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A novel Bayesian ensembling model for wind power forecasting
Jingwei Tang1,2; Jianming Hu1; Jiani Heng3; Zhi Liu2
2022-11-09
Source PublicationHeliyon
ISSN2405-8440
Volume8Issue:11Pages:11599
Abstract

Precise and robust wind power prediction can effectively alleviate the problem caused by the randomness and volatility of wind power. Ensemble learning can successfully improve forecasting precision and robustness, and quantify the uncertainty of the prediction. This paper presents a new ensemble probabilistic forecasting framework, based on modified randomized maximum a posteriori (MAP) sampling technique, echo state network (ESN) and generalized mixture (GM) function to bring superior forecasting results. The proposed model first trains a set of independent ESN models for probabilistic forecasting using the modified randomized MAP sampling technique, and then dynamically weighs and ensembles the base model forecasting through the GM function. The proposed model and other benchmark models have been implemented on four wind power datasets from different places to illustrate the advantage of the proposed method. The compared result indicates that the suggested model outperforms some state-of-the-art models and can successfully achieve dynamic ensemble probabilistic prediction.

KeywordBayesian Ensembling Echo State Network Generalized Mixture Function
DOI10.1016/j.heliyon.2022.e11599
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaScience & Technology - Other Topics
WOS SubjectMultidisciplinary Sciences
WOS IDWOS:000914250800009
PublisherELSEVIER SCI LTD, THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, OXON, ENGLAND
Scopus ID2-s2.0-85142418219
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Document TypeJournal article
CollectionFaculty of Science and Technology
DEPARTMENT OF MATHEMATICS
Corresponding AuthorJianming Hu
Affiliation1.College of Economics and Statistics, Guangzhou University, Guangzhou, China
2.Department of Mathematics, Faculty of Science and Technology, University of Macau, Macau, China
3.Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China
First Author AffilicationFaculty of Science and Technology
Recommended Citation
GB/T 7714
Jingwei Tang,Jianming Hu,Jiani Heng,et al. A novel Bayesian ensembling model for wind power forecasting[J]. Heliyon, 2022, 8(11), 11599.
APA Jingwei Tang., Jianming Hu., Jiani Heng., & Zhi Liu (2022). A novel Bayesian ensembling model for wind power forecasting. Heliyon, 8(11), 11599.
MLA Jingwei Tang,et al."A novel Bayesian ensembling model for wind power forecasting".Heliyon 8.11(2022):11599.
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