基于经验小波变换和多核学习的风电功率短期预测

Wind Power Short-term Forecasting Based on Empirical Wavelet Transform and Multiple Kernel Learning

  • 摘要: 针对短期风电功率预测,提出了一种基于经验小波变换(empirical wavelet transform,EWT)和多核学习(multiple kernel learning,MKL)的组合预测方法.采用EWT方法对时间序列数据进行分解,并且对各个分量信号形成的子序列构建不同的MKL预测模型,由SimpleMKL、MKL-wrapper、MKL-chunking三种不同的算法实现,最终对预测结果进行叠加.为验证所提方法的有效性,将其应用于某风电场的不同季节短期风电功率单步及多步直接预测中,并且以NREL(national renewable energy laboratory)实验室所提供的实测风速数据集为实例,应用于短期风电功率单步及多步间接预测中.在同等条件下,还与支持向量机(support vector machine,SVM)及小波SVM(wavelet support vector machine,WSVM)方法进行对比.结果表明,基于不同算法实现的EWT-MKL方法具有较高的预测精度,模型泛化性能好,显示出其有效性.

     

    Abstract: We propose a combination forecasting method based on empirical wavelet transform (EWT) and multiple kernel learning (MKL) for short-term wind power. We decompose time series data by using the EWT method and build different forecasting models according to a sub-sequence of multi-component signals, which are implemented using the SimpleMKL algorithm, the MKL-wrapper algorithm and the MKL-chunking algorithm. The forecasting results are then superimposed. To verify the effectiveness of the proposed method, we apply the EWT-MKL method to a wind farm in different seasons for single-and multi-step direct forecasting of short-term wind power. We also apply the proposed method to the instance with the actual wind speed data for indirect forecasting of the short-term wind power from the NREL laboratory, which is also implemented by the SVM and the wavelet SVM methods in the same condition. Experimental results show that the proposed EWT-MKL method with different algorithms has high forecasting accuracy and the corresponding combined models have good generalization, thereby showing the effectiveness of the proposed method.

     

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