A novel wind speed forecasting combined model using variational mode decomposition, sparse auto-encoder and optimized fuzzy cognitive mapping network

Abstract

The nonlinear, random and fluctuating characteristics of wind speed bring great challenges to its accurate forecast, so no model that can adapt to all situations. In order to solve the problem of unbalanced forecast accuracy and stability in the current wind speed forecast model, a novel and advanced wind speed combined forecast model (CFM) is proposed in this study. The CFM adopts a two-phase data processing strategy composed of variable mode decomposition-sparse autoencoder (VMD-SAE) to extract the original wind speed features, high-order fuzzy cognitive mapping (HFCM) neural network modeling and batch gradient descent optimization algorithm to make up for its shortcomings. The two-phase data processing strategy performs smoothing and feature information extraction processing on the original data. The forecast module adopts the SAE-HFCM combination strategy, and utilizes their respective advantages to achieve accurate and stable result output. The results show that this CFM has the best forecast accuracy and generalization performance compared with 7 benchmark models in datasets from three different sites. Compared with the benchmark models, the performance of CFM in point forecasting and interval forecasting, the average improvement percentage of IP_RMSE, IP_MAE and IP_MAPE minimum values are 40.9%, 40.1% and 40.6%, respectively. The performance of interval indicators is also the best, and its application prospects are broad.