scholarly journals A Markov Regime Switching Model for Ultra-Short-Term Wind Power Prediction Based on Toeplitz Inverse Covariance Clustering

2021 ◽  
Vol 9 ◽  
Author(s):  
Hang Fan ◽  
Xuemin Zhang ◽  
Shengwei Mei ◽  
Junzi Zhang

The rapid development of wind energy has brought a lot of uncertainty to the power system. The accurate ultra-short-term wind power prediction is the key issue to ensure the stable and economical operation of the power system. It is also the foundation of the intraday and real-time electricity market. However, most researches use one prediction model for all the scenarios which cannot take the time-variant and non-stationary property of wind power time series into consideration. In this paper, a Markov regime switching method is proposed to predict the ultra-short-term wind power of multiple wind farms. In the regime switching model, the time series is divided into several regimes that represent different hidden patterns and one specific prediction model can be designed for each regime. The Toeplitz inverse covariance clustering (TICC) is utilized to divide the wind power time series into several hidden regimes and each regime describes one special spatiotemporal relationship among wind farms. To represent the operation state of the wind farms, a graph autoencoder neural network is designed to transform the high-dimensional measurement variable into a low-dimensional space which is more appropriate for the TICC method. The spatiotemporal pattern evolution of wind power time series can be described in the regime switching process. Markov chain Monte Carlo (MCMC) is used to generate the time series of several possible regime numbers. The Kullback-Leibler (KL) divergence criterion is used to determine the optimal number. Then, the spatiotemporal graph convolutional network is adopted to predict the wind power for each regime. Finally, our Markov regime switching method based on TICC is compared with the classical one-state prediction model and other Markov regime switching models. Tests on wind farms located in Northeast China verified the effectiveness of the proposed method.

2011 ◽  
Vol 6 (1) ◽  
pp. 55-58 ◽  
Author(s):  
C. Gallego ◽  
A. Costa ◽  
A. Cuerva

Abstract. Ramp events are large rapid variations within wind power time series. Ramp forecasting can benefit from specific strategies so as to particularly take into account these shifts in the wind power output dynamic. In the short-term context (characterized by prediction horizons from minutes to a few days), a Regime-Switching (RS) model based on Artificial Neural Nets (ANN) is proposed. The objective is to identify three regimes in the wind power time series: Ramp-up, Ramp-down and No-ramp regime. An on-line regime assessment methodology is also proposed, based on a local gradient criterion. The RS-ANN model is compared to a single-ANN model (without regime discrimination), concluding that the regime-switching strategy leads to significant improvements for one-hour ahead forecasts, mainly due to the improvements obtained during ramp-up events. Including other explanatory variables (NWP outputs, local measurements) during the regime assessment could eventually improve forecasts for further horizons.


2015 ◽  
Vol 733 ◽  
pp. 893-897
Author(s):  
Peng Yu Zhang

The accuracy of short-term wind power forecast is important for the power system operation. Based on the real-time wind power data, a wind power prediction model using wavelet neural network (WNN) is proposed. In order to overcome such disadvantages of WNN as easily falling into local minimum, this paper put forward using Particle Swarm Optimization (PSO) algorithm to optimize the weight and threshold of WNN. It’s advisable to use Support Vector Machine (SVM) to comparatively do prediction and put two outcomes as input vector for Generalized Regression Neural Network (GRNN) to do nonlinear combination forecasting. Simulation shows that combination prediction model can improve the accuracy of the short-term wind power prediction.


Author(s):  
Yongsheng Wang ◽  
Jing Gao ◽  
Zhiwei Xu ◽  
Jidong Luo ◽  
Leixiao Li

The output power prediction of wind farm is the key to effective utilization of wind energy and reduction of wind curtailment. However, the prediction of output power has long been a difficulty faced by both academia and the wind power industry, due to the high stochasticity of wind energy. This paper attempts to improve the ultra-short-term prediction accuracy of output power in wind farm. For this purpose, an output power prediction model was constructed for wind farm based on the time sliding window (TSW) and long short-term memory (LSTM) network. Firstly, the wind power data from multiple sources were fused, and cleaned through operations like dimension reduction and standardization. Then, the cyclic features of the actual output powers were extracted, and used to construct the input dataset by the TSW algorithm. On this basis, the TSW-LSTM prediction model was established to predict the output power of wind farm in ultra-short-term. Next, two regression evaluation metrics were designed to evaluate the prediction accuracy. Finally, the proposed TSW-LSTM model was compared with four other models through experiments on the dataset from an actual wind farm. Our model achieved a super-high prediction accuracy 92.7% as measured by d_MAE, an evidence of its effectiveness. To sum up, this research simplifies the complex prediction features, unifies the evaluation metrics, and provides an accurate prediction model for output power of wind farm with strong generalization ability.


Author(s):  
Kuan Lu ◽  
Wen Xue Sun ◽  
Xin Wang ◽  
Xiang Rong Meng ◽  
Yong Zhai ◽  
...  

2020 ◽  
Vol 10 (21) ◽  
pp. 7915
Author(s):  
Hang Fan ◽  
Xuemin Zhang ◽  
Shengwei Mei ◽  
Kunjin Chen ◽  
Xinyang Chen

Ultra-short-term wind power prediction is of great importance for the integration of renewable energy. It is the foundation of probabilistic prediction and even a slight increase in the prediction accuracy can exert significant improvement for the safe and economic operation of power systems. However, due to the complex spatiotemporal relationship and the intrinsic characteristic of nonlinear, randomness and intermittence, the prediction of regional wind farm clusters and each wind farm’s power is still a challenge. In this paper, a framework based on graph neural network and numerical weather prediction (NWP) is proposed for the ultra-short-term wind power prediction. First, the adjacent matrix of wind farms, which are regarded as the vertexes of a graph, is defined based on geographical distance. Second, two graph neural networks are designed to extract the spatiotemporal feature of historical wind power and NWP information separately. Then, these features are fused based on multi-modal learning. Third, to enhance the efficiency of prediction method, a multi-task learning method is adopted to extract the common feature of the regional wind farm cluster and it can output the prediction of each wind farm at the same time. The cases of a wind farm cluster located in Northeast China verified that the accuracy of a regional wind farm cluster power prediction is improved, and the time consumption increases slowly when the number of wind farms grows. The results indicate that this method has great potential to be used in large-scale wind farm clusters.


2021 ◽  
Vol 9 ◽  
Author(s):  
Wenjin Chen ◽  
Weiwen Qi ◽  
Yu Li ◽  
Jun Zhang ◽  
Feng Zhu ◽  
...  

Wind power forecasting (WPF) is imperative to the control and dispatch of the power grid. Firstly, an ultra-short-term prediction method based on multilayer bidirectional gated recurrent unit (Bi-GRU) and fully connected (FC) layer is proposed. The layers of Bi-GRU extract the temporal feature information of wind power and meteorological data, and the FC layer predicts wind power by changing dimensions to match the output vector. Furthermore, a transfer learning (TL) strategy is utilized to establish the prediction model of a target wind farm with fewer data and less training time based on the source wind farm. The proposed method is validated on two wind farms located in China and the results prove its superior prediction performance compared with other approaches.


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