A novel decomposition-ensemble learning framework for multi-step ahead wind energy forecasting

Ramon Gomes da Silva, Matheus Henrique Dal Molin Ribeiro, Sinvaldo Rodrigues Moreno, Viviana Cocco Mariani and Leandro dos Santos Coelho

Energy, 2021, vol. 216, issue C

Abstract: Wind energy is one of the sources which is still in development in Brazil. However, it already represents 17% of the National Interconnected System. Due to the high level of uncertainty and fluctuations in wind speed, predicting wind energy with high accuracy is challenging. In this context, this paper proposes a novel decomposition-ensemble learning approach that combines Complete Ensemble Empirical Mode Decomposition (CEEMD) and Stacking-ensemble learning (STACK) based on Machine Learning algorithms to forecast the wind energy of a turbine in a wind farm at Parazinho city, Brazil, using multi-step-ahead forecasting strategy. The approached forecasting models were k-Nearest Neighbors, Partial Least Squares Regression, Ridge Regression, Support Vector Regression, and Cubist Regression. Additionally, Box-Cox transformation, correlation matrix, and principal component analysis were used to pre-process the data. The performance of the proposed forecasting models was evaluated by using three performance metrics: mean absolute error, mean absolute percentage error, and root mean square error, and the Diebold-Mariano statistical test to evaluate the forecasting error signals. The proposed models outperform the CEEMD, STACK, and single models in all forecasting horizons, with a performance improvement that ranges 0.06%–97.53%. Indeed, the decomposition-ensemble learning model is an efficient and accurate model for wind energy forecasting.

Keywords: Wind energy; Forecasting; Time series; Decomposition; Stacking ensemble learning; Machine learning (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (24)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:energy:v:216:y:2021:i:c:s0360544220322817

DOI: 10.1016/j.energy.2020.119174

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