Chaotic time series prediction model of wind power based on ensemble empirical mode decomposition-approximate entropy and reservoir

Zhang Xue-Qing; Liang Jun

doi:10.7498/aps.62.050505

Abstract

According to the chaotic feature of wind power time series, a combined short-term wind power forecasting approach based on ensemble empirical mode decomposition (EEMD)-approximate entropy and echo state network (ESN) is proposed. Firstly, in order to reduce the calculation scale of partial analysis for wind power and improve the wind power prediction accuracy, the wind power time series is decomposed into a series of wind power subsequences with obvious differences in complex degree by using EEMD-approximate entropy. Then, the forecasting model of each subsequence is created with least squares support vector machine (LSSVM), ESN and EEMD-ESN improved with the regularized high frequency parts. Finally, the simulation is performed by using the real data collected from a certain wind farm, the results show that the EEMD-ESN model is better in the training speed and forecasting accuracy, than those obtained from the least square support vector machine (LSSVM) model, which provides a new useful reference for the short-term forecasting of wind power in online engineering application.

Keywords:

Authors and contacts

Zhang Xue-Qing¹,
Liang Jun^1,2

1.
School of Electrical Engineering, Shandong University, Jinan 250061, China;
2.
Key Laboratory of Power System Intelligent Dispatch and Control of Ministry of Education (Shandong University), Jinan 250061, China
Funds: Project supported by the National Natural Science Foundation of China (Grant No. 51177091), and the Natural Science Foundation of Shandong Province (Grant No. ZR2010EM055).

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[32]	Han M 2007 Predict Theory and Method of Chaotic Times Series Vol.1 (Beijing: China WaterPower Press) p168 (in Chinese) [韩敏 2007 混沌时间序列预测理论与方法 (第1卷) 第168页]

Cited By

[1]	Liu J Z, Liu Y, Zeng D L, Liu J W, L Y, Hu Y 2012 Sci. China E 55 1140 [刘吉臻, 柳玉, 曾德良, 刘继伟, 吕游, 胡阳 2012 中国科学(E辑): 技术科学 42 437]
[2]	Ernst B, Oakleaf B, Ahlstrom M L, Lange M, Moehrlen C, Lange B, Focken U, Rohrig K 2007 IEEE Transactions on Power & Energy Magazine 5 78
[3]	Chen S Y, Dai H Z, Bai X M, Zhou X X 2000 Proceedings of the CSEE 20 26 (in Chinese) [陈树勇, 戴慧珠,白晓民, 周孝信 2000 中国电机工程学报 20 26]
[4]	Gao S, Dong L, Gao Y, Liao X Z 2012 Proceedings of the CSEE 32 32 (in Chinese) [高爽, 冬雷, 高阳, 廖晓钟 2012 中国电机工程学报 32 32]
[5]	Feng S L, Wang W S 2010 Proceedings of the CSEE 30 1 (in Chinese) [冯双磊, 王伟胜 2010 中国电机工程学报 30 1]
[6]	Wang L J, Dong L, Liao X Z, Gao Y 2009 Proceedings of the CSEE 29 30 (in Chinese) [王丽婕, 冬雷, 廖晓钟, 高阳 2009 中国电机工程学报 29 30]
[7]	Guo C X, Wang Y Shen Y, Wang M, Cao Y J 2012 Proceeding of the CSEE 32 24 (in Chinese) [郭创新, 王扬, 沈勇, 王媚, 曹一家 2012 中国电机工程学报 32 24]
[8]	Zhang X Q, Liang J 2012 Acta Phys. Sin. 61 190703 (in Chinese) [张学清, 梁军 2012 61 190703]
[9]	Gao Z K, Jin N D 2011 Physica A 390 3541
[10]	Zhang J, Small M 2006 Phys. Rev. Lett. 96 238701
[11]	Gao Z K, Jin N D 2012 Nonlinear Analysis: Real World Applications 13 947
[12]	Zhang J, Zhang K, Feng J F, Small M 2010 PLoS Comput. Biol. 6 e1001033
[13]	Ye L, Liu P 2011 Proceeding of the CSEE 31 102 (in Chinese) [叶林, 刘鹏 2011 中国电机工程学报 31 102]
[14]	Cui W Z, Zhu C C, Bao W X, Liu J H 2004 Acta Phys. Sin. 53 3303 (in Chinese) [崔万照, 朱长纯, 保文星, 刘君华 2004 53 3303]
[15]	Deng L F, Liu H, Liu D 2006 Chin. Phys. 15 1196
[16]	Suykens J A K, Vandewalle J 1999 Neural Processing Letters 9 293
[17]	Wang X D, Ye M Y 2004 Chin. Phys. 13 454
[18]	Sun J C, Zhang T Y, Liu F 2004 Chin. Phys. 13 2045
[19]	Wang H D, Zhang H Y, Ye M Y 2005 Acta Phys. Sin. 54 2568 (in Chinese) [汪晓东, 张浩然, 叶美盈 2005 54 2568]
[20]	Shi Z W 2008 Ph. D. Dissertation (Dalian: Dalian University of Technology) (in Chinese) [史志伟 2008 博士学位论文 (大连:大连理工大学)]
[21]	Jaeger H, Haas H 2004 Science 304 5667
[22]	Song T, Li H 2012 Acta Phys. Sin. 61 080506 (in Chinese) [宋彤, 李菡 2012 61 080506]
[23]	Hu A J, Ma W L, Tang G J 2012 Proceeding of the CSEE 32 106 (in Chinese) [胡爱军, 马万里, 唐贵基 2012 中国电机工程学报 32 106]
[24]	Gao X Q, Wan S Q, He W P, Feng G L, Li J P, Dong W J 2005 Chin. Phys. 14 628
[25]	Cai Y P, Li A H, Shi L S, He Y P, Zhao J R 2011 Journal of Vibration and Shock 30 46 (in Chinese) [蔡艳平, 李艾华, 石林锁, 何艳萍, 赵静茹 2011 振动与冲击 30 46]
[26]	Wu Z H, Huang N E 2009 Advances in Adaptive Data Analysis 1 1
[27]	Pincuss M 1991 Proceeding of the National Academy Sciences 88 2297
[28]	Li R, Lu F Y, Xu H G, Zhang L Y 2010 Proceeding of the CSEE 30 51 (in Chinese) [栗然, 陆凤怡, 徐宏锐, 张烈勇 2010 中国电机工程学报 30 51]
[29]	Han M, Mu D Y 2011 Control and Decision 26 1469 (in Chinese) [韩敏, 穆大芸 2011 控制与决策 26 1469]
[30]	Jaeger H 2007 Scholarpedia 2 2330
[31]	Shi Z W, Han M 2007 Control and Decision 22 258 (in Chinese) [史志伟, 韩敏 2007 控制与决策 22 258]
[32]	Han M 2007 Predict Theory and Method of Chaotic Times Series Vol.1 (Beijing: China WaterPower Press) p168 (in Chinese) [韩敏 2007 混沌时间序列预测理论与方法 (第1卷) 第168页]

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Vol. 62, Issue 5 - 2013-03-05

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