Wind power probabilistic forecasting based on combined decomposition and deep learning quantile regression

With the expansion of scale of the grid-connected wind power, wind power forecasting plays an increasing important role in ensuring the security and steady operation and instructing the dispatch of power systems. In consideration of the randomness and intermittency of wind power, the probabilistic f...

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Main Authors: Zhenglin Zhu, Yusen Xu, Junzhao Wu, Yiwen Liu, Jianwei Guo, Haixiang Zang
Format: Article
Language:English
Published: Frontiers Media S.A. 2022-08-01
Series:Frontiers in Energy Research
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fenrg.2022.937240/full
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author Zhenglin Zhu
Yusen Xu
Junzhao Wu
Yiwen Liu
Jianwei Guo
Haixiang Zang
author_facet Zhenglin Zhu
Yusen Xu
Junzhao Wu
Yiwen Liu
Jianwei Guo
Haixiang Zang
author_sort Zhenglin Zhu
collection DOAJ
description With the expansion of scale of the grid-connected wind power, wind power forecasting plays an increasing important role in ensuring the security and steady operation and instructing the dispatch of power systems. In consideration of the randomness and intermittency of wind power, the probabilistic forecasting is required in quantifying the uncertainty of wind power. This study proposes a probabilistic wind power prediction method that combines variational modal decomposition (VMD), singular spectrum analysis (SSA), quantile regression (QR), convolutional neural network (CNN) and bidirectional gated neural network (BGRU). Firstly, a combination decomposition method VMDS combining VMD and SSA is proposed to decompose wind power sequence to reduce the complexity of the sequence. Next, a feature extractor based on CNN and BGRU (CBG) is used to extract complex dynamic features of NWP data and high-frequency components. Then, the QR is performed by the BGRU based on the high-order features to obtain the predicted values for different quantiles. Finally, the kernel density estimation (KDE) is employed to estimate the probability density curve of wind power. The proposed model can achieve reliable probabilistic prediction while achieving accurate deterministic prediction. According to comparisons with related prediction models, the effectiveness of the proposed method is verified with the example test using datasets from the wind farm in China.
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spelling doaj.art-8c40c82f061f41bc8aadf70c1a4bef9a2022-12-22T02:15:41ZengFrontiers Media S.A.Frontiers in Energy Research2296-598X2022-08-011010.3389/fenrg.2022.937240937240Wind power probabilistic forecasting based on combined decomposition and deep learning quantile regressionZhenglin Zhu0Yusen Xu1Junzhao Wu2Yiwen Liu3Jianwei Guo4Haixiang Zang5School of Energy and Power Engineering, Nanjing Institute of Technology, Nanjing, ChinaCollege of Energy and Electrical Engineering, Hohai University, Nanjing, ChinaCollege of Energy and Electrical Engineering, Hohai University, Nanjing, ChinaCollege of Energy and Electrical Engineering, Hohai University, Nanjing, ChinaCollege of Energy and Electrical Engineering, Hohai University, Nanjing, ChinaCollege of Energy and Electrical Engineering, Hohai University, Nanjing, ChinaWith the expansion of scale of the grid-connected wind power, wind power forecasting plays an increasing important role in ensuring the security and steady operation and instructing the dispatch of power systems. In consideration of the randomness and intermittency of wind power, the probabilistic forecasting is required in quantifying the uncertainty of wind power. This study proposes a probabilistic wind power prediction method that combines variational modal decomposition (VMD), singular spectrum analysis (SSA), quantile regression (QR), convolutional neural network (CNN) and bidirectional gated neural network (BGRU). Firstly, a combination decomposition method VMDS combining VMD and SSA is proposed to decompose wind power sequence to reduce the complexity of the sequence. Next, a feature extractor based on CNN and BGRU (CBG) is used to extract complex dynamic features of NWP data and high-frequency components. Then, the QR is performed by the BGRU based on the high-order features to obtain the predicted values for different quantiles. Finally, the kernel density estimation (KDE) is employed to estimate the probability density curve of wind power. The proposed model can achieve reliable probabilistic prediction while achieving accurate deterministic prediction. According to comparisons with related prediction models, the effectiveness of the proposed method is verified with the example test using datasets from the wind farm in China.https://www.frontiersin.org/articles/10.3389/fenrg.2022.937240/fullprobabilistic forecastingcombination decompositionquantile regressionconvolutional neural networkbidirectional gated neural network
spellingShingle Zhenglin Zhu
Yusen Xu
Junzhao Wu
Yiwen Liu
Jianwei Guo
Haixiang Zang
Wind power probabilistic forecasting based on combined decomposition and deep learning quantile regression
Frontiers in Energy Research
probabilistic forecasting
combination decomposition
quantile regression
convolutional neural network
bidirectional gated neural network
title Wind power probabilistic forecasting based on combined decomposition and deep learning quantile regression
title_full Wind power probabilistic forecasting based on combined decomposition and deep learning quantile regression
title_fullStr Wind power probabilistic forecasting based on combined decomposition and deep learning quantile regression
title_full_unstemmed Wind power probabilistic forecasting based on combined decomposition and deep learning quantile regression
title_short Wind power probabilistic forecasting based on combined decomposition and deep learning quantile regression
title_sort wind power probabilistic forecasting based on combined decomposition and deep learning quantile regression
topic probabilistic forecasting
combination decomposition
quantile regression
convolutional neural network
bidirectional gated neural network
url https://www.frontiersin.org/articles/10.3389/fenrg.2022.937240/full
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AT yusenxu windpowerprobabilisticforecastingbasedoncombineddecompositionanddeeplearningquantileregression
AT junzhaowu windpowerprobabilisticforecastingbasedoncombineddecompositionanddeeplearningquantileregression
AT yiwenliu windpowerprobabilisticforecastingbasedoncombineddecompositionanddeeplearningquantileregression
AT jianweiguo windpowerprobabilisticforecastingbasedoncombineddecompositionanddeeplearningquantileregression
AT haixiangzang windpowerprobabilisticforecastingbasedoncombineddecompositionanddeeplearningquantileregression