Short-Term Wind Speed Forecasting Based on the EEMD-GS-GRU Model
Abstract
:1. Introduction
2. Research Methods
2.1. Ensemble Empirical Mode Decomposition Method
- Set the overall average times, M.
- Add white noise, , with a normal distribution to the original signal, , to generate a new signal, as follows:
- EMD decomposition was performed on the obtained noise-containing signal, , and the form of the respective IMF’s sum was obtained, as follows:
- Repeat steps 2 and 3 for M times, adding white noise signals with different amplitudes for each decomposition to obtain the set of the IMF, as follows: … = 1, 2, … .
- Using the principle that the statistical average value of uncorrelated sequences was zero, the above corresponding IMFs are subjected to collective averaging operations to obtain the final IMF after EEMD decomposition, as follows:
2.2. Grid Search Cross Validation Parameter Optimization Method
2.3. Long Short-Term Memory Network
2.4. Gated Recurrent Unit
3. Wind Speed Forecasting Model
3.1. EEMD-GS-GRU Modeling Process
- EEMD was decomposed the original wind speed time series into subsequences.
- According to the modes decomposed in (1), the low-frequency, high-frequency, and trend components were judged, and the models were established for forecasting.
- The results of each subsequence predicted in (2) were superimposed to obtain the final result of the wind speed forecasting.
3.2. Predictive Evaluation Index
3.3. Case Analysis
- (a)
- By comparing the basic Model I (LSTM) and Model V (GRU) models, it could be found that the forecasting effect of the GRU model used in this paper was slightly better than the LSTM model.
- (b)
- Comparing the error metrics of Model V (GRU) and Model VII (EEMD-GRU), in the forecast result for test set, it could be found that the RMSE, MAE, and of EEMD-GRU were reduced by 39.51%, 22.54% respectively, and was improved by 7.99%. This indicated that the introduction of the ensemble empirical mode decomposition method (EEMD) into the forecasting of wind speed time series could significantly improve the forecasting accuracy of the model.
- (c)
- In wind speed forecasting, the algorithm-optimized Model II (GS-LSTM) and Model VI (GS-GRU) performed better than a single model. Taking the forecasting statistical measures of wind farm which used LSTM and GRU models, respectively, as an example, the RMSE of GS-LSTM was reduced by 4.96%, MAE was reduced by 5.04%, and was increased 1.37%. The RMSE of GS-GRU is reduced 1.85%, MAE was reduced by 2.15%, and was increased 0.5%. This showed that adding algorithm optimization could improve the forecast performance of the model; it meant the algorithm was better able to find neural network parameters to achieve better forecasting results.
- (d)
- From the forecast statistical error, compared with the Model V (GRU) and Model VIII (EEMD-GS-GRU), the RMSE and MAE of EEMD-GS-GRU were reduced by 48.26% and 43.29%, respectively, and was increased by 9.34%. It shows that the composite model combining the modal decomposition and the optimization search algorithm was more suitable for wind speed forecasting.
- (e)
- Comparing the indicators of the Model IV (EEMD-GS-LSTM) and Model VIII (EEMD-GS-GRU), it could be seen that three error indicator values of the hybrid models using GRU model were slightly better than using the LSTM hybrid model. This suggested that the GRU method was more suitable for the forecasting of wind speed, which could track the wind speed time series more effectively. As a result, the hybrid model proposed in this study was suitable for the forecasting of wind speed.
4. Conclusions
- (1)
- The grid parameter optimization algorithm was combined with the GRU model to predict the wind speed, and the forecasting accuracy was slightly improved.
- (2)
- The original wind speed time series was decomposed by EEMD, which could effectively reduce the influence of wind speed nonlinearity, intermittency, and instability on wind speed forecasting; therefore, the accuracy of the wind speed forecasting was improved.
- (3)
- We decomposed the original wind speed time series into high-frequency components, low-frequency components, and trend quantities through EEMD, and we performed GS-LSTM and GS-GRU modeling and forecasting on them, respectively. After this, the forecasting accuracy was improved, to some extent. Therefore, the model presented in this study can more clearly reflect the characteristics of the wind speed time series.
Author Contributions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Conflicts of Interest
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IMF Name | Correlation Coefficients |
---|---|
IMF1 | 0.223 *** |
IMF2 | 0.364 *** |
IMF3 | 0.579 *** |
IMF4 | 0.630 *** |
IMF5 | 0.531 *** |
IMF6 | 0.418 *** |
IMF7 | 0.290 *** |
IMF8 | 0.234 *** |
IMF9 | 0.136 *** |
IMF10 | 0.123 *** |
IMF11 | 0.090 *** |
IMF12 | 0.064 *** |
Hyperparameter | Grid Search Range |
---|---|
Batch size | [8, 16, 24, 32, 64] |
Epoch | [10, 15, 20, 25, 30] |
Optimization | [adam, Adadelta, SGD] |
Model Name | Running Time |
---|---|
LSTM | 3′16″ |
GS-LSTM | 8′20″ |
EEMD-LSTM | 25′46″ |
EEMD-GS-LSTM | 115′25″ |
GRU | 3′28″ |
GS-GRU | 8′36″ |
EEMD-GRU | 26′34″ |
EEMD-GS-GRU | 117′23″ |
Hyperparameter Name | Batch Size | Dropout | Epoch | Optimization |
---|---|---|---|---|
Model I | 24 | 0.2 | 25 | Adam |
Model I | 16 | 0.2 | 30 | Adam |
Model III | 24 | 0.2 | 25 | Adam |
Model IV | 16 | 0.2 | 30 | Adam |
Model V | 24 | 0.2 | 20 | Adam |
Model VI | 16 | 0.2 | 30 | Adam |
Model VII | 24 | 0.2 | 25 | Adam |
Model VIII | 16 | 0.2 | 30 | Adam |
Evaluation Index | R2 | RMSE (m/s) | MAE (m/s) |
---|---|---|---|
Model I | 0.877 | 1.411 | 1.051 |
Model II | 0.889 | 1.341 | 0.998 |
Model III | 0.953 | 0.876 | 0.729 |
Model IV | 0.970 | 0.696 | 0.581 |
Model V | 0.888 | 1.349 | 1.007 |
Model VI | 0.892 | 1.324 | 0.978 |
Model VII | 0.959 | 0.816 | 0.78 |
Model VIII | 0.971 | 0.685 | 0.571 |
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Yao, H.; Tan, Y.; Hou, J.; Liu, Y.; Zhao, X.; Wang, X. Short-Term Wind Speed Forecasting Based on the EEMD-GS-GRU Model. Atmosphere 2023, 14, 697. https://doi.org/10.3390/atmos14040697
Yao H, Tan Y, Hou J, Liu Y, Zhao X, Wang X. Short-Term Wind Speed Forecasting Based on the EEMD-GS-GRU Model. Atmosphere. 2023; 14(4):697. https://doi.org/10.3390/atmos14040697
Chicago/Turabian StyleYao, Huaming, Yongjie Tan, Jiachen Hou, Yaru Liu, Xin Zhao, and Xianxun Wang. 2023. "Short-Term Wind Speed Forecasting Based on the EEMD-GS-GRU Model" Atmosphere 14, no. 4: 697. https://doi.org/10.3390/atmos14040697
APA StyleYao, H., Tan, Y., Hou, J., Liu, Y., Zhao, X., & Wang, X. (2023). Short-Term Wind Speed Forecasting Based on the EEMD-GS-GRU Model. Atmosphere, 14(4), 697. https://doi.org/10.3390/atmos14040697