Search

Article

x

留言板

尊敬的读者、作者、审稿人, 关于本刊的投稿、审稿、编辑和出版的任何问题, 您可以本页添加留言。我们将尽快给您答复。谢谢您的支持!

姓名
邮箱
手机号码
标题
留言内容
验证码

Chaotic time series prediction model of wind power based on ensemble empirical mode decomposition-approximate entropy and reservoir

Zhang Xue-Qing Liang Jun

Citation:

Chaotic time series prediction model of wind power based on ensemble empirical mode decomposition-approximate entropy and reservoir

Zhang Xue-Qing, Liang Jun
PDF
Get Citation

(PLEASE TRANSLATE TO ENGLISH

BY GOOGLE TRANSLATE IF NEEDED.)

  • According to the chaotic feature of wind power time series, a combined short-term wind power forecasting approach based on ensemble empirical mode decomposition (EEMD)-approximate entropy and echo state network (ESN) is proposed. Firstly, in order to reduce the calculation scale of partial analysis for wind power and improve the wind power prediction accuracy, the wind power time series is decomposed into a series of wind power subsequences with obvious differences in complex degree by using EEMD-approximate entropy. Then, the forecasting model of each subsequence is created with least squares support vector machine (LSSVM), ESN and EEMD-ESN improved with the regularized high frequency parts. Finally, the simulation is performed by using the real data collected from a certain wind farm, the results show that the EEMD-ESN model is better in the training speed and forecasting accuracy, than those obtained from the least square support vector machine (LSSVM) model, which provides a new useful reference for the short-term forecasting of wind power in online engineering application.
    • Funds: Project supported by the National Natural Science Foundation of China (Grant No. 51177091), and the Natural Science Foundation of Shandong Province (Grant No. ZR2010EM055).
    [1]

    Liu J Z, Liu Y, Zeng D L, Liu J W, L Y, Hu Y 2012 Sci. China E 55 1140 [刘吉臻, 柳玉, 曾德良, 刘继伟, 吕游, 胡阳 2012 中国科学(E辑): 技术科学 42 437]

    [2]

    Ernst B, Oakleaf B, Ahlstrom M L, Lange M, Moehrlen C, Lange B, Focken U, Rohrig K 2007 IEEE Transactions on Power & Energy Magazine 5 78

    [3]

    Chen S Y, Dai H Z, Bai X M, Zhou X X 2000 Proceedings of the CSEE 20 26 (in Chinese) [陈树勇, 戴慧珠,白晓民, 周孝信 2000 中国电机工程学报 20 26]

    [4]

    Gao S, Dong L, Gao Y, Liao X Z 2012 Proceedings of the CSEE 32 32 (in Chinese) [高爽, 冬雷, 高阳, 廖晓钟 2012 中国电机工程学报 32 32]

    [5]

    Feng S L, Wang W S 2010 Proceedings of the CSEE 30 1 (in Chinese) [冯双磊, 王伟胜 2010 中国电机工程学报 30 1]

    [6]

    Wang L J, Dong L, Liao X Z, Gao Y 2009 Proceedings of the CSEE 29 30 (in Chinese) [王丽婕, 冬雷, 廖晓钟, 高阳 2009 中国电机工程学报 29 30]

    [7]

    Guo C X, Wang Y Shen Y, Wang M, Cao Y J 2012 Proceeding of the CSEE 32 24 (in Chinese) [郭创新, 王扬, 沈勇, 王媚, 曹一家 2012 中国电机工程学报 32 24]

    [8]

    Zhang X Q, Liang J 2012 Acta Phys. Sin. 61 190703 (in Chinese) [张学清, 梁军 2012 物理学报 61 190703]

    [9]

    Gao Z K, Jin N D 2011 Physica A 390 3541

    [10]

    Zhang J, Small M 2006 Phys. Rev. Lett. 96 238701

    [11]

    Gao Z K, Jin N D 2012 Nonlinear Analysis: Real World Applications 13 947

    [12]

    Zhang J, Zhang K, Feng J F, Small M 2010 PLoS Comput. Biol. 6 e1001033

    [13]

    Ye L, Liu P 2011 Proceeding of the CSEE 31 102 (in Chinese) [叶林, 刘鹏 2011 中国电机工程学报 31 102]

    [14]

    Cui W Z, Zhu C C, Bao W X, Liu J H 2004 Acta Phys. Sin. 53 3303 (in Chinese) [崔万照, 朱长纯, 保文星, 刘君华 2004 物理学报 53 3303]

    [15]

    Deng L F, Liu H, Liu D 2006 Chin. Phys. 15 1196

    [16]

    Suykens J A K, Vandewalle J 1999 Neural Processing Letters 9 293

    [17]

    Wang X D, Ye M Y 2004 Chin. Phys. 13 454

    [18]

    Sun J C, Zhang T Y, Liu F 2004 Chin. Phys. 13 2045

    [19]

    Wang H D, Zhang H Y, Ye M Y 2005 Acta Phys. Sin. 54 2568 (in Chinese) [汪晓东, 张浩然, 叶美盈 2005 物理学报 54 2568]

    [20]

    Shi Z W 2008 Ph. D. Dissertation (Dalian: Dalian University of Technology) (in Chinese) [史志伟 2008 博士学位论文 (大连:大连理工大学)]

    [21]

    Jaeger H, Haas H 2004 Science 304 5667

    [22]

    Song T, Li H 2012 Acta Phys. Sin. 61 080506 (in Chinese) [宋彤, 李菡 2012 物理学报 61 080506]

    [23]

    Hu A J, Ma W L, Tang G J 2012 Proceeding of the CSEE 32 106 (in Chinese) [胡爱军, 马万里, 唐贵基 2012 中国电机工程学报 32 106]

    [24]

    Gao X Q, Wan S Q, He W P, Feng G L, Li J P, Dong W J 2005 Chin. Phys. 14 628

    [25]

    Cai Y P, Li A H, Shi L S, He Y P, Zhao J R 2011 Journal of Vibration and Shock 30 46 (in Chinese) [蔡艳平, 李艾华, 石林锁, 何艳萍, 赵静茹 2011 振动与冲击 30 46]

    [26]

    Wu Z H, Huang N E 2009 Advances in Adaptive Data Analysis 1 1

    [27]

    Pincuss M 1991 Proceeding of the National Academy Sciences 88 2297

    [28]

    Li R, Lu F Y, Xu H G, Zhang L Y 2010 Proceeding of the CSEE 30 51 (in Chinese) [栗然, 陆凤怡, 徐宏锐, 张烈勇 2010 中国电机工程学报 30 51]

    [29]

    Han M, Mu D Y 2011 Control and Decision 26 1469 (in Chinese) [韩敏, 穆大芸 2011 控制与决策 26 1469]

    [30]

    Jaeger H 2007 Scholarpedia 2 2330

    [31]

    Shi Z W, Han M 2007 Control and Decision 22 258 (in Chinese) [史志伟, 韩敏 2007 控制与决策 22 258]

    [32]

    Han M 2007 Predict Theory and Method of Chaotic Times Series Vol.1 (Beijing: China WaterPower Press) p168 (in Chinese) [韩敏 2007 混沌时间序列预测理论与方法 (第1卷) 第168页]

  • [1]

    Liu J Z, Liu Y, Zeng D L, Liu J W, L Y, Hu Y 2012 Sci. China E 55 1140 [刘吉臻, 柳玉, 曾德良, 刘继伟, 吕游, 胡阳 2012 中国科学(E辑): 技术科学 42 437]

    [2]

    Ernst B, Oakleaf B, Ahlstrom M L, Lange M, Moehrlen C, Lange B, Focken U, Rohrig K 2007 IEEE Transactions on Power & Energy Magazine 5 78

    [3]

    Chen S Y, Dai H Z, Bai X M, Zhou X X 2000 Proceedings of the CSEE 20 26 (in Chinese) [陈树勇, 戴慧珠,白晓民, 周孝信 2000 中国电机工程学报 20 26]

    [4]

    Gao S, Dong L, Gao Y, Liao X Z 2012 Proceedings of the CSEE 32 32 (in Chinese) [高爽, 冬雷, 高阳, 廖晓钟 2012 中国电机工程学报 32 32]

    [5]

    Feng S L, Wang W S 2010 Proceedings of the CSEE 30 1 (in Chinese) [冯双磊, 王伟胜 2010 中国电机工程学报 30 1]

    [6]

    Wang L J, Dong L, Liao X Z, Gao Y 2009 Proceedings of the CSEE 29 30 (in Chinese) [王丽婕, 冬雷, 廖晓钟, 高阳 2009 中国电机工程学报 29 30]

    [7]

    Guo C X, Wang Y Shen Y, Wang M, Cao Y J 2012 Proceeding of the CSEE 32 24 (in Chinese) [郭创新, 王扬, 沈勇, 王媚, 曹一家 2012 中国电机工程学报 32 24]

    [8]

    Zhang X Q, Liang J 2012 Acta Phys. Sin. 61 190703 (in Chinese) [张学清, 梁军 2012 物理学报 61 190703]

    [9]

    Gao Z K, Jin N D 2011 Physica A 390 3541

    [10]

    Zhang J, Small M 2006 Phys. Rev. Lett. 96 238701

    [11]

    Gao Z K, Jin N D 2012 Nonlinear Analysis: Real World Applications 13 947

    [12]

    Zhang J, Zhang K, Feng J F, Small M 2010 PLoS Comput. Biol. 6 e1001033

    [13]

    Ye L, Liu P 2011 Proceeding of the CSEE 31 102 (in Chinese) [叶林, 刘鹏 2011 中国电机工程学报 31 102]

    [14]

    Cui W Z, Zhu C C, Bao W X, Liu J H 2004 Acta Phys. Sin. 53 3303 (in Chinese) [崔万照, 朱长纯, 保文星, 刘君华 2004 物理学报 53 3303]

    [15]

    Deng L F, Liu H, Liu D 2006 Chin. Phys. 15 1196

    [16]

    Suykens J A K, Vandewalle J 1999 Neural Processing Letters 9 293

    [17]

    Wang X D, Ye M Y 2004 Chin. Phys. 13 454

    [18]

    Sun J C, Zhang T Y, Liu F 2004 Chin. Phys. 13 2045

    [19]

    Wang H D, Zhang H Y, Ye M Y 2005 Acta Phys. Sin. 54 2568 (in Chinese) [汪晓东, 张浩然, 叶美盈 2005 物理学报 54 2568]

    [20]

    Shi Z W 2008 Ph. D. Dissertation (Dalian: Dalian University of Technology) (in Chinese) [史志伟 2008 博士学位论文 (大连:大连理工大学)]

    [21]

    Jaeger H, Haas H 2004 Science 304 5667

    [22]

    Song T, Li H 2012 Acta Phys. Sin. 61 080506 (in Chinese) [宋彤, 李菡 2012 物理学报 61 080506]

    [23]

    Hu A J, Ma W L, Tang G J 2012 Proceeding of the CSEE 32 106 (in Chinese) [胡爱军, 马万里, 唐贵基 2012 中国电机工程学报 32 106]

    [24]

    Gao X Q, Wan S Q, He W P, Feng G L, Li J P, Dong W J 2005 Chin. Phys. 14 628

    [25]

    Cai Y P, Li A H, Shi L S, He Y P, Zhao J R 2011 Journal of Vibration and Shock 30 46 (in Chinese) [蔡艳平, 李艾华, 石林锁, 何艳萍, 赵静茹 2011 振动与冲击 30 46]

    [26]

    Wu Z H, Huang N E 2009 Advances in Adaptive Data Analysis 1 1

    [27]

    Pincuss M 1991 Proceeding of the National Academy Sciences 88 2297

    [28]

    Li R, Lu F Y, Xu H G, Zhang L Y 2010 Proceeding of the CSEE 30 51 (in Chinese) [栗然, 陆凤怡, 徐宏锐, 张烈勇 2010 中国电机工程学报 30 51]

    [29]

    Han M, Mu D Y 2011 Control and Decision 26 1469 (in Chinese) [韩敏, 穆大芸 2011 控制与决策 26 1469]

    [30]

    Jaeger H 2007 Scholarpedia 2 2330

    [31]

    Shi Z W, Han M 2007 Control and Decision 22 258 (in Chinese) [史志伟, 韩敏 2007 控制与决策 22 258]

    [32]

    Han M 2007 Predict Theory and Method of Chaotic Times Series Vol.1 (Beijing: China WaterPower Press) p168 (in Chinese) [韩敏 2007 混沌时间序列预测理论与方法 (第1卷) 第168页]

  • [1] Zhang Guo-Yong, Wu Yong-Gang, Zhang Yang, Dai Xian-Liang. A simple model for probabilistic interval forecasts of wind power chaotic time series. Acta Physica Sinica, 2014, 63(13): 138801. doi: 10.7498/aps.63.138801
    [2] Zhang Xue-Qing, Liang Jun. Chaotic characteristics analysis and prediction model study on wind power time series. Acta Physica Sinica, 2012, 61(19): 190507. doi: 10.7498/aps.61.190507
    [3] Li Jun, Zhang You-Peng. Single-step and multiple-step prediction of chaotic time series using Gaussian process model. Acta Physica Sinica, 2011, 60(7): 070513. doi: 10.7498/aps.60.070513
    [4] Zhang Xian, Wang Hong-Li. Incremental regularized extreme learning machine based on Cholesky factorization and its application to time series prediction. Acta Physica Sinica, 2011, 60(11): 110201. doi: 10.7498/aps.60.110201
    [5] Zhang Chun-Tao, Ma Qian-Li, Peng Hong. Chaotic time series prediction based on information entropy optimized parameters of phase space reconstruction. Acta Physica Sinica, 2010, 59(11): 7623-7629. doi: 10.7498/aps.59.7623
    [6] Ma Qian-Li, Zheng Qi-Lun, Peng Hong, Qin Jiang-Wei. Chaotic time series prediction based on fuzzy boundary modular neural networks. Acta Physica Sinica, 2009, 58(3): 1410-1419. doi: 10.7498/aps.58.1410
    [7] Zhang Jun-Feng, Hu Shou-Song. Chaotic time series prediction based on multi-kernel learning support vector regression. Acta Physica Sinica, 2008, 57(5): 2708-2713. doi: 10.7498/aps.57.2708
    [8] Liu Fu-Cai, Zhang Yan-Liu, Chen Chao. Prediction of chaotic time series based on robust fuzzy clustering. Acta Physica Sinica, 2008, 57(5): 2784-2790. doi: 10.7498/aps.57.2784
    [9] Zhang Jun-Feng, Hu Shou-Song. Chaotic time series prediction based on RBF neural networks with a new clustering algorithm. Acta Physica Sinica, 2007, 56(2): 713-719. doi: 10.7498/aps.56.713
    [10] He Tao, Zhou Zheng-Ou. Prediction of chaotic time series based on fractal self-affinity. Acta Physica Sinica, 2007, 56(2): 693-700. doi: 10.7498/aps.56.693
    [11] Prediction of chaotic time series based on selective support vector machine ensemble. Acta Physica Sinica, 2007, 56(12): 6820-6827. doi: 10.7498/aps.56.6820
    [12] Yu Zhen-Hua, Cai Yuan-Li. Prediction of chaotic time-series based on online wavelet support vector regression. Acta Physica Sinica, 2006, 55(4): 1659-1665. doi: 10.7498/aps.55.1659
    [13] Liu Fu-Cai, Sun Li-Ping, Liang Xiao-Ming. Prediction of chaotic time series based on hierarchical fuzzy-clustering. Acta Physica Sinica, 2006, 55(7): 3302-3306. doi: 10.7498/aps.55.3302
    [14] Ye Mei-Ying, Wang Xiao-Dong, Zhang Hao-Ran. Chaotic time series forecasting using online least squares support vector machine regression. Acta Physica Sinica, 2005, 54(6): 2568-2573. doi: 10.7498/aps.54.2568
    [15] Li Jun, Liu Jun-Hua. On the prediction of chaotic time series using a new generalized radial basis function neural networks. Acta Physica Sinica, 2005, 54(10): 4569-4577. doi: 10.7498/aps.54.4569
    [16] Cui Wan-Zhao, Zhu Chang-Chun, Bao Wen-Xing, Liu Jun-Hua. Prediction of the chaotic time series using support vector machines for fuzzy rule-based modeling. Acta Physica Sinica, 2005, 54(7): 3009-3018. doi: 10.7498/aps.54.3009
    [17] Cui Wan-Zhao, Zhu Chang-Chun, Bao Wen-Xing, Liu Jun-Hua. Prediction of the chaotic time series using support vector machines. Acta Physica Sinica, 2004, 53(10): 3303-3310. doi: 10.7498/aps.53.3303
    [18] Wang Hong-Wei, Ma Guang-Fu. Prediction of chaotic time series based on fuzzy model. Acta Physica Sinica, 2004, 53(10): 3293-3297. doi: 10.7498/aps.53.3293
    [19] Tan Wen, Wang Yao-Nan, Zhou Shao-Wu, Liu Zu-Run. Prediction of the chaotic time series using neuro-fuzzy networks. Acta Physica Sinica, 2003, 52(4): 795-801. doi: 10.7498/aps.52.795
    [20] Xie Yong, Xu Jian-Xue, Yang Hong-Jun, Hu San-Jue. . Acta Physica Sinica, 2002, 51(2): 205-214. doi: 10.7498/aps.51.205
Metrics
  • Abstract views:  6197
  • PDF Downloads:  989
  • Cited By: 0
Publishing process
  • Received Date:  20 August 2012
  • Accepted Date:  30 October 2012
  • Published Online:  05 March 2013

/

返回文章
返回