Support vector regression-based short-term wind power prediction with false neighbours filtered

Wind power prediction has received much attention due to the development renewable energy sources using wind power. The paper presents a new approach which is a support vector regression (SVR) based local predictor (LP) with false neighbours filtered (FNF-SVRLP) to undertake short-term wind power perdition. The proposed predication method not only combines the powerful SVR with the reconstruction properties of time series, but also overcomes the drawback of the original local predictor by removing false neighbours. The proposed method (FNF-SVRLP) is evaluated with the real world wind power data, and the final performance is compared with the support vector regression based local predictor (SVRLP) and the autoregressive moving average (ARMA). The results demonstrate that the proposed method can achieve a better performance than the other methods.

[1]  Fraser,et al.  Independent coordinates for strange attractors from mutual information. , 1986, Physical review. A, General physics.

[2]  Q. Henry Wu,et al.  Local prediction of non-linear time series using support vector regression , 2008, Pattern Recognit..

[3]  Jiaxing He,et al.  Wind speed prediction using support vector regression , 2010, 2010 5th IEEE Conference on Industrial Electronics and Applications.

[4]  Ehab E. Elattar,et al.  Short term wind power prediction using evolutionary optimized local support vector regression , 2011, 2011 2nd IEEE PES International Conference and Exhibition on Innovative Smart Grid Technologies.

[5]  F. Takens Detecting strange attractors in turbulence , 1981 .

[6]  Robert Shaw Strange Attractors, Chaotic Behavior, and Information Flow , 1981 .

[7]  C H Lai,et al.  Improvement of the local prediction of chaotic time series. , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[8]  Y. Wang,et al.  Short-term wind speed prediction using support vector regression , 2010, IEEE PES General Meeting.

[9]  Farmer,et al.  Predicting chaotic time series. , 1987, Physical review letters.

[10]  L. Kamal,et al.  Time series models to simulate and forecast hourly averaged wind speed in Quetta, Pakistan , 1997 .