A Short-Term Wind Speed Forecasting Model Based on EMD/CEEMD and ARIMA-SVM Algorithms

Abstract

In order to ensure the driving safety of vehicles in windy environments, a wind monitoring and warning system is widely used, in which a wind speed prediction algorithm with better stability and sufficient accuracy is one of the key factors to ensure the smooth operation of the system. In this paper, a novel short-term wind speed forecasting model, combining complementary ensemble empirical mode decomposition (CEEMD), auto-regressive integrated moving average (ARIMA), and support vector machine (SVM) technology, is proposed. Firstly, EMD and CEEMD are used to decompose the measured wind speed sequence into a finite number of intrinsic mode functions (IMFs) and a decomposed residual. Each of the IMF subseries has better linear characteristics. The ARIMA algorithm is adopted to predict each of the subseries. Then, a new subseries is reconstructed using the sum of the predicted errors of all subseries. The high nonlinear features of the reconstructed error subseries are modeled using SVM, which is suitable to process nonlinear data. Finally, the superposition of all prediction results is performed to obtain the final predicted wind speed. To verify the stability and accuracy of the model, two typhoon datasets, measured from the south coast of China, are used to test the proposed methods. The results show that the proposed hybrid model has a better predictive ability than single models and other combined models. The root mean squared errors (RMSEs) of the hybrid model for the three wind speed datasets are 0.839, 0.529, and 0.377, respectively. The combination of CEEMD with ARIMA contributes most of the prediction performance to the hybrid model. It is feasible to apply the hybrid model to wind speed prediction.