Research on a Deep Ensemble Learning Model for the Ultra-Short-Term Probabilistic Prediction of Wind Power

Abstract

An accurate method for predicting wind power is crucial in effectively mitigating wind energy fluctuations and ensuring a stable power supply. Nevertheless, the inadequacy of the stability of wind energy severely hampers the consistent functioning of the power grid and the reliable provision of electricity. To enhance the accuracy of wind power forecasting, this paper proposes an ensemble model named the complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) and convolutional bidirectional long short-term memory (CNN-BiLSTM), which incorporates a data preprocessing technique, feature selection method, deep ensemble model, and adaptive control. Initially, CEEMDAN is utilized to decompose wind speed and power sequences and hence obtain decomposed subsequences for further analysis. Subsequently, the CNN is used to extract features from each subsequence, whereas each subsequence is processed by BiLSTM to obtain an ultra-short-term deterministic prediction model. Additionally, the adaptive kernel density estimation (AKDE) method is employed to estimate the probabilistic distribution of prediction error, enabling ultra-short-term probabilistic wind power prediction. Finally, based on real datasets, the reliability of the model in probabilistic prediction is verified through the evaluation metrics of multi-step prediction intervals (PIs).