Locally recurrent neural networks for wind speed prediction using spatial correlation

This paper deals with the wind speed prediction in wind farms, using spatial information from remote measurement stations. Owing to the temporal complexity of the problem, we employ local recurrent neural networks with internal dynamics, as advanced forecast models. To improve the prediction performance, the training task is accomplished using on-line learning algorithms based on the recursive prediction error (RPE) approach. A global RPE (GRPE) learning scheme is first developed where all adjustable weights are simultaneously updated. In the following, through weight grouping we devise a simplified method, the decoupled RPE (DRPE), with reduced computational demands. The partial derivatives required by the learning algorithms are derived using the adjoint model approach, adapted to the architecture of the networks being used. The efficiency of the proposed approach is tested on a real-world wind farm problem, where multi-step ahead wind speed estimates from 15min to 3h are sought. Extensive simulation results demonstrate that our models exhibit superior performance compared to other network types suggested in the literature. Furthermore, it is shown that the suggested learning algorithms outperform three gradient descent algorithms, in training of the recurrent forecast models.