Short-Term Wind Speed Forecast With Low Loss of Information Based on Feature Generation of OSVD

Abstract

Improving the accuracy of wind speed forecast can reduce the randomness and uncertainty of the wind power output and effectively improve a system's wind power accommodation. However, the high-dimensional historical wind speed information should be taken into account in the wind speed forecast, which increases the complexity of the model and reduces the efficiency and accuracy of a forecast. Feature selection by the Filter method can effectively reduce the feature dimension, but losing all the information of low-importance features. Although the feature reduction can retain the partial information of all features, it causes the loss of the partial information of high-importance features. In order to reduce the information loss caused by traditional FS and FR, short-term wind speed forecast with low information loss based on OSVD feature generation is proposed. First, the original wind speed series is denoised by OVMD. Then, based on the 96-dimensional original wind speed feature set, the OSVD is used to generate features. Furthermore, the extended original feature set EFS is obtained by combining the initial feature set with the features generated by OSVD. Gini importance is used to measure the importance of all features in EFS, and the forward feature selection is combined with random forests to determine the optimal subset. Finally, the optimal model determined by the new method is compared with seven models to verify the advancement of the new method. The experiments show that it reduces the information loss. Thus, the model has a higher forecast accuracy than the traditional model.

Keywords

• Short-term wind speed forecast
• feature selection
• feature reduction
• low information loss
• variational mode decomposition
• singular value decomposition