Neural Networks with Transfer Learning and Frequency Decomposition for Wind Speed Prediction with Missing Data

Abstract

This paper presents a novel data-driven approach for enhancing time series forecasting accuracy when faced with missing data. Our proposed method integrates an Echo State Network (ESN) with ARIMA (Autoregressive Integrated Moving Average) modeling, frequency decomposition, and online transfer learning. This combination specifically addresses the challenges missing data introduce in time series prediction. By using the strengths of each technique, our framework offers a robust solution for handling missing data and achieving superior forecasting accuracy in real-world applications. We demonstrate the effectiveness of the proposed model through a wind speed prediction case study. Compared to the existing methods, our approach achieves significant improvement in prediction accuracy, paving the way for more reliable decisionmaking in wind energy operations and management.