Multi-Step Wind Speed Forecasting Based On Ensemble Empirical Mode Decomposition, Long Short Term Memory Network and Error Correction Strategy

Abstract

It is of great significance for wind power plant to construct an accurate multi-step wind speed prediction model, especially considering its operations and grid integration. By integrating with a data pre-processing measure, a parameter optimization algorithm and error correction strategy, a novel forecasting method for multi-step wind speed in short period is put forward in this article. In the suggested measure, the EEMD (Ensemble Empirical Mode Decomposition) is applied to extract a series of IMFs (intrinsic mode functions) from the initial wind data sequence; the LSTM (Long Short Term Memory) measure is executed as the major forecasting method for each IMF; the GRNN (general regression neural network) is executed as the secondary forecasting method to forecast error sequences for each IMF; and the BSO (Brain Storm Optimization) is employed to optimize the parameter for GRNN during the training process. To verify the validity of the suggested EEMD-LSTM-GRNN-BSO model, eight models were applied on three different wind speed sequences. The calculation outcomes reveal that: (1) the EEMD is able to boost the wind speed prediction capacity and robustness of the LSTM approach effectively; (2) the BSO based parameter optimization method is effective in finding the optimal parameter for GRNN and improving the forecasting performance for the EEMD-LSTM-GRNN model; (3) the error correction method based on the optimized GRNN promotes the forecasting accuracy of the EEMD-LSTM model significantly; and (4) compared with all models involved, the proposed EEMD-LSTM-GRNN-BSO model is proved to have the best performance in predicting the short-term wind speed sequence.