Combined wind speed forecasting model based on secondary decomposition and quantile regression closed-form continuous-time neural network

ABSTRACT

Reliable interval forecasts can quantify the potential risk of wind speeds, which can help people make better use of wind energy. In this study, a new probabilistic prediction model, called Quantile Regression Closed-Form Continuous-time Neural Network (QRCfC), is proposed by combining quantile regression and closed-form continuous-time neural network. A new combined model combining QRCfC, secondary decomposition, multi-objective optimization, and dynamic weight combination strategy is proposed, which makes full use of the advantages of each single model to obtain accurate deterministic prediction and reliable probabilistic interval prediction of wind speed. First, the original wind speed series is divided into several subseries using a secondary decomposition technique built on variational mode decomposition and singular spectrum analysis. Then, four base models are used to predict these subseries separately. After that, the predicted values of the four base models are input into QRCfC for training, where the hyperparameters of QRCfC are dynamically adjusted by a multi-objective ant lion optimization algorithm. Finally, to verify the effectiveness of the proposed models, experiments are conducted using data sets from three wind farms in Gansu, China. Simulation results show that the proposed model achieves excellent prediction performance in both deterministic and probabilistic prediction. For example, compared with the unoptimized quantile regression time convolution network, quantile regression long-short time memory, quantile regression gated recurrent unit, and quantile regression neural network, the proposed model reduces the MAPE by 21.89% and the CRPS by 11.14% for 1-step prediction at site 1.

KEYWORDS:

• Wind speed forecasting
• quantile regression
• closed-form continuous-time neural network
• secondary decomposition
• multi-objective ant lion optimization algorithm
• combined forecasting model

Acknowledgements

This work was supported by the National Natural Science Foundation of China (41875085). All the authors do not have any possible conflicts of interest.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Data availability statement

The wind speed observed data used in this research is provided by the project sponsor. The data can be accessed by the link “https://pan.baidu.com/s/1dDl40kvWXntclj0PuUvC6Q,” and the Key is “tdeh.”

Additional information

Funding

This work was supported by the National Natural Science Foundation of China [41875085].