An ensemble model for short-term wind power prediction based on EEMD-GRU-MC

Abstract

As a kind of clean and renewable energy, wind power is of great significance for alleviating energy crisis and environmental pollution. However, the strong randomness and large volatility of wind power bring great challenges to the dispatching and safe operation of the power grid. Hence, accurate and reliable short-term prediction of wind power is crucial for the power grid dispatching department arranging reasonable day-ahead generation schedules. Targeting the problem of low model prediction accuracy caused by the strong intermittency and large volatility of wind power, this paper develops a novel ensemble model for short-term wind power prediction which integrates the ensemble empirical mode decomposition (EEMD) algorithm, the gated recurrent unit (GRU) model and the Markov chain (MC) technique. Firstly, the EEMD algorithm is used to decompose the historical wind power sequence into a group of relatively stationary subsequences to reduce the influence of random fluctuation components and noise. Then, the GRU model is employed to predict each subsequence, and the predicted values of each subsequence are aggregated to get the preliminary prediction results. Finally, to further enhance the prediction accuracy, the MC is used to modified the prediction results. A large number of numerical examples indicates that the proposed EEMD-GRU-MC model outperforms the six benchmark models (i.e., LSTM, GRU, EMD-LSTM, EMD-GRU, EEMD-LSTM and EEMD-GRU) in terms of multiple evaluation indicators. Taking the spring dataset of the ZMS wind farm, for example, the MAE, RMSE and MAPE of the EEMD-GRU-MC model is 1.37 MW, 1.97 MW, and from 1.76%, respectively. Moreover, the mean prediction error of the developed model in all scenarios is less than or close to 2%. After 30 iterations, the proposed model uses an average of about 35 min to accurately predict the wind power of the next day, proving its high computation efficiency. It can be concluded that the ensemble model based on EEMD-GRU-MC is a promising prospect for short-term wind power prediction.