Accurate wind power forecasting helps to carry out effective scheduling and scientific management of wind power, and improve the security and reliability of the power grid. However, the intermittency, volatility and instability of wind energy make wind power forecasting challenging. Therefore, in order to improve the accuracy and stability of wind power forecasting, this paper proposes a bidirectional gated recurrent unit (BiGRU) multi-step wind power forecasting approach based on multi-label integration random forest (MLRF) feature selection and neural network clustering (NNClustering). The proposed MLRF method extends the applicability of random forest through multiple criteria and enables feature selection for multi-step forecasting tasks of multi-factor time series to obtain optimal input features and time steps, which reduces the computational cost and improves the generalization ability of the model. The proposed NNClustering method establishes a novel convolution-based clustering structure and adjusts the parameters by gradient descent method to obtain the optimal clustering centers, and the robust data applicability of the method is validated in multiple seasonal experiments. The WOA-BiGRU forecasting model is constructed separately for each cluster, which reduces the modeling difficulty and better extracts the characteristics. The BiGRU model extracts more efficient characteristics by processing sequences in both directions and the important parameters of BiGRU are optimized by the whale optimization algorithm (WOA) to obtain the optimal forecasting model. Experimental results over multiple seasons show that the proposed hybrid approach has good forecasting performance and robustness, which provides a novel and efficient solution for wind power forecasting.
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