Journal
JOURNAL OF WIND ENGINEERING AND INDUSTRIAL AERODYNAMICS
Volume 174, Issue -, Pages 28-38Publisher
ELSEVIER
DOI: 10.1016/j.jweia.2017.12.019
Keywords
One time decomposition; Real time decomposition; Correlation analysis; Illusive component; End effect; Discrete wavelet transform; Least squares support vector machine; Generalized autoregressive conditionally heteroscedastic; Wind speed prediction
Categories
Funding
- National Natural Science Foundation of China [U1334201, 51578471]
- Youth Fund Program of Sichuan Province [2016JQ0005]
- Fundamental Research Funds for the Central University [106112017CDJQJ208849]
Ask authors/readers for more resources
This paper addresses the difference between one time and real time decompositions in the wind speed prediction and results show the real time decomposition-based method may be ineffective in practice. Then the comprehensive analysis about challenges on applying the real time decomposition-based method is conducted, which is less addressed in literature. Such challenges mainly include: (i) the subseries decomposed from the training part are constantly changing with newly obtained data; (ii) the illusive components introduced by the decomposition reduce decomposition effectiveness; (iii) the end effect increases subseries volatility. Furthermore, to reduce these difficulties in prediction, a new hybrid method of correlation-aided discrete wavelet transform (DWT), least squares support vector machine (LSSVM) and generalized autoregressive conditionally heteroscedastic (GARCH) model is proposed. In this method: (i) if the correlation coefficient between each subseries and original data is smaller than the selected threshold, the corresponding subseries will be eliminated as illusive component; (ii) GARCH model is used to characterize the error for the remaining subseries and better capture the volatility in these subseries; (iii) model parameters are adjusted in real time to better reflect the wind speed change. Finally, case studies show that the proposed method has satisfactory performance in both accuracy and stability.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available