1. Probabilistic wind power forecasting using selective ensemble of finite mixture Gaussian process regression models
- Author
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Biao Yang, Bin Qian, Huaiping Jin, Huaikang Jin, Lixian Shi, and Xiangguang Chen
- Subjects
Wind power ,060102 archaeology ,Renewable Energy, Sustainability and the Environment ,business.industry ,Computer science ,020209 energy ,Probabilistic logic ,Wind power forecasting ,06 humanities and the arts ,02 engineering and technology ,Ensemble learning ,Electric power system ,Kriging ,Genetic algorithm ,0202 electrical engineering, electronic engineering, information engineering ,0601 history and archaeology ,Pruning (decision trees) ,business ,Algorithm - Abstract
Ensemble learning models have been widely used for wind power forecasting to facilitate efficient dispatching of power systems. However, traditional ensemble methods cannot always function well due to insufficient accuracy and diversity of base learners, ignorance of ensemble pruning, as well as the lack of adaptation capability. Therefore, a novel probabilistic wind power forecasting method is proposed based on selective ensemble of finite mixture Gaussian process regression models (SEFMGPR). First, a set of diverse local Gaussian process regression (GPR) models are constructed through multimodal perturbation mechanism, i.e., perturbing the training data and input attributes simultaneously. Then, a set of finite mixture GPR models (FMGPR) is built by integrating local GPR models through finite mixture mechanism (FMM). Next, the highly influential FMGPR models are selected using genetic algorithm (GA) based ensemble pruning. When a new test sample comes, the component predictions from the selected FMGPR models are adaptively combined by using FMM again and the probabilistic prediction results of the SEFMGPR model are obtained. Besides, an incremental adaptation mechanism is used to alleviate performance degradation of SEFMGPR. The application results from a real wind farm dataset show that SEFMGPR outperforms the traditional global and ensemble wind power prediction methods, and can maintain high prediction accuracy by effectively handling time-varying changes of wind power data.
- Published
- 2021