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Short-term Prediction of Windfarm Power – A Data-driven Approach
Time Series Models
Figure 2: Observed and Predicted Wind Power Using Integrated
Time series models are proven effective tools for short-term prediction
Time Series Models
issues in the wind energy area (see
5
Figure 2). Time series prediction
120
A
focuses on determining future events (e.g. wind speed and wind
power) based on known events, measured typically at successive time-
100
points and spaced at (often uniform) time intervals. The basic time
80
series prediction model is as follows:
60
ower (kW)
P
y(t+T) = f(y(t), y(t-T),..., y(t-mT))
40
where
20
T is the sampling time (time interval), y(t+T) is the predicted
parameter, y(t), y(t-T),..., y(t-mT) are the current and past observed
0
parameters and
1 16 31 46 61 76 91 106 121 136 151 166 181 196
m+1 is the number of inputs (predictors) to the model.
Test number (10 minutes ahead prediction)
Predicted power Observed power
Evaluation of Data-driven Models
To build a data-driven model, available data are divided into training
120
B
and testing data. A common recommendation is that two-thirds of the
available data are used for training and the other one-third are used to 100
test the built model. The data points in the testing data set should be
80
‘after’ the data points of the training data set in the time sequence. In
this way, testing accuracy could indicate the model’s ability to predict
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future data points, and for how long it can predict them.
ower (kW)
P
40
Typically, a model is applied with several data-mining algorithms, such 20
as NNs, SVMs, BTA and so on. The key parameters provided by
0
the algorithms are adjusted to seek the best performance for each
1 16 31 46 61 76 91 106 121 136 151 166 181 196
algorithm. In the research presented here, the following four metrics
Test number (30 minutes ahead prediction)
are used for model comparison: mean absolute error (MAE),
Predicted power Observed power
mean relative error (MRE) and the standard deviation (STD) of both
MAE and MRE. 120
C
100
Industrial Case Studies
Three industrial cases are introduced in this section. The first case
6
80
compares the performance from two direct time series models,
60
one using 10-minute average SCADA data and the other average
ower (kW)
P
SCADA data at hourly intervals. The second case
6
introduces the 40
power prediction model using the k-nearest neighbours (kNN)
20
algorithm integrated with the wind speed predicted by time-series
prediction models. The third case
7
presents the concept of a virtual
0
turbine and the prediction of windfarm power using 10-second
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SCADA data.
Test number (50 minutes ahead prediction)
Predicted power Observed power
Direct Time Series Model
D 120
The total power of the windfarm analysed in this section was scaled to the
interval 0–100MW by the windfarm capacity. Five of the most promising
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data-mining algorithms, including the SVM algorithm, multilayer
80
perceptron (MLP) algorithm, M5P tree algorithm, decision/regression tree
(REP tree) and the bagging tree, were applied to extract the 10-minute
60
time series prediction model of wind power. The SVM algorithm
ower (kW)
P
40
outperformed the other four algorithms. The MLP and REP tree algorithms
performed worst. Therefore, the SVM algorithm was selected to build the
20
10-minute time series prediction model of windfarm power.
0
1 16 31 46 61 76 91 106 121 136 151 166 181 196
The important predictors of the hourly time series model of windfarm
Test number (60 minutes ahead prediction)
power that were selected by the BTA are {y(t), y(t-T), y(t-2T), y(t-3T)}. The
Predicted power Observed power
sampling time for this model is one hour, and thus all variables need to
be on the same time-scale. Five of the most promising data-mining
Observed and predicted wind power: A: 10 minutes ahead prediction; B: 30 minutes ahead prediction;
algorithms C: 50 minutes ahead prediction; D: 60 minutes ahead prediction.{y(t), t(t-T), y(t-2T), y(t-3T)} were selected to test the accuracy
MODERN ENERGY REVIEW VOLUME 2 ISSUE 1
65
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