Journal
FUNDAMENTAL RESEARCH
Volume 1, Issue 4, Pages 472-481Publisher
KEAI PUBLISHING LTD
DOI: 10.1016/j.fmre.2021.06.010
Keywords
Wind power forecasting; Deep neural networks; Ensemble learning; Extrapolation
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The study developed four deep neural networks for learning wind power data features in the first stage, proposed a new moving window-based algorithm, and investigated the model extrapolation issue in the second stage. Experimental results showed that the model with single-input-multiple-output structure outperformed existing models in wind power forecasting.
Two-stage ensemble-based forecasting methods have been studied extensively in the wind power forecasting field. However, deep learning-based wind power forecasting studies have not investigated two aspects. In the first stage, different learning structures considering multiple inputs and multiple outputs have not been discussed. In the second stage, the model extrapolation issue has not been investigated. Therefore, we develop four deep neural networks for the first stage to learn data features considering the input-and-output structure. We then explore the model extrapolation issue in the second stage using different modeling methods. Considering the overfitting issue, we propose a new moving window-based algorithm using a validation set in the first stage to update the training data in both stages with two different moving window processes. Experiments were conducted at three wind farms, and the results demonstrate that the model with single-input???multiple-output structure obtains better forecasting accuracy compared to existing models. In addition, the ridge regression method results in a better ensemble model that can further improve forecasting accuracy compared to existing machine learning methods. Finally, the proposed two-stage forecasting algorithm can generate more accurate and stable results than existing algorithms.
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