Wind Power Forecasting Based on LSTM Improved by EMD-PCA-RF

Abstract

Improving the accuracy of wind power forecasting can guarantee the stable dispatch and safe operation of the grid system. Here, we propose an EMD-PCA-RF-LSTM wind power forecasting model to solve problems in traditional wind power forecasting such as incomplete consideration of influencing factors, inaccurate feature identification, and complex space–time relationships between variables. The proposed model incorporates Empirical Mode Decomposition (EMD), Principal Component Analysis (PCA), Random Forest (RF), and Long Short-Term Memory (LSTM) neural networks, And environmental factors are filtered by the Least Absolute Shrinkage and Selection Operator (LASSO) algorithm when pre-processing the data. First, the environmental factors are extended by the EMD algorithm to reduce the non-stationarity of the series. Second, the key influence series are extracted by the PCA algorithm in order to remove noisy information, which can seriously interfere with the data regression analysis. The data are then subjected to further feature extraction by calculating feature importance through the RF algorithm. Finally, the LSTM algorithm is used to perform dynamic time modeling of multivariate feature series for wind power forecasting. The above combined model is beneficial for analyzing the effects of different environmental factors on wind power and for obtaining more accurate prediction results. In a case study, the proposed combined forecasting model was verified using actual measured data from a power station. The results indicate that the proposed model provides the most accurate results when compared to benchmark models: MSE 7.26711 MW, RMSE 2.69576 MW, MAE 1.73981 MW, and adj-R2 0.9699203s.