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.
Highlights
Wind energy has grown to an extent whereby its impact on the power system has become relevant in many regions
To utilize the information of wind power generations in other zones, this paper proposes a wind power quantile forecasting method based on instance-based transfer learning
To the best of our knowledge, this is the first time that instance-based transfer learning has been used for wind power quantile regression
Summary
Wind energy has grown to an extent whereby its impact on the power system has become relevant in many regions. A quantile regression forest model and a stacked random forest-gradient boosting decision trees (GBDT) model were built in [33] These two models form a voted ensemble for forecasting the probability distribution of wind power. To utilize the information of wind power generations in other zones, this paper proposes a wind power quantile forecasting method based on instance-based transfer learning. It is reasonable to apply instance-based transfer learning techniques to reduce forecasting error on the target zone by introducing the data of related wind farms to the training set. An IBT-GBDT (instance-based transfer learning embedded gradient boosting decision trees) model is proposed. Several GBDT-based benchmark models are developed in this paper to illustrate the effect of the instanced-based transfer learning method. The weight formula and the corresponding iterative weight-solving algorithm are derived
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