Interval Deep Generative Neural Network for Wind Speed Forecasting

Mahdi Khodayar

doi:10.1109/TSG.2018.2847223

2019-07-01

135

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Mahdi Khodayar *

Jianhui Wang (Jianhui Wang)

Mohammad Manthouri

DOI：10.1109/TSG.2018.2847223

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摘要

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In recent years, wind speed forecasting is a challenging task required for the prediction of wind energy resources. As a highly varying data source, wind speed time series requires highly nonlinear temporal features for the prediction tasks. However, most forecasting approaches apply shallow supervised features extracted using architectures with few nonlinear hidden layers. Moreover, the exact features captured in such methodologies cannot decrease the wind data uncertainties. In this paper, an interval probability distribution learning (IPDL) model is proposed based on restricted Boltzmann machines and rough set theory to capture unsupervised temporal features from wind speed data. The proposed model contains a set of interval latent variables tuned to capture the probability distribution of wind speed time series data using contrastive divergence with Gibbs sampling. A real-valued interval deep belief network (IDBN) is further designed employing a stack of IPDLs with a fuzzy type II inference system (FT2IS) for the supervised regression of future wind speed values. In order to automatically learn meaningful unsupervised features from the underlying wind speed data, real-valued input units are designed inside IDBN to better approximate the wind speed probability distribution function compared to classic deep belief networks. The high generalization capability of our unsupervised feature learning model incorporated with the robustness of IPDLs and FT2IS leads to accurate predictions. Simulation results on the Western Wind Dataset reveal significant performance improvement in 1-h up to 24-h ahead predictions compared to single-model approaches including both shallow and deep architectures, as well as recently proposed hybrid methodologies.

Keyword:

Wind speed forecasting

interval probability distribution learning

rough set theory

fuzzy type II inference system

unsupervised feature learning

artificial neural networks