Research Paper:
A Decomposition and Reconstruction Based Hybrid Time Series Model for Short-Term Wind Power Forecasting
Min Ding*1,*2,*3
, Ji Lv*1,*2,*3, Sibei Zhou*1,*2,*3, Junhao Li*1,*2,*3, Zhijian Fang*1,*2,*3, and Ryuichi Yokoyama*4
*1School of Automation, China University of Geosciences
No.388 Lumo Road, Hongshan District, Wuhan, Hubei 430074, China
*2Hubei Key Laboratory of Advanced Control and Intelligent Automation for Complex Systems
No.388 Lumo Road, Hongshan District, Wuhan, Hubei 430074, China
*3Engineering Research Center of Intelligent Technology for Geo-Exploration, Ministry of Education
No.388 Lumo Road, Hongshan District, Wuhan, Hubei 430074, China
*4School of Environment and Energy Engineering, Waseda University 3-4-1 Okubo
Shinjuku-ku, Tokyo 169-8555, Japan
The intermittency, uncontrollability, and variability of wind power affect the economical operation and reliable delivery of the power system. To ensure the smooth integration of wind power into the grid, an accurate wind power forecast is essential. In this paper, we propose a short-term wind power prediction model based on decomposition and reconstruction to improve the accuracy of wind power forecasts. This model has the following characteristics: (i) wind power time series are decomposition into multiple components through the application of a decomposition method that combines fully integrated empirical mode decomposition with adaptive noise algorithm; (ii) the components are clustered using K-means clustering based on dynamic time warping. According to the similarity of the complexity and lag of components, they are divided into three classes; (iii) three different prediction models, including seasonal autoregressive integrated moving average model (SARIMA), long short-term memory network (LSTM) and Bi-directional long short-term memory network (BiLSTM), predict three types of components respectively. Finally, to illustrate the capability of the model, we compare its performance with three typical models. The results demonstrate that the proposed method exceeds the baseline models in regard to prediction performance.

Wind power forecasting framework
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