Abstract

The random fluctuation of wind leads to the instability of wind power, particularly wind power intermittency is a critical event in case of grid connected power plants, leading to severe consequences like low system reliability, high reserve capacity and high operational costs. This paper proposes a novel wind speed prediction model based on wind speed ramp (WSR) and residual distribution. Firstly, the variational mode decomposition (VMD) is used to decompose original wind speed series to extract different fluctuation characteristics, and several sub-sequences are obtained. Then, we use 3 different neural networks to predict the main part of decomposition result and use auto-regressive moving average (ARMA) model to predict the rest fluctuation part of decomposition results. Next, WSR optimized by particle swarm optimization (PSO) is used to modify the prediction results of LSTM neural network to decrease the prediction errors caused by one-step lag, the kernel density estimation (KDE) is used to fit the distribution of VMD residuals and sample randomly from the distribution to get residual series. Finally, the final prediction results of V-PSOR-LSTM-KDE are obtained by adding prediction results of WSR modified LSTM, ARMA and random sampling based on KDE. This study decomposes wind speed into the main trend part, fluctuation part and residual part, analyzing each part and makes predictions with different models according to their characteristics, which provides a new thought for wind speed prediction and contributes to the construction of smart grid.

Highlights

  • With the rapid development of the economy, the global demand for energy is growing

  • (3) Because the main trend of wind speed series decomposed by variational mode decomposition (VMD) does not include high frequency fluctuations, when k(i) and k(i−1) have contrary signs as Eq (15), we suppose that the sequence has reached a smooth extreme point and wind speed prediction remain unchanged as equation 12

  • The original wind speed series is decomposed into main trend part and fluctuation part by VMD, and the residual part is obtained

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Summary

INTRODUCTION

With the rapid development of the economy, the global demand for energy is growing. the problem that can’t be ignored is that energy is facing a large shortage. On the datasets used in this paper, it mainly reflects some fluctuation of periodic and trend changes in the unit of hours and days This kind of data is suitable for ARMA which is a kind of statistical model to make prediction. Because the rest IMFs contain a lot of medium-frequency fluctuation information, we use the ARMA model which is suitable for forecasting various time series in the statistical field to make prediction, and select the parameters of ARMA according to different datasets.

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