Probabilistic Wind Power Forecasting Approach via Instance-Based Transfer Learning Embedded Gradient Boosting Decision Trees

Long Cai, Jie Gu, Jinghuan Ma and Zhijian Jin
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Long Cai: School of Electronic Information and Electrical Engineering, Shanghai Jiao Tong University, Shanghai 200240, China
Jie Gu: School of Electronic Information and Electrical Engineering, Shanghai Jiao Tong University, Shanghai 200240, China
Jinghuan Ma: School of Electronic Information and Electrical Engineering, Shanghai Jiao Tong University, Shanghai 200240, China
Zhijian Jin: School of Electronic Information and Electrical Engineering, Shanghai Jiao Tong University, Shanghai 200240, China

Energies, 2019, vol. 12, issue 1, 1-19

Abstract: With the high wind penetration in the power system, accurate and reliable probabilistic wind power forecasting has become even more significant for the reliability of the power system. In this paper, an instance-based transfer learning method combined with gradient boosting decision trees (GBDT) is proposed to develop a wind power quantile regression model. Based on the spatial cross-correlation characteristic of wind power generations in different zones, the proposed model utilizes wind power generations in correlated zones as the source problems of instance-based transfer learning. By incorporating the training data of source problems into the training process, the proposed model successfully reduces the prediction error of wind power generation in the target zone. To prevent negative transfer, this paper proposes a method that properly assigns weights to data from different source problems in the training process, whereby the weights of related source problems are increased, while those of unrelated ones are reduced. Case studies are developed based on the dataset from the Global Energy Forecasting Competition 2014 (GEFCom2014). The results confirm that the proposed model successfully improves the prediction accuracy compared to GBDT-based benchmark models, especially when the target problem has a small training set while resourceful source problems are available.

Keywords: probabilistic wind power forecasting; instance-based transfer learning; weight assignment algorithm; gradient boosting decision trees (GBDT) (search for similar items in EconPapers)
JEL-codes: Q Q0 Q4 Q40 Q41 Q42 Q43 Q47 Q48 Q49 (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (11)

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