A Hybrid Approach To Multi-Step, Short-Term Wind Speed Forecasting Using Correlated Features
A Hybrid Approach To Multi-Step, Short-Term Wind Speed Forecasting Using Correlated Features
Renewable Energy
journal homepage: www.elsevier.com/locate/renene
a r t i c l e i n f o a b s t r a c t
Article history: Wind power is becoming a main alternative energy source to meet the growing electricity needs.
Received 22 September 2020 Forecasting wind speed is important to mitigate generation uncertainty and optimize asset utilization.
Received in revised form This paper proposes a hybrid wind speed prediction model with multivariate input and multi-step
29 December 2021
output capability. The model synthesizes linear time series regression with nonlinear machine
Accepted 11 January 2022
Available online 13 January 2022
learning algorithm. The input neurons of the hybrid model are determined by the number of lag ob-
servations in autoregressive integrated moving average (ARIMA), and also by correlated meteorological
features, such as wind direction, air pressure, humidity, dew point, and temperature. The output neurons
Keywords:
Neural network
are further derived based on the forecasting horizon. The hybrid model is trained, validated, and tested
Supervised learning by using 1.73 million hourly meteorological records from three cities with diverse wind profiles. The
Time series performance of the model is compared with several existing methods based on root mean square error
Meteorological features and mean absolute error. Though the hybrid model does not show obvious advantage in 1-h ahead
Hybrid model prediction, it outperforms persistence model, ARIMA, and univariate neural network models in 3-to-24 h
Wind rose ahead prediction. The hybrid model is able to reduce the prediction error by 20% in comparison with
univariate neural networks.
© 2022 Published by Elsevier Ltd.
https://doi.org/10.1016/j.renene.2022.01.041
0960-1481/© 2022 Published by Elsevier Ltd.
F. Sun and T. Jin Renewable Energy 186 (2022) 742e754
Notation Description wkj weight between node k in the output layer and node j
p the number of lag observations in the model, called in the hidden layer
the lag order xi input value
d the number of times that the raw observations are bj, bk bias value
different, called the degree of differencing
q the size of the moving average window, called the ACRONYM
order of moving average ANN Artificial Neuron Network
4i the ith autoregressive coefficient ARIMA Autoregressive Integrated Moving Average
4j the jth moving average coefficient ARMA Autoregressive Moving Average
εt error term at t FNN Feedforward Neural Network
m constant term MAE Mean Absolute Error
^k
Y the predicted value for node k in the output layer, for NWP Numerical Weather Prediction
k ¼ 1, 2, …, K RMSE Root Mean Square Error
gj() activation function of hidden layer RNN Recurrent Neural Network
gk() activation function of output layer WRF Weather Research and Forecast
wji weight between node j in the hidden layer and node i
in the input layer
forecast wind speed [7,8]. FNN is a multi-layer perceptron neural characterizes the wind speed time series data. This section also
network. It differs from physical and statistical methods in that it discusses the important features of meteorological variables. Sec-
can learn the input-output relation from historical data, recognize tion 4 illustrates the principle of the forecasting models and the
hidden patterns based on past observations, and use them to approach to model performance evaluations. Section 5 presents the
forecast future values. FNN can also tolerate data errors and ease in comparisons of the forecasting models. Finally, Section 6 concludes
adaptability to online measurements. Therefore, AI-based predic- the paper.
tion methods turn out to be more capable of handling non-linear
relationship with no assumptions on the statistical distribution of 2. Literature review
underlying data. However, FNN could become computationally
intensive with the growth of the number of neurons or hidden The physical model for wind prediction is usually built upon
layers. To achieve the minimum forecasting error, FNN model needs meteorological features (e.g., temperature, pressure, and humidity)
to be trained by a large amount of data. This could be difficult if no and geographical information (e.g., surface roughness and latitude).
sufficient training data are available. To combine the advantages of Ren et al. [10] and Zhang et al. [11] utilize sophisticated meteoro-
AI-based algorithm with statistical method, Cadenas and Rivera [9] logical data for wind speed and wind generation prediction. A
propose a hybrid forecasting approach that consists of time series considerable amount of computational time is required due to the
model and ANN model. The former characterizes the linear com- complexity of the underlying mathematical formulas. Numerical
ponents and the latter captures the nonlinear relation between the weather prediction (NWP) method is a common physical model
input and the output data. However, most of hybrid models ignore and can generate satisfactory results for a relatively long prediction
the impact from the other meteorological features, such as air horizon up to several days. Weather research and forecast (WRF)
pressure, humidity, and temperature. They are often suitable to 1-h model is one of the most popular NWP approaches [12]. It has been
ahead forecasting. used to forecast air chemistry, hydrology, wildland fires, hurricanes,
This paper proposes a hybrid forecasting method to provide and regional climate [13]. For instance, Carvalho et al. [4] apply
multi-step, short-term wind speed prediction based on multiple WRF model in an area of Portugal under different numerical and
meteorological features. The hybrid model is called ARIMA-FNN in physical options. The area contains complex terrain and is charac-
which FNN stands for feedforward neural network, and ARIMA terized by significant wind energy resource. However, WRF usually
represents autoregressive integrated moving average. The contri- requires comprehensive terrain information in order to achieve
bution of the study is twofold. First, the proposed hybrid model better forecasting results. As pointed by Wu and Hong [14], NWP
synthesizes different meteorological features with statistical models including WRF have two drawbacks: 1) they do not update
inference and machine learning techniques. These features include the predictions very frequently; and 2) they require a large amount
wind direction, temperature, humidity, among others. Data ana- of computing resources.
lytics is applied to extract the key meteorological features to Time series models including the ARIMA family are widely used
enhance the forecasting performance. Second, the hybrid model in wind speed forecasting due to the robustness of the model [15].
simultaneously generates multiple speed prediction data corre- For instance, Kavasseri and Seetharaman [5] propose a fractional-
sponding to different time intervals, varying from 1 to 24 h ahead. ARIMA model to predict the wind speed in one- or two-day
The proposed model is extensively examined using 11-year climate ahead, respectively. The expected wind energy throughput is
data from three cities: Wellington, New Zealand; San Francisco, further derived from the predicted wind speed along with the
USA and Phoenix, USA. These cities represent a broad range of wind power curve of the wind turbine. Fang and Chiang [6] derive a
profiles in terms of geographical locations and hourly wind speed. multivariate wind power prediction model that accommodates
Over 1.73 million meteorological data are used to test the proposed multiple weather features, including wind speed, temperature and
model. The numerical experiments show that the proposed model weather condition. The forecasting accuracy is further improved by
outperforms classical time series method and univariate neural considering the interdependency of different features. In general,
networks in terms of forecasting accuracy and robustness. time series models, such as ARIMA, perform well for the short-term
The rest of the paper is organized as follows. Section 2 reviews prediction due to the use of Box-Jenkins methodology for model
the state-of-art of the wind speed prediction methods. Section 3 construction. The limitation is that the model structure is linear,
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hence the accuracy is not guaranteed in long-term prediction. In concludes that the direct method yields better results than the
addition, the trend and seasonal factors in the time series data must iterative method. This conclusion is also supported by the study of
be decomposed prior to the model application. Hamzaçebi et al. [28]. In our paper, the proposed hybrid model is
Considering the existence of nonlinearity in wind speed data, capable of making multi-output predictions by incorporating other
research interests are shifting towards machine learning algo- meteorological features in addition to wind speed. The prediction
rithms. Artificial neural network (ANN) has been recognized as a quality is improved because the correlations of these features with
powerful tool to solve non-linear problems like weather fore- wind speed are also considered. This is crucial for improving the
casting. For instance, FNN is a class of the multilayer neural network security and economic benefits of wind power generation.
consisting of an input layer, an output layer, and one or more hid-
den layers. Each layer can host one or multiple neurons that are 3. Wind data and meteorological features
connected to the neurons of the previous layer using appropriate
weights. The neurons in the same layer are mutually independent, 3.1. Seasonal and diurnal variations
and each neuron has a transfer function. The studies by Khashei
et al. [16] and Zhang et al. [17] show that ANN is more effective than To compare the performance of forecasting models, multiple
the statistical prediction techniques, especially for the input data forecasting horizons are adopted in this study. Without loss of
with non-linearity relation. Amellas et al. [18] predict the short- generality, five forecasting horizons are considered and shown in
term wind speed based on multi-layer perceptron and nonlinear Fig. 1. These are 1-, 3-, 8-, 12-, and 24-h, respectively. The 24-h is
autoregressive exogenous model with multivariable features. The also known as day-ahead forecasting. An out-of-sample forecast
model aims to assist wind farms and utility companies in maxi- method is adopted, meaning the prediction data outside the data-
mizing the economic benefits. Liu et al. [19] design a hybrid ARIMA- set are used to validate and test the model. Croonenbroeck and
ANN and an ARIMA-Kalman method for hourly wind speed fore- Stadtmann [29] emphasize that the out-of-sample forecasting
casting. Both methods result in good prediction because the dy- strategy is essential in constructing a wind forecasting model. The
namics and non-linearity of the wind profile is effectively captured. sliding window technique is used for wind speed forecasting. The
Damousis et al. [20] use a genetic algorithm-based learning scheme input data are normalized because different meteorological fea-
to predict the wind speed and power generation for a wind park. tures have a different range. Min-max scaling is applied to trans-
Their model focuses on short-term forecasting in a range from 0.5-h form the original data into a common range between 0 and 1. The
to 2-h ahead. Comparative studies are also carried out between proposed hybrid model allows us to generate multiple outputs
ANN and time series models by Mohandes et al. [21], showing that corresponding to different horizons at the same time. This can be
ANN is superior to the autoregressive model in multi-step easily realized through the implementation of multiple neurons in
prediction. the output layer. For instance, in the 1-h ahead prediction model,
ANN can conveniently accommodate different meteorological the output layer only has one neuron. However, in the 12-h ahead
features such as air pressure, temperature, and wind direction to forecasting model, the output layer has 12 neurons, each repre-
improve the wind forecasting accuracy. For instance, Li et al. [7] senting the wind speed of upcoming 12 h, respectively.
utilize a three-layer model with 4-, 8-, and 1-neuron, respectively, For comparison purposes, three cities representing diverse wind
for input, hidden, and output layers to estimate wind power. The profiles and weather conditions are chosen to test the proposed
four input features are the wind speed and wind directions of two methods. They are Wellington in New Zealand, San Francisco in the
meteorological towers, respectively. Moreover, compressing func- USA, and Phoenix in the USA. Wellington has a very strong wind
tions for the four input valuables have been used to accelerate the profile in four seasons, while Phoenix has strong sunshine with
ANN training process. Mabel and Fernandez [22] use wind speed, weak wind across the year. San Francisco has abundant wind re-
relative humidity, and hourly generation as input variables to sources in summer and fall seasons, but the wind speed drops in
construct an ANN wind speed model. They conclude that a better spring and winter seasons. The meteorological data, including
performance can be obtained by incorporating additional features. hourly wind speed, are retrieved from the web portal of Weather
Peng et al. [23] develop prediction methods for short-term wind Underground (WU, 2017) between 2004 and 2014. These data are
power generation forecasting by considering temperature, wind recorded and collected by Automated Weather Observing System at
speed, and wind direction features. The study finds that the hybrid 10-m height above the ground. This study considers hourly obser-
model incorporating multiple features yields more accurate results vations of wind speed, wind direction, dew point, and ambient
than the univariate ANN model. Zhou et al. [24] propose a hybrid temperature, resulting in about 90,000 records over 11-year for
wind forecasting method comprised of four modules: data analysis, each city.
model selection, multi-criteria forecasting, and performance eval- Fig. 2 plots the annual wind profiles of testing cities in 2014. The
uation. Given a set of wind speed data, their approach allows for average wind speed appears uncertain and varies from month to
selecting an optimal forecasting model without prior knowledge. In month. The maximum wind speed in Wellington reaches 28.3 m/s,
other literature, Cao et al. [25] and Mohandes [8] leverage recurrent and the average wind speed is around 6.8 m/s. The average wind
neural network (RNN) and support vector machines (SVM) to speed in San Francisco and Phoenix is 5.4 m/s and 2.3 m/s,
forecast the wind speed. Compared with the multilayer perceptron respectively. Similar observations are found in other years.
neural networks, more computational time is required to train RNN The random behavior of wind speed can be characterized by
and SVM models in exchange for slightly improved prediction normal distribution [30] or Weibull distribution [31]. Fig. 3(a) plots
quality. the hourly wind speed histogram in 2014 with 8760 data points per
The multi-output forecasting strategy involves the development city. The corresponding Weibull wind speed distributions for the
of short-term, multi-step forecasting model that can predict a three cities are depicted in Fig. 3(b). The distribution has a bell
sequence of wind data in a one-shot manner. Kline et al. [26] shape with extended right tail, and distribution parameters are in
construct a multi-output neural network where each output node Table 1. Note that c and k are the scale and shape parameter of
corresponds to one prediction horizon. This approach prevents the Weibull distribution, respectively. For a given c, a larger k makes the
accumulation of prediction errors and avoids the performance distribution curve more concentrated around the mean value. For a
degradation as the forecasting horizon increases. Zhang [27] de- given k, a larger c pushes the distribution curve to the right side.
velops an ANN model for multi-period time series forecasting and The seasonality of wind speed varies in different cities. The
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Fig. 3. (a) Hourly wind speed frequency histogram, and (b) Weibull Distributions.
Table 1
Weibull distribution parameters in three cities.
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Fig. 7. The wind rose with frequency distribution of hourly wind speed (unit: m/s).
Wellington 19.1% of the wind blowing between 6.1 and 11.6 m/s is respectively, the observed and forecasted values at time t, or
from the north. In Phoenix, the average wind speed blowing from indexed by n for n ¼ 1, 2, …, N.
the northeast is over 3.9 m/s. In San Francisco, the dominant wind MAE is a measure of the average of the absolute error. The
direction is from the southwestenorthwest (SWeNW) in the range advantage is that the metric is relatively easy for non-specialists to
between 260 and 300 . The wind rose of these cities shows that understand. MAE is defined as follows
the wind speed is highly correlated with the wind direction.
Table 2 summarizes the basic statistics of meteorological fea- 1 XN
b n
tures for three cities. In Wellington, about 50% of wind directions
MAE ¼ jYn Y (2)
N n¼1
occur between the north and the northwest. In San Francisco, about
40% of wind directions occur between the west and the northwest.
The wind direction is a circular function resulting in a discontinuity
between 0 and 360 . Thus it is decomposed into two continuous
4.2. Persistence model
input features, sine and cosine functions, using trigonometric
equations.
Before we present our hybrid model called ARIMA-FNN model,
existing forecasting approaches including persistence model,
4. Forecasting methodology ARIMA, FNN, and RNN are briefly reviewed as these models are
used for comparing with the hybrid model.
4.1. Performance measures The persistence method is adopted as the benchmark to
compare the forecasting performances with existing models such
To compare the performance of the proposed forecasting model as ARIMA, FNN and the proposed ARIMA-FNN model. The persis-
with existing methods, two error measures are employed for model tence method is a simple way to forecast the wind speed and often
evaluation: root mean square error (RMSE) and the mean absolute used as a reference to evaluate the performance of other methods.
error (MAE). RMSE is a quadratic scoring rule that also measures This method assumes that the wind speed at time tþDt is the same
the average magnitude of the error, which is more often used in as it was at time t where Dt is the time increment or step size. This
error evaluation. Both RMSE and MAE have the same unit as the ideal is derived from the fact that a high correlation exists between
observation data. RMSE is defined as present and future wind speed. Let Yt and Y b be the observed
tþDt
vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi wind speed at t and predicted speed at tþDt, respectively. The
u
u1 X N
persistence model is given as follows,
RMSE ¼ t ðYn Y b n Þ2 (1)
N n¼1
b
Y tþDt ¼ Yt ; for t ¼ 1; 2; /; T: (4)
b n are,
where N is the number of wind speed observations, Yn and Y
Table 2
Statistics for wind speed (m/s), temperature ( C), and dew point ( C).
Dir Speed Temp Dew Dir Speed Temp Dew Dir Speed Temp Dew
Point Point Point
Note: Dir ¼ wind direction, Temp ¼ temperature, Std Dev ¼ standard deviation.
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4.3. ARIMA model tools. Fig. 9 shows the ACF and PACF graphs presented for wind
speed time series data of Wellington. If both ACF and PACF show
ARIMA(p, d, q) model where the integers represent the param- exponential decay and damped sinusoid, other techniques such as
eters of a particular model is built upon the Box-Jenkins method- Akaike's information criterion, Bayesian information criterion, and
ology. It best fits the time series data with non-seasonal behavior. A grid search could be used to optimize the model structure [33,34].
time series model reproduces future value based on the prior Step 2. Parameter Estimation. After the model structure is
pattern of variables. The univariate method employs ARIMA model determined, the parameters resulting in the lowest residual need to
and takes single feature data set as the input variable. Let yt be the be estimated. YuleeWalker estimation or maximum likelihood
value under prediction at time t. The ARIMA model with d ¼ 0 is estimation can be applied to estimate the parameter values, and
expressed as, uncorrelated residuals can be identified using non-significant P-
values.
X
p X
q Step 3. Diagnostic Checking. After the model structure and pa-
yt ¼ 4i yti þ m þ 4j εtj þ εt rameters are determined, diagnostic checking is used to examine
i¼1 j¼1 the model adequacy and make further improvements. If the model
is a good fit to the data, the residuals should be white noise with no
¼ m þ 41 yt1 þ 42 yt2 þ ; :::; þ 4p ytp þ εt þ 41 εt1 autocorrelation.
þ 42 εt2 þ ; :::; þ 4q εtq (5)
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1 XN
b n Þ2
Jw ¼ ðYn Y (7)
N n¼1
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Table 3
ARIMA models for three cities.
Table 4 within p2{1, 2, …, 8}, q2{1, 2, …, 8}, and d2{0, 1}. The best values
Error comparison of ARIMA for different forecasting steps. of p, d, and q are determined based on the minimum RMSE or MAE.
City Error (m/s) ARIMA Table 3 lists the ARIMA model with the best forecasting preference
1-h 3-h 8-h 12-h 24-h
for each city. The sign and coefficient indicate the direction and the
strength with pairs of wind speed variable between different
Wellington RMSE 0.93 1.81 1.92 2.12 3.01
hourly measurement. For instance, in Wellington the current wind
MAE 0.82 1.22 1.68 1.75 2.32
San Francisco RMSE 0.91 1.39 1.61 1.91 2.56 speed yt has the positive relation with yt-1, yt-3, yt-4 and negative
MAE 0.96 1.22 1.42 1.68 2.28 relation with yt-2. Hence the ARIMA model with (4, 0, 2) appears to
Phoenix RMSE 0.40 0.84 0.85 0.87 0.96 be the best fit for the wind speed forecasting in Wellington. ARIMA
MAE 0.41 0.73 0.74 0.75 0.84
(2, 0, 1) has been found to be the best for San Francisco, and ARIMA
(4, 0, 2) is the best for Phoenix.
According to Table 4, the prediction accuracy decreases with the
5. Wind speed forecasting and comparison increase of the forecasting horizon, but the degradation of accuracy
is non-linear in terms of RMSE and MAE. For example, in
5.1. Forecasting using ARIMA Wellington the MAE value for 1-h ahead forecasting based on
ARIMA is 0.82 m/s, while the values for 3-h, 8-h, 12-h, and 24-h
Wellington, San Francisco and Phoenix are selected to demon- ahead forecasting are 1.2 m/s, 1.68 m/s, 1.75 m/s, and 1.9 m/s,
strate the effectiveness of the proposed forecasting methods. The respectively. Similar trends can be observed in San Francisco and
11-year meteorological dataset of each city is divided into three Phoenix.
parts. The data from 2004 to 2012 are used for model training. The To compare the gap between the ARIMA outcome and the actual
data of 2013 serve as the model validation. The last year data (i.e. wind speed observation, Fig. 13 shows 1-h and 24-h ahead pre-
2014) are for model testing and forecasting generation. In other diction results along with the actual wind speed data over 24 h in
words, for each city 78,910 observations are used for training. Wellington. The solid line is the wind speed observation, the dotted
Validation and testing use 8760 records, respectively. line is the 1-h ahead forecasting and the dashed line is the day-
ARIMA model is used to detect the existence of the relation ahead forecasting. The 1-h ahead forecasting is quite close to the
between the current and the previous observations. It further de- actual observation, whereas the day ahead result becomes more
termines the optimal neuron number for the input layer that is flatten and smoother. For instance, the lowest wind speed in a day
associated with the autocorrelation of wind speed data. To ensure happens at 11am and the occurrence time based on 1-h ahead
the best performance of the ARIMA model, parameters (p, d, q) forecasting is 12 noon.
should be optimized. In this study, the order of the model varies
5.2. Comparison with ARIMA, FNN and RNN
Table 5
Five candidate forecasting models for Wellington with multiple input features.
Model Predictors
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Fig. 17. RMSE and MAE comparisons with five models for three cities.
feather correlation and model selection to determine the optimal meteorological data of Wellington, San Francisco and Phoenix. It
inputs of the neural networks. shows that our model and the model in [40] exceed the model in
Table 7 summarizes the average value of MAE and RMSE of three [37] as both result in lower MAE and RMSE. Our model also exceeds
models, and the comparisons are made based on the 11-year the model in [40] for cities of San Francisco and Phoenix. But the
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Table 7
Comparison with other hybrid models.
Acknowledgement
MAE RMSE
This project is supported by the United States National Science
City Xu et al. Zhou et al. Our Xu et al. Zhou et al. Our Foundation (NSF) under the Chemical, Bioengineering, Environ-
[37] [40] Model [37] [40] Model mental and Transport Systems (CBET) program with grant No.
Wellington 1.01 0.75 0.80 1.31 1.04 1.07
1704933.
San 1.22 0.89 0.87 1.50 1.02 0.97
Francisco
Phoenix 0.9 0.73 0.68 1.03 0.89 0.69 References
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