Short-term wind power ramp forecasting with empirical mode decomposition based ensemble learning techniques

Wind is a clean and renewable energy source with huge potential in power generation. However, due to the intermittent nature of the wind, the power generated by wind farms fluctuates and often has large ramps, which are harmful to the power grid. This paper presents algorithms to forecast the ramps in the wind power generation. The challenges of accurate wind power ramp forecasting are addressed. Wind power ramp and power ramp rate are defined. An ensemble method composed of empirical mode decomposition (EMD), kernel ridge regression (KRR) and random vector functional link (RVFL) network is employed to forecast the wind power ramp and the ramp rate. The performance of the proposed method is evaluated by comparing with several benchmark models based on both accuracy and efficiency. Possible future research directions are also identified.

[1]  Patrick Flandrin,et al.  A complete ensemble empirical mode decomposition with adaptive noise , 2011, 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[2]  Sue Ellen Haupt,et al.  Observation-Based WindPower Ramp Forecast System , 2012 .

[3]  Robin Girard,et al.  Forecasting Uncertainty Related to Ramps of Wind Power Production , 2010 .

[4]  Robin Girard,et al.  A Novel Methodology for comparison of different wind power ramp characterization approaches , 2013 .

[5]  Ponnuthurai N. Suganthan,et al.  Random vector functional link network for short-term electricity load demand forecasting , 2016, Inf. Sci..

[6]  Alex Smola,et al.  Kernel methods in machine learning , 2007, math/0701907.

[7]  Ponnuthurai N. Suganthan,et al.  Short-term Electricity Price Forecasting with Empirical Mode Decomposition based Ensemble Kernel Machines , 2017, ICCS.

[8]  Corinna Cortes,et al.  Support-Vector Networks , 1995, Machine Learning.

[9]  N. Huang,et al.  The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis , 1998, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[10]  C. L. Philip Chen A rapid supervised learning neural network for function interpolation and approximation , 1996, IEEE Trans. Neural Networks.

[11]  M. Friedman The Use of Ranks to Avoid the Assumption of Normality Implicit in the Analysis of Variance , 1937 .

[12]  Dejan J. Sobajic,et al.  Learning and generalization characteristics of the random vector Functional-link net , 1994, Neurocomputing.

[13]  Rahmat-Allah Hooshmand,et al.  A hybrid intelligent algorithm based short-term load forecasting approach , 2013 .

[14]  R. E. Lee,et al.  Distribution-free multiple comparisons between successive treatments , 1995 .

[15]  Janez Demsar,et al.  Statistical Comparisons of Classifiers over Multiple Data Sets , 2006, J. Mach. Learn. Res..

[16]  Yuting Wang,et al.  Very Short-Term Load Forecasting: Wavelet Neural Networks With Data Pre-Filtering , 2013, IEEE Transactions on Power Systems.

[17]  Gaël Varoquaux,et al.  Scikit-learn: Machine Learning in Python , 2011, J. Mach. Learn. Res..

[18]  Dejan J. Sobajic,et al.  Neural-net computing and the intelligent control of systems , 1992 .

[19]  Ponnuthurai N. Suganthan,et al.  Detecting Wind Power Ramp with Random Vector Functional Link (RVFL) Network , 2015, 2015 IEEE Symposium Series on Computational Intelligence.

[20]  Andrew Kusiak,et al.  Prediction of Wind Farm Power Ramp Rates: A Data-Mining , 2009 .

[21]  Hamidreza Zareipour,et al.  Wind power ramp events classification and forecasting: A data mining approach , 2011, 2011 IEEE Power and Energy Society General Meeting.

[22]  Jie Zhang,et al.  Wind Power Ramp Event Forecasting Using a Stochastic Scenario Generation Method , 2015, IEEE Transactions on Sustainable Energy.

[23]  C. L. Philip Chen,et al.  A rapid learning and dynamic stepwise updating algorithm for flat neural networks and the application to time-series prediction , 1999, IEEE Trans. Syst. Man Cybern. Part B.

[24]  P. N. Suganthan,et al.  A comprehensive evaluation of random vector functional link networks , 2016, Inf. Sci..

[25]  Bri-Mathias Hodge,et al.  RAMP FORECASTING PERFORMANCE FROM IMPROVED SHORT-TERM WIND POWER FORECASTING , 2014, DAC 2014.

[26]  Paras Mandal,et al.  A review of wind power and wind speed forecasting methods with different time horizons , 2010, North American Power Symposium 2010.

[27]  Haibo He,et al.  Learning from Imbalanced Data , 2009, IEEE Transactions on Knowledge and Data Engineering.

[28]  Robin Girard,et al.  Forecasting Ramps of Wind Power Production at different time scales , 2011 .

[29]  Xiaoming Zha,et al.  A Survey of Wind Power Ramp Forecasting , 2013 .

[30]  Ponnuthurai Nagaratnam Suganthan,et al.  Empirical Mode Decomposition based ensemble deep learning for load demand time series forecasting , 2017, Appl. Soft Comput..

[31]  Le Zhang,et al.  Robust visual tracking via co-trained Kernelized correlation filters , 2017, Pattern Recognit..