An accurate and efficient forecasting of solar energy is necessary for managing the electricity generation and distribution in today’s electricity supply system. However, due to its random character in its time series, accurate forecasting of solar irradiation is a difficult task; but it is important for grid management, scheduling and its balancing. To fully utilize the solar energy in order to balance the generation and consumption, this paper proposed an ensemble approach using CEEMDAN-BiLSTM combination to forecast short term solar irradiation. In this, Complete Ensemble Empirical Mode Decomposition with adaptive noise (CEEMDAN) extract the inherent characteristics of time series data by decomposing it into low and high frequency Intrinsic Mode Functions (IMF’s) and Bidirectional Long Short Term Memory (BiLSTM) used as a forecasting tool to forecast the solar Global Horizontal Irradiance (GHI). Furthermore, using extensive experimental analysis, the research minimizes the number of IMF’s by integrating the CEEMDAN decomposed component (IMF1–IMF14) in order to increase the prediction accuracy. Then, for each IMF subseries, the trained standalone BiLSTM network are assigned to carry out the forecasting. In last stage, the forecasted results of each BiLSTM network are aggregate to compile final results. Two year data (2012–13) of Delhi, India from National Solar Radiation Database (NSRDB) has been used for training while one year data (2014) used for testing purpose for the same location. The proposed model performance is measured in terms of root mean square error (RMSE), mean absolute percentage error (MAPE), Correlation coefficient (R22) and forecast skill (FS). For the comparative analysis of proposed model, several others models: persistence model, unidirectional deep learning models: long short term memory (LSTM), gated recurrent unit (GRU), BiLSTM and two CEEMDAN based BiLSTM models are developed. The proposed model achieved lowest annual average RMSE (18.86 W/m22, 22.24 W/m22, 26.25 W/m22) and MAPE (2.19%, 4.81%, 6.77%) among the other developed models for 1-hr, 2-hr and 3-hr ahead solar GHI forecasting respectively. The maximum correlation coefficient (R22) obtained by the proposed model is 96.4 for 1-hr ahead respectively; on the other hand, forecast skill (%) of 89% with reference to benchmark model. Various test such as: Diebold Mariano Hypothesis test (DMH) and directional change in forecasting (DC) are used to analyze the sensitivity with reference to the difference in forecasted and observed value.
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