Residential College | false |
Status | 已發表Published |
A novel Bayesian ensembling model for wind power forecasting | |
Jingwei Tang1,2; Jianming Hu1; Jiani Heng3; Zhi Liu2 | |
2022-11-09 | |
Source Publication | Heliyon |
ISSN | 2405-8440 |
Volume | 8Issue: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. |
Keyword | Bayesian Ensembling Echo State Network Generalized Mixture Function |
DOI | 10.1016/j.heliyon.2022.e11599 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Science & Technology - Other Topics |
WOS Subject | Multidisciplinary Sciences |
WOS ID | WOS:000914250800009 |
Publisher | ELSEVIER SCI LTD, THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, OXON, ENGLAND |
Scopus ID | 2-s2.0-85142418219 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Science and Technology DEPARTMENT OF MATHEMATICS |
Corresponding Author | Jianming Hu |
Affiliation | 1.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 Affilication | Faculty 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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