradeep Jangir,et al.  Multi-objective ant lion optimizer: a multi-objective optimization algorithm for solving engineering problems , 2016, Applied Intelligence.

[25]  Jie Li,et al.  Wind speed prediction method using Shared Weight Long Short-Term Memory Network and Gaussian Process Regression , 2019, Applied Energy.

[26]  K. P. Soman,et al.  A Sequence-Based Machine Comprehension Modeling Using LSTM and GRU , 2019, Lecture Notes in Electrical Engineering.

[27]  Ping Jiang,et al.  Ensemble forecasting system for short-term wind speed forecasting based on optimal sub-model selection and multi-objective version of mayfly optimization algorithm , 2021, Expert Syst. Appl..

[28]  N. Huang,et al.  The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis , 1998, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[29]  Jianzhou Wang,et al.  Multi-layer cooperative combined forecasting system for short-term wind speed forecasting , 2021 .

[30]  Hongmin Li,et al.  Design of a combined wind speed forecasting system based on decomposition-ensemble and multi-objective optimization approach , 2021 .

[31]  Xinsong Niu,et al.  Wind speed forecasting system based on gated recurrent units and convolutional spiking neural networks , 2021 .

[32]  Jujie Wang,et al.  Multi-step ahead wind speed prediction based on optimal feature extraction, long short term memory neural network and error correction strategy , 2018, Applied Energy.

[33]  K. E. ArunKumar,et al.  Forecasting of COVID-19 using deep layer Recurrent Neural Networks ( RNNs ) with Gated Recurrent Units ( GRUs ) and Long Short-Term Memory ( LSTM ) cells , 2022 .

[34]  J. B. Bremnes A comparison of a few statistical models for making quantile wind power forecasts , 2006 .

[35]  Geoffrey E. Hinton,et al.  Deep Learning , 2015, Nature.

[36]  Amir F. Atiya,et al.  Lower Upper Bound Estimation Method for Construction of Neural Network-Based Prediction Intervals , 2011, IEEE Transactions on Neural Networks.

[37]  Yuan Zhao,et al.  Short-term wind speed prediction model based on GA-ANN improved by VMD , 2020 .

[38]  Osamah Basheer Shukur,et al.  Daily wind speed forecasting through hybrid KF-ANN model based on ARIMA , 2015 .

[39]  Yi-Qing Ni,et al.  Wind pressure data reconstruction using neural network techniques: A comparison between BPNN and GRNN , 2016 .

[40]  Peng Wen,et al.  A novel method based on lower–upper bound approximation to predict the wind energy , 2020 .

[41]  Norden E. Huang,et al.  Ensemble Empirical Mode Decomposition: a Noise-Assisted Data Analysis Method , 2009, Adv. Data Sci. Adapt. Anal..

[42]  B. Efron,et al.  Bootstrap confidence intervals , 1996 .

[43]  J.B. Theocharis,et al.  Long-term wind speed and power forecasting using local recurrent neural network models , 2006, IEEE Transactions on Energy Conversion.

[44]  Ying Wang,et al.  Design of a combined system based on two-stage data preprocessing and multi-objective optimization for wind speed prediction , 2021 .

[45]  A. L. Sangal,et al.  Tunicate Swarm Algorithm: A new bio-inspired based metaheuristic paradigm for global optimization , 2020, Eng. Appl. Artif. Intell..

[46]  Xinsong Niu,et al.  Point and interval prediction for non-ferrous metals based on a hybrid prediction framework , 2021 .

[47]  B. Golding,et al.  The history and future of numerical weather prediction in the Met Office , 2004 .

[48]  Yi-Ming Wei,et al.  An adaptive hybrid model for short term wind speed forecasting , 2020 .

[49]  Jianzhou Wang,et al.  Effects of PM2.5 on health and economic loss: Evidence from Beijing-Tianjin-Hebei region of China , 2020, Journal of Cleaner Production.

[50]  Jianzhou Wang,et al.  A novel hybrid model based on multi-objective Harris hawks optimization algorithm for daily PM2.5 and PM10 forecasting , 2019, Appl. Soft Comput..