Multistep short‐term wind speed prediction with rank pooling and fast Fourier transformation

Abstract

Abstract Short‐term wind speed prediction is essential for economical wind power utilization. The real‐world wind speed data are typically intermittent and fluctuating, presenting great challenges to existing shallow models. In this paper, we present a novel deep hybrid model for multistep wind speed prediction, namely, LR‐FFT‐RP‐MLP/LSTM (linear fast Fourier transform rank pooling multiple‐layer perceptron/long short‐term memory). Our hybrid model processes the local and global input features simultaneously. We leverage RP for the local feature extraction to capture the temporal structure while maintaining the temporal order. Besides, to understand the wind periodic patterns, we exploit FFT to extract global features and relevant frequency components in the wind speed data. The resulting local and global features are, respectively, integrated with the original data and are fed into an MLP/LSTM layer for the initial wind speed predictions. Finally, we leverage a linear regression layer to collaborate these initial predictions to produce the final wind speed prediction. The proposed hybrid model is evaluated using real wind speed data collected from 2010 to 2020, demonstrating superior forecasting capabilities when compared with state‐of‐the‐art single and hybrid models. Overall, this study presents a promising approach for improving the accuracy of wind speed forecasting.

Keywords

• fast Fourier transform
• linear regression
• MLP/LSTM
• multistep forecasting
• rank pooling
• wind speed prediction