Probabilistic wind power forecasting using selective ensemble of finite mixture Gaussian process regression models

Huaiping Jin, Lixian Shi, Xiangguang Chen, Bin Qian, Biao Yang and Huaikang Jin

Renewable Energy, 2021, vol. 174, issue C, 1-18

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.

Keywords: Wind power forecasting; Ensemble learning; Gaussian process regression; Probabilistic modeling; Ensemble pruning; Model adaptation (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0960148121005401
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:renene:v:174:y:2021:i:c:p:1-18

DOI: 10.1016/j.renene.2021.04.028

Access Statistics for this article

Renewable Energy is currently edited by Soteris A. Kalogirou and Paul Christodoulides

More articles in Renewable Energy from Elsevier
Bibliographic data for series maintained by Catherine Liu ().