Ultra-Short-Term Wind Power Prediction Using A Hybrid Model
Ultra-Short-Term Wind Power Prediction Using A Hybrid Model
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Using word-pictorial presentation model to simplify understanding concept test of Newton’s law
Jeffry Handhika, C Cari, A Suparmi et al.
Enhanced regional forecasting considering single wind farm distribution for upscaling
Lueder von Bremen, Nadja Saleck and Detlev Heinemann
moheissa183@[Link]
Abstract. This paper aims to develop and apply a hybrid model of two data analytical methods,
multiple linear regressions and least square (MLR&LS), for ultra-short-term wind power
prediction (WPP), for example taking, Northeast China electricity demand. The data was
obtained from the historical records of wind power from an offshore region, and from a wind
farm of the wind power plant in the areas. The WPP achieved in two stages: first, the ratios of
wind power were forecasted using the proposed hybrid method, and then the transformation of
these ratios of wind power to obtain forecasted values. The hybrid model combines the
persistence methods, MLR and LS. The proposed method included two prediction types, multi-
point prediction and single-point prediction. WPP is tested by applying different models such
as autoregressive moving average (ARMA), autoregressive integrated moving average
(ARIMA) and artificial neural network (ANN). By comparing results of the above models, the
validity of the proposed hybrid model is confirmed in terms of error and correlation coefficient.
Comparison of results confirmed that the proposed method works effectively. Additional,
forecasting errors were also computed and compared, to improve understanding of how to
depict highly variable WPP and the correlations between actual and predicted wind power.
1. Introduction
Wind power prediction (WPP) is one of the most important issues of wind-power grid integration. An
accurate WPP is suggested to be practical to operators in power systems. From the applied time-series
data analysis, ultra-short-term WPP (USTWPP) is very important and contributes to the stability to the
power system. The accurate prediction is not only useful for ensuring operation security for the power
system, but also for enhancing the economic feasibility and performance of the power system [1].
In this paper, we developed and applied a modern hybrid method to predict high resolution by
applied time-series analysis in data for wind power system, which focus on understanding the current
methods to forecast on different time series (different time window and different length of prediction
sample). The developed method is multiple linear regressions, and least square (MLR&LS) based a
hybrid model which utilizes a new principle. As a proposal is a concern, there are two main ways to
predict wind power. The first way is data transformation: convert raw data of wind power into some
ratio and use this ratio as the value to be predicted. The second way is data inverse-transformation:
convert the predicted ratio value into actual value and then predict total wind power. In many studied
cases, there are sets of alternative forecast strategies. Forecast with a single model or method (SF) may
not always lead to fitting values, while the forecast with hybrid model or method (HF) is more
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2017 International Conference on Environmental and Energy Engineering (IC3E 2017) IOP Publishing
IOP Conf. Series: Earth and Environmental Science1234567890
63 (2017) 012005 doi:10.1088/1755-1315/63/1/012005
appropriate because the hybrid strategy can take the advantages of each SF and is more likely to get
better results.
In recent years, wind power as one of the most important renewable-energy sources is growing fast.
Utilization of wind energy showed rapid growth in the latest years which span many regions around
the world [2, 3]. In China, the growth of wind power is revealed to be faster than accounting for a
growth rate of 21.2% in 2012 [4]. Most of the wind-power projects are achieved based on national
goals of reducing an emission, and producing high-output electricity.
It has been shown that, wind power output has been strong fluctuating by characteristics and only is
partly controllable in nature [5, 6]. Short-term or ultra-short-term WPP is required for controlling and
scheduling of power generation, for self-dispatching of power transmission market [7] and for rating
improvement of the overhead line [8].
High penetrated wind power to the power grid brings many challenges to power system operators
[9] if not managed properly. Accurate load forecasting is more important for electric utilities planning
for the future [10]. More research on wind power technology is then necessary to supplement the
conventional energy sources. However, wind power is a highly fluctuating resource. The fluctuations
at large wind farms have the impact to the control and management strategies of their power output in
the power grid [5].
Several studies have investigated the accuracy of short-term WPP through three approaches:
physical numerical weather prediction models, statistical models based historical data and statistical
models with numerical weather prediction data as additional exogenous inputs [4]. Estimating wind
power output through accurate forecasting could significantly reduce the uncertainty of system
operators by using incorporated meteorological data. Short-term WPP and USTWPP are required for
monitoring and scheduling of power grid [7].
Power forecasting has become one of the major areas of research in engineering, particularly for
short-term and ultra-short-term forecasting that increasingly become important since the rise of the
competitive power system in markets. Although power forecasting is the important, great challenge is
expected due to influence of several exogenous variables of the power [11]. The main purposes of
ultra-short-term and short-term forecasting that ranges from minutes to hours are for real time control,
operation and security evaluation of the power system [12].
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2017 International Conference on Environmental and Energy Engineering (IC3E 2017) IOP Publishing
IOP Conf. Series: Earth and Environmental Science1234567890
63 (2017) 012005 doi:10.1088/1755-1315/63/1/012005
ARMA model is considered as a basic sequential method and a practical model for comprehensive
time series [17]. ARMA model is a kind of time-series analysis statistical model, historically
suggested by the American G. Box and British G. Jenkins of statisticians [18]. For the random and
dynamic wind power data, ARMA model with time series reflects a larger advantage. The problem for
this model is to determine the order [16].
ARMA model uses autocorrelation or persistence in a time-series. The general form of ARMA
model is as following:
p q
wt c i wt i j t j (1)
i 1 j 1
Where, t is the time to be forecasted; wt represents the forecasting value at time t; wt i represents the
historical sample data at time t i ; i is the autoregressive coefficient; j is the moving average
coefficient; c is the constant value; t j represents error at time t j , is a random variable; p is the order
of the autoregressive terms; q is the order of the moving-average process.
Forecast the future values; they predict future values can be using the realized ARMA model, in
equation (2) is applied to predict the minutes ahead forecasting values (m = 1; 2; 3 minutes).
p q
w(t m ) i wt i j t j (2)
i 1 j 1
Where, L represents the lag operator, and d is the order of the difference.
3
2017 International Conference on Environmental and Energy Engineering (IC3E 2017) IOP Publishing
IOP Conf. Series: Earth and Environmental Science1234567890
63 (2017) 012005 doi:10.1088/1755-1315/63/1/012005
represents hidden layer activation functions; is the error term; forecasted power will be calculated by
equation (5) with time series values:
q p
W (t m) j .g (C0 j ij .wt 1 ) t (5)
j 1 i 1
Where, ij (i 0,1,2,..., p, j 1,2,..., q) j ( j 1,2,..., q) are connected weights, p is the number of input
neurons and q is the number of hidden neurons.
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2017 International Conference on Environmental and Energy Engineering (IC3E 2017) IOP Publishing
IOP Conf. Series: Earth and Environmental Science1234567890
63 (2017) 012005 doi:10.1088/1755-1315/63/1/012005
Prediction
Single-point Prediction Multi-point Prediction Ways
① ② ④ ⑤
Where, Wi is the variable to be predicted; w j is the predictor variable; p is the number of predictor
variables; is the regression error; is the regression coefficient that reflects the weight of each
predictor variable denotes the regression error.
The regression coefficients are calculated by using the least square function according to the
following formulas:
n p
5
2017 International Conference on Environmental and Energy Engineering (IC3E 2017) IOP Publishing
IOP Conf. Series: Earth and Environmental Science1234567890
63 (2017) 012005 doi:10.1088/1755-1315/63/1/012005
w i ,t 1 (12)
i 1
Since [W1, W2….Wn] is a predicted vector, the summation of Wimight not be equal to 1. Thus, a
correction is needed, as in equation (13)
Wi
Pi p red n (13)
W
i 1
i
After predicting the total power Ptotal and power ration by correction equation Pi pred , the indirect
WPP of the i th wind farm is as following:
Pˆi Pi pred Ptotal (14)
Where, P̂i is the indirect WPP of the i th
wind farm which satisfies n
Pˆtotal Pˆi
i 1
Figure 2 shows the process of combine method for direct and indirect of USTWPP.
Wind Power Data [w] Sum of
Prediction
Power ratio wi Power ratio wi
WPP of Single Wind Indirect
Direct WPP
Total WPP Ptotal Direct prediction Wi Farm WPP
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2017 International Conference on Environmental and Energy Engineering (IC3E 2017) IOP Publishing
IOP Conf. Series: Earth and Environmental Science1234567890
63 (2017) 012005 doi:10.1088/1755-1315/63/1/012005
Table 1 show that the single-point prediction way will give the better results, and is slightly more
prone to MSE. This way could outperform others if fewer period data sets were used and fewer time
intervals ahead were predicted.
Figure 3 gives the total WPP comparison of the two prediction ways, at T = 60 min, t = 5min.
4.2. Comparisons of multi-point USTWPP and its errors with different time
The graphical view about the multi-point USTWPP for three cases, anyone at different t with the
same T is shown in figure4 - 6. From these figures, it is seen that the total WPP curve accurately
follows the actual curve at the smaller time horizon, and at the end of T, only minor deviations are
seen fort= 10 min.
Figure [Link]-point USTWPP curve at t= 5 and Figure 7. Multi-point USTWPP error curve at
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2017 International Conference on Environmental and Energy Engineering (IC3E 2017) IOP Publishing
IOP Conf. Series: Earth and Environmental Science1234567890
63 (2017) 012005 doi:10.1088/1755-1315/63/1/012005
To illustrate the performance of the multi-point USTWPP in a short run, the predicted result up to
60 min are shown in table 1, and the corresponding error curves are shown in figure7 - 9. From these
cases, the better accuracy for the USTWPP corresponds to the short width of prediction time window
T and sampling time period.
Figure 8. Multi-point USTWPP error curve at t Figure 9. Multi-point USTWPP error curve at t =
= 5 and 10 min with T = 30 min. 5 and 10 min with T = 20 min.
As shown in figure9, the multi-point USTWPP error is quite low and is the smallest one, which
concentrates within the prediction range.
4.3. Comparisons of two wind farms at WPP by direct and indirect prediction types
This part will show the comparisons between single WPP at two wind farm by direct and indirect
prediction types. According to the values of WPP in figure 10&11, direct and indirect WPP of two
wind farms respectively, WPP of two wind farms by direct type of prediction at t= 5 min and T = 60
min. The actual and prediction curves at two wind farm powers are shown in figure 10. It was
observed that the predicted values by the direct prediction are not close to the actual values.
Figure 10. Actual & predicted single WPP by Figure 11. Actual & predicted single WPP by
direct prediction type. indirect prediction type.
The WPP of two wind farms by indirect type of prediction at t= 5 min and T = 60 min, as it can
be seen from figure 11, the predictive power result at two wind farm is more satisfactory than the
direct predict type.
As part of the comparison between direct and indirect WPP, to find out, why the prediction by the
indirect type it is the high-accuracy value, in the case of indirect WPP, using the correction values to
prediction wind power, causing him to better than direct prediction.
4.4. Comparisons between proposed method & ARMA, ARIMA and ANN methods
This paper studies USTWPP using four methods: ARMA, ARIMA, ANN, and MLR&LS. In this part,
the simulation results for USTWPP using the statistical methods are presented.
Figure 12 gives the comparison procedures of the four methods.
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2017 International Conference on Environmental and Energy Engineering (IC3E 2017) IOP Publishing
IOP Conf. Series: Earth and Environmental Science1234567890
63 (2017) 012005 doi:10.1088/1755-1315/63/1/012005
Comparisons of 4 Methods
Figure 13. Actual & predicted total WP by Figure 14. Actual & predicted total WP by
ARMA. ARIMA.
Figure 14 with using the ARIMA model shows that the predicted curve is different from the actual
one. The predicted values by ARIMA model depend upon the parameter.
Simulation results of ANN model are demonstrated after many experiments with various network
architectures based on BP algorithm as shown in figure 15. The accurate predicted values and the
correlation between the actual values and the predicted values indicate high prediction accuracy.
Devaluation expected error also indicates high prediction accuracy. ANN has been successfully used
to forecast integrated wind power.
Figure 15. Actual & predicted total WP by ANN. Figure 16. Actual & predicted total WP by
MLR&LS.
The proposed MLR&LS hybrid model for USTWPP has been successfully implemented in this
paper. Figure 16 shows a time series of WPP that is closest to the time series of actual wind power. In
this study, the final predicted value by MLR&LS is more accurate than that by ARMA or other models.
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2017 International Conference on Environmental and Energy Engineering (IC3E 2017) IOP Publishing
IOP Conf. Series: Earth and Environmental Science1234567890
63 (2017) 012005 doi:10.1088/1755-1315/63/1/012005
Comparison of ARMA, ARIMA, ANN and MLR&LS model is depicted in table 2. From table 2
and figure 13 - 16, it can be clearly observed the WPP accuracy level with ARIMA compared with
ARMA is not quite significant. It can be said both methods achieved a good forecast response as errors
of them are low. This result is consistent with most of previous studies. Moreover, we observed the
WPP accuracy level with ANN compared with ARIMA is not quite significant. However, it is
observed, the MLR & LS has a more high-accuracy level for total WPP, compared with other methods
in this paper. Numerical results in table 2 and figure 17 showed the MLR&LS is best than other
methods. We also noted the pattern of ARMA, and ARIMA shows the linear pattern. This finding is
consistent with a majority of the studies. Finally, all analysis and simulation results prove the proposed
approach gives better performance.
ing
del
Mo
eries
e S
Tim
AN
NE
rro
r
r
ro
Er
A
AR
M
IM
AR
AE
rro
r
MLR & LS based hybrid model
Figure 17. Simulation chart of comparison between four methods to total WPP of multiple wind farms.
Based on the simulation training about the historical data of eight wind farms, the USTWPP is
reasonable. To avoid volatility due to the use of the MLR & LS hybrid model, all the forecasting were
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2017 International Conference on Environmental and Energy Engineering (IC3E 2017) IOP Publishing
IOP Conf. Series: Earth and Environmental Science1234567890
63 (2017) 012005 doi:10.1088/1755-1315/63/1/012005
repeated with T = 60 min. From table 2 and figure 17, the hybrid model clearly performs much better
than ARMA, ARIMA and ANN model for single-point prediction and multi-point prediction. More
accurately, in calculation of total WPP with ARMA, ARIMA, ANN and hybrid model, MAPE and
MSE of the hybrid model are reduced, and of the hybrid; models are increased.
5. Conclusion
For USTWPP, this paper compared the performances of four methods, including the MLR & LS
hybrid model. The WPP obtained from ANN, and ARMA are accurate compared against the ARIMA
model. Broadly, the hybrid model is the best one than ANN and ARMA. In the case of WPP, wind
power pursues the peak and valley of actual power components of the patterns. The shape of WPP
obtained from the hybrid model is more accurate than that obtained from the other methods for this
study. And the USTWPP by the proposed method is close to the actual power. So, we can easily
conclude that the forecasting accuracy with the combination method performs better than the
individual ones in general. Our simulation results show that the proposed method has best
performance than the same method for individual forecasting process and contributes for a reasonable
improvement in the final WPP. After several experiments with different width as the prediction time
window on the MLR & LS hybrid model, the smallest MSE was noted to give the best prediction
accuracy for the test and validity data. The MSE recorded during the experiment is presented in table 2
and figures17 to show that.
6. Acknowledgment
This work is supported by the National Natural Science Foundation of China under Grant 51377035.
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