scholarly journals Study on Icing Prediction of Power Transmission Lines Based on Ensemble Empirical Mode Decomposition and Feature Selection Optimized Extreme Learning Machine

Energies ◽  
2019 ◽  
Vol 12 (11) ◽  
pp. 2163 ◽  
Author(s):  
Weijun Wang ◽  
Dan Zhao ◽  
Liguo Fan ◽  
Yulong Jia
Keyword(s):  
Feature Selection ◽  
Random Forest ◽  
Transmission Line ◽  
Extreme Learning Machine ◽  
Empirical Mode Decomposition ◽  
Transmission Lines ◽  
Ensemble Empirical Mode Decomposition ◽  
Ice Thickness ◽  
Mode Decomposition ◽  
Learning Machine

The ice coating on the transmission line is extremely destructive to the safe operation of the power grid. Under natural conditions, the thickness of ice coating on the transmission line shows a nonlinear growth trend and many influencing factors increase the difficulty of forecasting. Therefore, a hybrid model was proposed in this paper, which mixed Ensemble Empirical Mode Decomposition (EEMD), Random Forest (RF) and Chaotic Grey Wolf Optimization-Extreme Learning Machine (CGWO-ELM) algorithms to predict short-term ice thickness. Firstly, the Ensemble Profit Mode Decomposition model was introduced to decompose the original ice thickness data into components representing different wave characteristics and to eliminate irregular components. In order to verify the accuracy of the model, two transmission lines in ‘hunan’ province were selected for case study. Then the reserved components were modeled one by one, building the random forest feature selection algorithm and Partial Autocorrelation Function (PACF) to extract the feature input of the model. At last, a component prediction model of ice thickness based on feature selection and CGWO-ELM was established for prediction. Simulation results show that the model proposed in this paper not only has good prediction performance, but also can greatly improve the accuracy of ice thickness prediction by selecting input terminal according to RF characteristics.

scholarly journals Short-Term Electricity Price Forecasting by Employing Ensemble Empirical Mode Decomposition and Extreme Learning Machine

Forecasting ◽  
2021 ◽  
Vol 3 (3) ◽  
pp. 460-477
Author(s):  
Sajjad Khan ◽  
Shahzad Aslam ◽  
Iqra Mustafa ◽  
Sheraz Aslam
Keyword(s):  
Extreme Learning Machine ◽  
Empirical Mode Decomposition ◽  
Electricity Market ◽  
Ensemble Empirical Mode Decomposition ◽  
Electricity Price ◽  
Price Forecasting ◽  
Short Term ◽  
Mode Decomposition ◽  
Electricity Price Forecasting ◽  
Learning Machine

Day-ahead electricity price forecasting plays a critical role in balancing energy consumption and generation, optimizing the decisions of electricity market participants, formulating energy trading strategies, and dispatching independent system operators. Despite the fact that much research on price forecasting has been published in recent years, it remains a difficult task because of the challenging nature of electricity prices that includes seasonality, sharp fluctuations in price, and high volatility. This study presents a three-stage short-term electricity price forecasting model by employing ensemble empirical mode decomposition (EEMD) and extreme learning machine (ELM). In the proposed model, the EEMD is employed to decompose the actual price signals to overcome the non-linear and non-stationary components in the electricity price data. Then, a day-ahead forecasting is performed using the ELM model. We conduct several experiments on real-time data obtained from three different states of the electricity market in Australia, i.e., Queensland, New South Wales, and Victoria. We also implement various deep learning approaches as benchmark methods, i.e., recurrent neural network, multi-layer perception, support vector machine, and ELM. In order to affirm the performance of our proposed and benchmark approaches, this study performs several performance evaluation metric, including the Diebold–Mariano (DM) test. The results from the experiments show the productiveness of our developed model (in terms of higher accuracy) over its counterparts.

scholarly journals Carbon Price Prediction Based on Ensemble Empirical Mode Decomposition and Extreme Learning Machine Optimized by Improved Bat Algorithm Considering Energy Price Factors

Energies ◽  
2020 ◽  
Vol 13 (13) ◽  
pp. 3471
Author(s):  
Wei Sun ◽  
Junjian Zhang
Keyword(s):  
Extreme Learning Machine ◽  
Empirical Mode Decomposition ◽  
Bat Algorithm ◽  
Carbon Price ◽  
Ensemble Empirical Mode Decomposition ◽  
Carbon Market ◽  
Energy Price ◽  
Price Prediction ◽  
Mode Decomposition ◽  
Learning Machine

In response to climate change and environmental issues, many countries have gradually optimized carbon market management and improved the carbon market trading mechanism. Carbon price prediction plays a pivotal role in promoting carbon market management when investors are guided by prediction to conduct rational carbon trading. A novel carbon price prediction methodology is constructed based on ensemble empirical mode decomposition, improved bat algorithm, and extreme learning machine (EEMD-IBA-ELM) in this study. Firstly, the carbon price is decomposed into multiple regular intrinsic mode function (IMF) components by the ensemble empirical mode decomposition, and partial autocorrelation analysis (PACF) is used to find IMF historical data affecting the current value of IMF. Secondly, the improved bat algorithm (IBA) is used to heighten extreme learning machine (ELM) while adaptive parameters are obtained. Finally, EEMD-IBA-ELM was established to predict carbon price. Simultaneously, energy price fluctuation is introduced into the carbon price prediction model. As a consequence, EEMD-IBA-ELM carbon price prediction ability is further improved. In the empirical analysis, the historical carbon price of European Climate Exchange (ECX) and Korea Exchange (KRX) markets are used to examine the effectiveness and stability of the model. Errors of carbon price prediction in ECX and KRX is 2.1982% and 1.1762%, respectively. The results show that the EEMD-IBA-ELM carbon price prediction model can accurately predict carbon price when prediction effect shows strong stability. Furthermore, carbon price prediction accurateness was significantly enhanced by using energy price fluctuation as an influencing factor of carbon price prediction.

Sign in / Sign up

Export Citation Format

Share Document