Short-term wind speed prediction based on feature extraction with Multi-task Lasso and Multilayer Perceptron

Energy Reports

Jilong Wang¹  Hui Wang² 

[1]Corresponding author.

[2]School of Economics and Management, North China Electric Power University, Changping, Beijing 102206, China

关键词: Multi-Task Lasso;    Variables selection;    Feature extraction;    Multilayer Perceptron (MLP);    Short-term wind speed forecasting;   

DOI  :  

来源: DOAJ

【 摘 要 】

The vigorous development of wind energy will help to promoting the adjustment of energy structure, the control of atmospheric smog, and the transformation of economic development mode. However, the randomness and volatility of wind speed make it difficult to predict with high accuracy. High-precision short-term wind speed prediction is inseparable from effective variable selection. In order to select highly relevant variables for short-term wind speed prediction, Multi-Task Lasso is applied to extract features, so the change trend of wind speed can be expressed exactly, and the Multilayer Perceptron (MLP) is applied to predict based on the extracted features. Firstly, Multi-Task Lasso is used to establish a linear regression model, the leading periods and the original input variables are determined from the perspective of prediction accuracy; Secondly, according to the optimization results of Multi-Task Lasso, the optimal features that can best express the wind speed fluctuation is extracted from different influencing factors and different leading periods based on the weight; Finally, the extracted optimal feature set is used as the input variable of MLP to establish prediction model. The results show that the effect of feature selection is obvious, the prediction accuracy is improved by more than 17%, and the short-term wind speed prediction model has good prediction accuracy and good generalization ability.

【 授权许可】

Unknown