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A combined model for short-term wind speed forecasting based on empirical mode decomposition, feature selection, support vector regression and cross-validated lasso
Author(s) -
Tao Wang
Publication year - 2021
Publication title -
peerj. computer science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.927
H-Index - 70
ISSN - 2376-5992
DOI - 10.7717/peerj-cs.732
Subject(s) - hilbert–huang transform , wind speed , lasso (programming language) , wind power , computer science , support vector machine , feature selection , mode (computer interface) , wind power forecasting , model selection , time series , artificial intelligence , machine learning , power (physics) , meteorology , engineering , electric power system , physics , filter (signal processing) , quantum mechanics , world wide web , electrical engineering , computer vision , operating system
Background The planning and control of wind power production rely heavily on short-term wind speed forecasting. Due to the non-linearity and non-stationarity of wind, it is difficult to carry out accurate modeling and prediction through traditional wind speed forecasting models. Methods In the paper, we combine empirical mode decomposition (EMD), feature selection (FS), support vector regression (SVR) and cross-validated lasso (LassoCV) to develop a new wind speed forecasting model, aiming to improve the prediction performance of wind speed. EMD is used to extract the intrinsic mode functions (IMFs) from the original wind speed time series to eliminate the non-stationarity in the time series. FS and SVR are combined to predict the high-frequency IMF obtained by EMD. LassoCV is used to complete the prediction of low-frequency IMF and trend. Results Data collected from two wind stations in Michigan, USA are adopted to test the proposed combined model. Experimental results show that in multi-step wind speed forecasting, compared with the classic individual and traditional EMD-based combined models, the proposed model has better prediction performance. Conclusions Through the proposed combined model, the wind speed forecast can be effectively improved.

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