Two combined forecasting models based on singular spectrum analysis and intelligent optimized algorithm for short-term wind speed

Neural Computing and Applications -     

Evolutionary product unit neural networks for short-term wind speed forecasting in wind farms

Combinations of physical and statistical wind speed forecasting models are frequently used in wind speed prediction problems arising in wind farms management. Artificial neural networks can be used in these models as a final step to obtain accurate wind speed predictions. The aim of this work is to determine the potential of evolutionary product unit neural networks (EPUNNs) for improving the accuracy and interpretation of these systems. Traditional neural network and EPUNN approaches have been used to develop different wind speed prediction models. The results obtained using different EPUNN models show that the functional model and the hybrid algorithms proposed provide very accurate prediction compared with standard neural networks used to solve this regression problem. One of the main advantages of the application of these EPUNNs has been the possibility of obtaining some interpretation of the non-linear relation predicted by the model, as will be shown in real data of a wind farm in Spain.     

Data-driven symbolic ensemble models for wind speed forecasting through evolutionary algorithms

Non-linear data-driven symbolic models have been gaining traction in many fields due to their distinctive combination of modeling expressiveness and interpretability. Despite that, they are still rather unexplored for ensemble wind speed forecasting, leaving behind new promising avenues for advancing the development of more accurate models which impact the efficiency of energy production. In this work, we develop a methodology based on the evolutionary algorithm known as grammatical evolution, and apply it to build forecasting models of near-surface wind speed over five locations in northeastern Brazil. Taking advantage of the symbolic nature of the models built, we conducted an extensive series of post-analyses. Overall, our models reduced the forecasting errors by 7%–56% when compared with other techniques, including a real-world operational ensemble model used in Brazil.     

基于EMD与LS-SVM的风电场短期风速预测

为了提高风电场风速短期预测的精度,提出了将经验模式分解与数据挖掘方法相结合对风速时间序列进行建模预测.对风速时间序列进行经验模式分解,使之分解为若干不同频带的本征模式分量.对不同频带的平稳分量建立相应的最小二乘支持向量机预测模型,将各模型的预测值等权求和得到最终预测值.仿真实验结果表明,风电场短期风速预测的MAPE为1.507%,提高了此类预测的精度,表明了该方法的有效性.     

基于ARIMA模型的自动站风速预测

对风速预测进行了研究, 提出了基于ARIMA模型的风速预测模型, 为了检验ARIMA模型的有效性, 综合考虑可决系数和AIC(最小信息量)准则, 利用历史150天数据进行ARIMA建模, 对某自动站后一天的风速进行预测, 经过多次仿真计算, 结果表明该方法是有效的.     

Short-term wind speed forecasting based on a hybrid model

Wind power is currently one of the types of renewable energy with a large generation capacity. However, operation of wind power generation is very challenging because of the intermittent and stochastic nature of the wind speed. Wind speed forecasting is a very important part of wind parks management and the integration of wind power into electricity grids. As an artificial intelligence algorithm, radial basis function neural network (RBFNN) has been successfully applied into solving forecasting problems. In this paper, a novel approach named WTT–SAM–RBFNN for short-term wind speed forecasting is proposed by applying wavelet transform technique (WTT) into hybrid model which hybrids the seasonal adjustment method (SAM) and the RBFNN. Real data sets of wind speed in Northwest China are used to evaluate the forecasting accuracy of the proposed approach. To avoid the randomness caused by the RBFNN model or the RBFNN part of the hybrid model, all simulations in this study are repeated 30 times to get the average. Numerical results show that the WTT–SAM–RBFNN outperforms the persistence method (PM), multilayer perceptron neural network (MLP), RBFNN, hybrid SAM and RBFNN (SAM–RBFNN), and hybrid WTT and RBFNN (WTT–RBFNN). It is concluded that the proposed approach is an effective way to improve the prediction accuracy.     

Variable weights combined model based on multi-objective optimization for short-term wind speed forecasting

Accurate and steady wind speed prediction is essential for the efficient management of wind power factories and energy systems. However, it is difficult to obtain satisfactory forecasting performance because of the characteristics of random nonlinear fluctuations inherent in wind speed variation. Considering the drawbacks of statistical models in forecasting nonlinear time series and the problem of artificial intelligence models easily falling into a local optimum, in this study, we successfully integrate the variable weighted combination theory into a new combined forecasting model that simultaneously consists of three disparate hybrid models based on the decomposition technology. Moreover, the extreme learning machine optimized by the multi-objective grasshopper optimization algorithm is adopted to integrate all the forecasting results derived from each hybrid model to further enhance the forecasting accuracy. In this study, we consider a case study that employs several authentic wind speed data aggregates of Shandong wind farms for an evaluation of the forecasting performance of the proposed combined model. The experimental results reveal that this proposed model surpasses the contrasted benchmark models and is satisfactory for intellective grid programs.     

基于离散灰色预测模型与人工神经网络混合智能模型的时尚销售预测

时尚销售预测对零售领域十分重要,准确的销售情况预测有助于大幅度提高最终时尚销售利润。针对目前时尚销售预测数据量有限并且数据波动大导致难以进行准确预测的问题,提出了一种结合人工神经网络（ANN）算法和离散灰色预测模型（DGM（1,1））算法的混合智能预测算法。该算法通过关联度分析得到关联度大的影响变量,在利用DGM（1,1）+ANN预测之后,引入二次残差的思想,将实际销售数据与DGM（1,1）+ANN预测结果的残差加入影响变量利用ANN进行第二次残差预测。最后通过真实的时尚销售数据验证算法预测的可行性及准确性。实验结果表明,该算法在时尚销售数据的预测中,预测平均绝对百分误差（MAPE）在25%左右,预测性能优于自回归积分滑动平均模型（ARIMA）、扩展极限学习机（EELM）、DGM（1,1）、DGM（1,1）+ANN算法,相较于以上几种算法平均预测精度大约提高8个百分点。所提混合智能算法可用于时尚销售即时预测,且能够大幅度提高销售的效益。     

基于关联规则的PSO-Elman短期风速预测

传统神经网络在短期风速预测中,存在易陷入局部极值和动态性能不足等问题,从而导致风速预测精度较低。为了提高风速预测精度,提出一种基于关联规则的粒子群优化Elman神经网络风速预测模型。利用粒子群算法优化Elman神经网络模型参数,以提高算法的收敛速度,避免陷入局部极值,以得到最优的预测值。同时结合关联规则分析考虑气象因素,采用Apriori算法对风速与其他气象因素进行关联规则挖掘,并利用得到的关联规则对风速预测值进行修正与补偿。实验结果表明,所提出的预测模型的预测效果比传统模型的效果更佳,同时验证了结合关联规则考虑气象因素能够降低风速预测误差。     

Stock market one-day ahead movement prediction using disparate data sources

There are several commercial financial expert systems that can be used for trading on the stock exchange. However, their predictions are somewhat limited since they primarily rely on time-series analysis of the market. With the rise of the Internet, new forms of collective intelligence (e.g. Google and Wikipedia) have emerged, representing a new generation of “crowd-sourced” knowledge bases. They collate information on publicly traded companies, while capturing web traffic statistics that reflect the public’s collective interest. Google and Wikipedia have become important “knowledge bases” for investors. In this research, we hypothesize that combining disparate online data sources with traditional time-series and technical indicators for a stock can provide a more effective and intelligent daily trading expert system. Three machine learning models, decision trees, neural networks and support vector machines, serve as the basis for our “inference engine”. To evaluate the performance of our expert system, we present a case study based on the AAPL (Apple NASDAQ) stock. Our expert system had an 85% accuracy in predicting the next-day AAPL stock movement, which outperforms the reported rates in the literature. Our results suggest that: (a) the knowledge base of financial expert systems can benefit from data captured from nontraditional “experts” like Google and Wikipedia; (b) diversifying the knowledge base by combining data from disparate sources can help improve the performance of financial expert systems; and (c) the use of simple machine learning models for inference and rule generation is appropriate with our rich knowledge database. Finally, an intelligent decision making tool is provided to assist investors in making trading decisions on any stock, commodity or index.     

Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components

Bayesian model averaging (BMA) is a statistical method for post-processing forecast ensembles of atmospheric variables, obtained from multiple runs of numerical weather prediction models, in order to create calibrated predictive probability density functions (PDFs). The BMA predictive PDF of the future weather quantity is the mixture of the individual PDFs corresponding to the ensemble members and the weights and model parameters are estimated using forecast ensembles and validating observations from a given training period. A BMA model for calibrating wind speed forecasts is introduced using truncated normal distributions as conditional PDFs and the method is applied to the ALADIN-HUNEPS ensemble of the Hungarian Meteorological Service and to the University of Washington Mesoscale Ensemble. Three parameter estimation methods are proposed and each of the corresponding models outperforms the traditional gamma BMA model both in calibration and in accuracy of predictions.     

Towards novel deep neuroevolution models: chaotic levy grasshopper optimization for short-term wind speed forecasting

High accurate wind speed forecasting plays an important role in ensuring the sustainability of wind power utilization. Although deep neural networks (DNNs) have been recently applied to wind time-series datasets, their maximum performance largely leans on their designed architecture. By the current state-of-the-art DNNs, their architectures are mainly configured in manual way, which is a time-consuming task. Thus, it is difficult and frustrating for regular users who do not have comprehensive experience in DNNs to design their optimal architectures to forecast problems of interest. This paper proposes a novel framework to optimize the hyperparameters and architecture of DNNs used for wind speed forecasting. Thus, we introduce a novel enhanced version of the grasshopper optimization algorithm called EGOA to optimize the deep long short-term memory (LSTM) neural network architecture, which optimally evolves four of its key hyperparameters. For designing the enhanced version of GOA, the chaotic theory and levy flight strategies are applied to make an efficient balance between the exploitation and exploration phases of the GOA. Moreover, the mutual information (MI) feature selection algorithm is utilized to select more correlated and effective historical wind speed time series features. The proposed model’s performance is comprehensively evaluated on two datasets gathered from the wind stations located in the United States (US) for two forecasting horizons of the next 30-min and 1-h ahead. The experimental results reveal that the proposed model achieves the best forecasting performance compared to seven prominent classical and state-of-the-art forecasting algorithms.

     

Comparative analysis on hidden neurons estimation in multi layer perceptron neural networks for wind speed forecasting

In this paper methodologies are proposed to estimate the number of hidden neurons that are to be placed numbers in the hidden layer of artificial neural networks (ANN) and certain new criteria are evolved for fixing this hidden neuron in multilayer perceptron neural networks. On the computation of the number of hidden neurons, the developed neural network model is applied for wind speed forecasting application. There is a possibility of over fitting or under fitting occurrence due to the random selection of hidden neurons in ANN model and this is addressed in this paper. Contribution is done in developing various 151 different criteria and the evolved criteria are tested for their validity employing various statistical error means. Simulation results prove that the proposed methodology minimized the computational error and enhanced the prediction accuracy. Convergence theorem is employed over the developed criterion to validate its applicability for fixing the number of hidden neurons. To evaluate the effectiveness of the proposed approach simulations were carried out on collected real-time wind data. Simulated results confirm that with minimum errors the presented approach can be utilized for wind speed forecasting. Comparative analysis has been performed for the estimation of the number of hidden neurons in multilayer perceptron neural networks. The presented approach is compact, enhances the accuracy rate with reduced error and faster convergence.     

A secondary decomposition based hybrid structure with meteorological analysis for deterministic and probabilistic wind speed forecasting

Accurate wind speed forecasting could ensure the reliability and controllability for the wind power system. In this paper, a new hybrid structure based on meteorological analysis is proposed for the wind speed vector (wind speed and direction) deterministic and probabilistic forecasting. Twelve kinds of secondary decomposition methods are employed to decrease the interference existing in the data. To improve the training efficiency and accelerate the sample selection process, active learning is employed. Four different wind speed datasets collected from Ontario Province, Canada, are utilized as case studies to evaluate the forecasting performance of the proposed structure. Experimental results show that the proposed structure based on meteorological analysis is suitable for wind speed vector forecasting and could obtain better forecasting performance. Furthermore, except accurate deterministic forecasts, the proposed structure also provides more probabilistic forecasting information.     

超声波传感技术的矿用多通道智能风速风向仪

针对国内矿井现阶段测风仪器产品测量精准度易受井下潮湿、多尘等复杂条件的影响,提出了一种矿用智能多通道风速风向仪.软件采用多平台分模块设计,利用多段拟合进行测量参数误差修正,将超声波传感器、干湿温度传感器、压力传感器、信号转换电路等集成在风速风向仪手持终端上,实现了风速、风向等待测环境参数的多通道快速精准测量与参数自主校准.通过在测试环境下与传统机械风表的对比测试,结果表明:平均测试误差仅为2.47%,测风效果与稳定性明显高于传统机械风表.     

A case study on a hybrid wind speed forecasting method using BP neural network

Wind energy, which is intermittent by nature, can have a significant impact on power grid security, power system operation, and market economics, especially in areas with a high level of wind power penetration. Wind speed forecasting has been a vital part of wind farm planning and the operational planning of power grids with the aim of reducing greenhouse gas emissions. Improving the accuracy of wind speed forecasting algorithms has significant technological and economic impacts on these activities, and significant research efforts have addressed this aim recently. However, there is no single best forecasting algorithm that can be applied to any wind farm due to the fact that wind speed patterns can be very different between wind farms and are usually influenced by many factors that are location-specific and difficult to control. In this paper, we propose a new hybrid wind speed forecasting method based on a back-propagation (BP) neural network and the idea of eliminating seasonal effects from actual wind speed datasets using seasonal exponential adjustment. This method can forecast the daily average wind speed one year ahead with lower mean absolute errors compared to figures obtained without adjustment, as demonstrated by a case study conducted using a wind speed dataset collected from the Minqin area in China from 2001 to 2006.     

A novel criterion to select hidden neuron numbers in improved back propagation networks for wind speed forecasting

This paper analyzes various earlier approaches for selection of hidden neuron numbers in artificial neural networks and proposes a novel criterion to select the hidden neuron numbers in improved back propagation networks for wind speed forecasting application. Either over fitting or under fitting problem is caused because of the random selection of hidden neuron numbers in artificial neural networks. This paper presents the solution of either over fitting or under fitting problems. In order to select the hidden neuron numbers, 151 different criteria are tested by means of the statistical errors. The simulation is performed on collected real-time wind data and simulation results prove that proposed approach reduces the error to a minimal value and enhances forecasting accuracy The perfect building of improved back propagation networks employing the fixation criterion is substantiated based on the convergence theorem. Comparative analyses performed prove the selection of hidden neuron numbers in improved back propagation networks is highly effective in nature.     

Kalman filter-based wind speed estimation for wind turbine control

To improve power production and reduce loads on turbine components, exact wind speed information is required in modern wind turbine controllers. However, the wind speed measured on the nacelle is imprecise because of its drawbacks of single point measurement and non-immunity to disturbances. To solve this problem, the EWS (Effective Wind Speed) estimator has been proposed as an alternative. According to the literatures, there are two kinds of EWS estimator, that is, the KF-based estimator and the EKF-based one. Where, the former is applied to estimate the aerodynamic torque, then the EWS is numerically calculated; and the latter directly estimate the EWS. Since the estimate EWS significantly affect the controller’s effectiveness, their performance needs to be clarified. To fully investigate the two estimators, there is a need to evaluate their performance on an even platform. In this paper, we present comparative studies on these two methods. Their advantages and drawbacks are investigated on the commercial turbine design software-bladed and compared through detailed simulation results. Finally, we demonstrate some simulation results and differences between the KF-based estimator and the EKF-based one.     

Integration framework for intelligent manufacturing processes

In this article, we describe a new approach to applying distributed artificial intelligence techniques to manufacturing processes. The construction of intelligent systems is one of the most important techniques among artificial intelligence research. Our goal is to develop an integrated intelligent system for real time manufacturing processes. An integrated intelligent system is a large knowledge integration environment that consists of several symbolic reasoning systems (expert systems) and numerical computation packages. These software programs are controlled by a meta-system which manages the selection, operation and communication of these programs. A meta-system can be implemented in different language environments and applied to many disciplines. This new architecture can serve as a universal configuration to develop high performance intelligent systems for many complicated industrial applications in real world domains.To whom all correspondence should be addressed.