A novel hybrid approach based on variational heteroscedastic Gaussian process regression for multi-step ahead wind speed forecasting

Author(s):  
Chu Zhang ◽  
Tian Peng ◽  
Muhammad Shahzad Nazir
2016 ◽  
Vol 126 ◽  
pp. 1084-1092 ◽  
Author(s):  
Chi Zhang ◽  
Haikun Wei ◽  
Xin Zhao ◽  
Tianhong Liu ◽  
Kanjian Zhang

2020 ◽  
Vol 10 (1) ◽  
Author(s):  
Mona Fuhrländer ◽  
Sebastian Schöps

Abstract In this paper an efficient and reliable method for stochastic yield estimation is presented. Since one main challenge of uncertainty quantification is the computational feasibility, we propose a hybrid approach where most of the Monte Carlo sample points are evaluated with a surrogate model, and only a few sample points are reevaluated with the original high fidelity model. Gaussian process regression is a non-intrusive method which is used to build the surrogate model. Without many prerequisites, this gives us not only an approximation of the function value, but also an error indicator that we can use to decide whether a sample point should be reevaluated or not. For two benchmark problems, a dielectrical waveguide and a lowpass filter, the proposed methods outperform classic approaches.


2021 ◽  
Vol 164 ◽  
pp. 211-229 ◽  
Author(s):  
Wenlong Fu ◽  
Kai Zhang ◽  
Kai Wang ◽  
Bin Wen ◽  
Ping Fang ◽  
...  

2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
Jujie Wang

It is important to improve the accuracy of wind speed forecasting for wind parks management and wind power utilization. In this paper, a novel hybrid approach known as WTT-TNN is proposed for wind speed forecasting. In the first step of the approach, a wavelet transform technique (WTT) is used to decompose wind speed into an approximate scale and several detailed scales. In the second step, a two-hidden-layer neural network (TNN) is used to predict both approximated scale and detailed scales, respectively. In order to find the optimal network architecture, the partial autocorrelation function is adopted to determine the number of neurons in the input layer, and an experimental simulation is made to determine the number of neurons within each hidden layer in the modeling process of TNN. Afterwards, the final prediction value can be obtained by the sum of these prediction results. In this study, a WTT is employed to extract these different patterns of the wind speed and make it easier for forecasting. To evaluate the performance of the proposed approach, it is applied to forecast Hexi Corridor of China’s wind speed. Simulation results in four different cases show that the proposed method increases wind speed forecasting accuracy.


2021 ◽  
Vol 19 ◽  
pp. 41-48
Author(s):  
Mona Fuhrländer ◽  
Sebastian Schöps

Abstract. Quantification and minimization of uncertainty is an important task in the design of electromagnetic devices, which comes with high computational effort. We propose a hybrid approach combining the reliability and accuracy of a Monte Carlo analysis with the efficiency of a surrogate model based on Gaussian Process Regression. We present two optimization approaches. An adaptive Newton-MC to reduce the impact of uncertainty and a genetic multi-objective approach to optimize performance and robustness at the same time. For a dielectrical waveguide, used as a benchmark problem, the proposed methods outperform classic approaches.


2020 ◽  
Vol 146 ◽  
pp. 2112-2123 ◽  
Author(s):  
Haoshu Cai ◽  
Xiaodong Jia ◽  
Jianshe Feng ◽  
Wenzhe Li ◽  
Yuan-Ming Hsu ◽  
...  

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