152 research outputs found
Wind Power Forecasting Methods Based on Deep Learning: A Survey
Accurate wind power forecasting in wind farm can effectively reduce the enormous impact on grid operation safety when high permeability intermittent power supply is connected to the power grid. Aiming to provide reference strategies for relevant researchers as well as practical applications, this paper attempts to provide the literature investigation and methods analysis of deep learning, enforcement learning and transfer learning in wind speed and wind power forecasting modeling. Usually, wind speed and wind power forecasting around a wind farm requires the calculation of the next moment of the definite state, which is usually achieved based on the state of the atmosphere that encompasses nearby atmospheric pressure, temperature, roughness, and obstacles. As an effective method of high-dimensional feature extraction, deep neural network can theoretically deal with arbitrary nonlinear transformation through proper structural design, such as adding noise to outputs, evolutionary learning used to optimize hidden layer weights, optimize the objective function so as to save information that can improve the output accuracy while filter out the irrelevant or less affected information for forecasting. The establishment of high-precision wind speed and wind power forecasting models is always a challenge due to the randomness, instantaneity and seasonal characteristics
Structure Optimization of Ensemble Learning Methods and Seasonal Decomposition Approaches to Energy Price Forecasting in Latin America: A Case Study about Mexico
The energy price influences the interest in investment, which leads to economic development. An estimate of the future energy price can support the planning of industrial expansions and provide information to avoid times of recession. This paper evaluates adaptive boosting (AdaBoost), bootstrap aggregation (bagging), gradient boosting, histogram-based gradient boosting, and random forest ensemble learning models for forecasting energy prices in Latin America, especially in a case study about Mexico. Seasonal decomposition of the time series is used to reduce unrepresentative variations. The Optuna using tree-structured Parzen estimator, optimizes the structure of the ensembles through a voter by combining several ensemble frameworks; thus an optimized hybrid ensemble learning method is proposed. The results show that the proposed method has a higher performance than the state-of-the-art ensemble learning methods, with a mean squared error of 3.37E−9 in the testing phase
Big Data Analysis application in the renewable energy market: wind power
Entre as enerxías renovables, a enerxía eólica e unha das tecnoloxías
mundiais de rápido crecemento. Non obstante, esta incerteza debería minimizarse para programar e xestionar
mellor os activos de xeración tradicionais para compensar a falta de electricidade nas redes electricas. A aparición
de técnicas baseadas en datos ou aprendizaxe automática deu a capacidade de proporcionar predicións espaciais
e temporais de alta resolución da velocidade e potencia do vento. Neste traballo desenvólvense tres modelos
diferentes de ANN, abordando tres grandes problemas na predición de series de datos con esta técnica: garantía
de calidade de datos e imputación de datos non válidos, asignación de hiperparámetros e selección de funcións.
Os modelos desenvolvidos baséanse en técnicas de agrupación, optimización e procesamento de sinais para
proporcionar predicións de velocidade e potencia do vento a curto e medio prazo (de minutos a horas)
Deep Learning Techniques in Extreme Weather Events: A Review
Extreme weather events pose significant challenges, thereby demanding
techniques for accurate analysis and precise forecasting to mitigate its
impact. In recent years, deep learning techniques have emerged as a promising
approach for weather forecasting and understanding the dynamics of extreme
weather events. This review aims to provide a comprehensive overview of the
state-of-the-art deep learning in the field. We explore the utilization of deep
learning architectures, across various aspects of weather prediction such as
thunderstorm, lightning, precipitation, drought, heatwave, cold waves and
tropical cyclones. We highlight the potential of deep learning, such as its
ability to capture complex patterns and non-linear relationships. Additionally,
we discuss the limitations of current approaches and highlight future
directions for advancements in the field of meteorology. The insights gained
from this systematic review are crucial for the scientific community to make
informed decisions and mitigate the impacts of extreme weather events
Short term energy consumption forecasting using neural basis expansion analysis for interpretable time series
Smart grids and smart homes are getting people\u27s attention in the modern era of smart cities. The advancements of smart technologies and smart grids have created challenges related to energy efficiency and production according to the future demand of clients. Machine learning, specifically neural network-based methods, remained successful in energy consumption prediction, but still, there are gaps due to uncertainty in the data and limitations of the algorithms. Research published in the literature has used small datasets and profiles of primarily single users; therefore, models have difficulties when applied to large datasets with profiles of different customers. Thus, a smart grid environment requires a model that handles consumption data from thousands of customers. The proposed model enhances the newly introduced method of Neural Basis Expansion Analysis for interpretable Time Series (N-BEATS) with a big dataset of energy consumption of 169 customers. Further, to validate the results of the proposed model, a performance comparison has been carried out with the Long Short Term Memory (LSTM), Blocked LSTM, Gated Recurrent Units (GRU), Blocked GRU and Temporal Convolutional Network (TCN). The proposed interpretable model improves the prediction accuracy on the big dataset containing energy consumption profiles of multiple customers. Incorporating covariates into the model improved accuracy by learning past and future energy consumption patterns. Based on a large dataset, the proposed model performed better for daily, weekly, and monthly energy consumption predictions. The forecasting accuracy of the N-BEATS interpretable model for 1-day-ahead energy consumption with day as covariates remained better than the 1, 2, 3, and 4-week scenarios
Developing a hybrid hidden MARKOV model using fusion of ARMA model and artificial neural network for crude oil price forecasting
Crude oil price forecasting is an important component of sustainable development of
many countries as crude oil is an unavoidable product that exist on earth. Crude oil
price forecasting plays a very vital role in economic development of many countries
in the world today. Any fluctuation in crude oil price tremendously affects many
economies in terms of budget and expenditure. In view of this, it is of great concern
by economists and financial analysts to forecast such a vital commodity. However,
Hidden Markov Model, ARMA Model and Artificial Neural Network has many
drawbacks in forecasting such as linear limitations of ARMA model which is in
contrast to the financial time series which are often nonlinear, ANN is very weak in
terms of out-sample forecast and it has very tedious process of implementation, HMM
is very weak in an in-sample forecast and has issue of a large number of unstructured
parameters. In view of this drawbacks of these three models (ANN, ARMA and
HMM), we developed an efficient Hybrid Hidden Markov Model using fusion of
ARMA Model and Artificial Neural Network for crude oil price forecasting,
MATLAB was employed to develop the four models (Hybrid HMM, HMM, ARMA
and ANN). The models were evaluated using three different evaluation techniques
which are Mean Absolute Percentage Error (MAPE), Absolute Error (AE) and Root
Mean Square Error (RMSE). The findings showed that Hybrid Hidden Markov Model
was found to provide more accurate crude oil price forecast than the other three
models in which. The results of this study indicate that Hybrid Hidden Markov Model
using fusion of ARMA and ANN is a potentially promising model for crude oil price
forecasting
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