Short-Term Wind Speed Prediction via Sample Entropy: A Hybridisation Approach against Gradient Disappearance and Explosion

Abstract

High-variant wind speeds cause aberrations in wind power systems and compromise the effective operation of wind farms. A single model cannot capture the inherent wind speed randomness and complexity. In the proposed hybrid strategy, wavelet transform (WT) is used for data decomposition, sample entropy (SampEn) for subseries complexity evaluation, neural network autoregression (NNAR) for deterministic subseries prediction, long short-term memory network (LSTM) for complex subseries prediction, and gradient boosting machine (GBM) for prediction reconciliation. The proposed WT-NNAR-LSTM-GBM approach predicts minutely averaged wind speed data collected at Southern African Universities Radiometric Network (SAURAN) stations: Council for Scientific and Industrial Research (CSIR), Richtersveld (RVD), Venda, and the Namibian University of Science and Technology (NUST). For comparison purposes, in WT-NNAR-LSTM-GBM, LSTM and NNAR are respectively replaced with a k-nearest neighbour (KNN) to form the corresponding hybrids: WT-NNAR-KNN-GBM and WT-KNN-LSTM-GBM. We assessed WT-NNAR-LSTM-GBM’s efficacy against NNAR, LSTM, WT-NNAR-KNN-GBM, and WT-KNN-LSTM-GBM as well as the naïve model. The comparative study found that the WT-NNAR-LSTM-GBM model was the most accurate, sharpest, and robust based on mean absolute error, median absolute deviation, and residual analysis. The study results suggest using short-term forecasts to optimise wind power production, enhance grid operations in real-time, and open the door to further algorithmic enhancements.