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1st International Conference on Energy Systems Engineering

November 2-4, 2017


KBU—Karabuk, Turkey

Estimation of Wind Speed by using Regression


Learners with Different Filtering Methods
Seçkin Karasu*, Aytaç Altan*, Zehra Saraç+, Rıfat Hacıoğlu*
*
Department of Electrical and Electronics Engineering, Bülent Ecevit University, 67100, Zonguldak, Turkey
{seckin.karasu, aytacaltan, hacirif}@beun.edu.tr
+
Department of Electrical and Electronics Engineering, Bülent Ecevit University, 67100, Zonguldak, Turkey
saraczehra@yahoo.com
Abstract— In this study, regression learning methods such as process regression methods is proposed for short time wind
linear regression, linear Support Vector Machines (SVM) and speed estimation. It is stated that the estimation performance
Gaussian SVM are used to estimate the wind speed on monthly of the method is high. In [2], the five Artificial Neural
time series. The wind speed data is consisted of ten-minute bars Network (ANN) models different from each other hidden
taken from the wind central in Zonguldak province in Turkey. In layer neurons number, layer number, and iteration number are
the pre-processing stage, Moving Average (MA), Weighted MA created. Model performance is measured by Mean Squared
and Exponential MA filters are performed by using between 3 Error (MSE) from statistical error criteria and it is mentioned
and 10 delay times on the wind speed data set. The data range is
that the wind speed estimating model can be used to predict
converted to the range [0, 1] in the normalization operation.
Three different regression methods are used to estimate the wind the power generated in wind turbines. In [3], Support Vector
speed. In the training phase of the models 10-fold cross- Machines (SVM) regression model is created to estimate real-
validation method is used. The performance of the models is time wind speed. The performance of the different SVM
compared with statistical indicators such as Mean Absolute estimator models using the polynomial, linear and Gaussian
Error (MAE), Mean Squared Error (MSE) and Root Mean kernels is measured by Root Mean Squared Error (RMSE)
Squared Error (RMSE). The minimum estimation error value is from statistical error criteria. It is shown that the performance
determined for used models. It has been observed that Gaussian of SVM regression model can be increased by kernel selection.
SVM model approach gives the least error to estimate wind In [4], the probabilistic wind speed is estimated with an
speed with MA filters and delay steps when compared to other
adaptive ensemble model in single step and multi-step
methods.
situations. The model performance is measured by RMSE
from statistical error criteria and the proposed method is stated
Keywords— Wind Speed Estimation, Linear Regression, Linear to be useful for the integration of wind power turbines into the
SVM, Gaussian SVM, Moving Average Filters. power system. In [5], wind speed is estimated with data de-
trending, covariance factorization and Kalman filter methods
I. INTRODUCTION
for one step ahead and multi-step ahead. It is shown by the
The use of renewable energy sources based on wind energy study on the actual data that the proposed method can deal
is increased day by day [1]. Studies on the wind speed with intermittently or sequentially missed measurement states.
estimation due to the intermittent and stochastic nature of In [6], the input vectors are selected with Phase Space
wind energy are important in terms of removing this Reconstruction (PSR), the Kernel Principal Component
disadvantageous situation [1, 2]. In order to increase both Analysis method is used in the pre-processing phase and the
stabilization and reliability of the power system based on wind PSR based Optimized Core Vector Regression (OCVR) is
energy and to reduce the operation costs, it is necessary to used to estimate the wind speed. The method has been shown
carry out a correct estimation of short-term wind speed [5]. to be effective in estimating time series including high
According to the need of wind power operation, estimation volatility and irregularity. In [7], by combining two different
work is classified in 4 time scales such as very short time, approaches such as AutoRegressive Moving Average (ARMA)
short time, medium time and long-time [6]. Numerical and non-parametric (NP), hybrid models are used to estimate
weather methods, statistical models or machine learning the wind speed. The proposed method is compared with Back
methods are used in the process of obtaining the estimation propagation (BP), SVM and Random Forest (RF) models. It is
model [6]. However, by combining estimators which have stated that the proposed method has higher estimation
weaknesses hybrid approaches with higher performance, performance compared to other methods. In [8], the wind
including all time intervals, are also achieved [7]. In this study, speed estimation has done based on machine learning methods
the wind speed is estimated by the regression learning such as decision tree method, Support Vector Regression
methods built on a monthly time series consisting of ten- (SVR), k-nearest neighbor regression, and the results are
minute bars. compared. It is stated that the model performance is measured
In [1], a hybrid method based on Empirical Wavelet by the RMSE from statistical error criteria, the performance is
Transform, Expectation Propagation algorithm and Gaussian

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1st International Conference on Energy Systems Engineering
November 2-4, 2017
KBU—Karabuk, Turkey

dependent on the data, and it varies with the number of k-folds TABLE I
WIND SPEED STATISTICAL VALUES
in the training process. In [9], short-term wind speed
estimation has made with a Nonlinear AutoRegressive Parameters Max. Min. Mean Std. Dev.
eXogenous (NARX) neural network model using three
different monthly data sets. The features obtained by the first Wind Speed (m/s) 5 0 2,07 0,78
and second order curve fitting methods for the independent
variables are selected by ReliefF method, and the model that Filtering Methods
gives the least error is obtained by creating models with In this stage, softening process is performed with a filter of
different hidden layer neuron numbers. The proposed method length N, which is indicated by the filter coefficient w, on the
is shown to perform wind speed estimation. In [10], a dependent variable y. As a result of this process, the filtered
nonlinear auto-regressive (NAR) method for different delay value is expressed with as
step number and hidden layer neuron number is used to
estimate wind speed for one-minute time series. The proposed
method is compared with existing filtering methods in signal (1)
processing and it is shown that the proposed method has lower
estimation error value than the other methods that are
compared. where is filter coefficient, N is filter length and
In this study, wind speed estimation on a monthly time is dependent variable. Filter coefficients according to the
series consisting of ten-minute bars is done by using filtering method in Equation (1) are calculated as in Table II.
developed regression learning methods. In the preliminary
step, moving average filter, weighted moving average filter
and exponential moving average filter are used. During the TABLE II
model training phase, normalization process is performed on FILTER TYPES AND COEFFICIENTS
the data. The estimation of wind speed for next step is done by
linear regression method, SVM method using linear kernel
and Guassian kernel from regression learning methods for
different delay step numbers. The 10-fold cross-validation
method is used in the model learning step. Mean Absolute
Error (MAE), MSE and RMSE from the statistical error
criteria are calculated for each model and presented
graphically. Also, the regression relation between the actual
wind speed and the estimated wind speed for the best model is
presented. The wind speed estimation model, which consists For the moving average filter, the average of the values on
of the Exponential Moving Average (EMA) and the Gaussian the signal is taken by going back as far as step number / filter
SVM methods, gives the least MSE value and is determined length to be applied on the signal. In the weighted moving
as the best estimation model. This article is organized as average filter, the linearly decreasing weights towards the
follows: used methods and estimation models are presented in previous value from the nearest value of the estimated period
Section II. Simulation and experimental results are given in used for the selected length on the signal. In the exponential
Section III. Conclusions are finally discussed in Section IV. weighted moving average filter, the weight values that are
II. USED METHODS AND MODELLING decreasing from the value close to the predicted period to the
previous data are used [11].
In this study, wind speed estimation is done by linear
regression and SVM method which is based on linear and Linear Regression Methods
Gaussian kernels using 1-month data consisting of 10-minute The linear regression method is a statistical method that
time series. Statistical values of wind speed are presented in establishes a linear relationship between the independent
Table I. variable and the dependent variable for predicting the
The Moving Average (MA) filter, the Weighted Moving dependent variable. Linear regression equation as
Average (WMA) filter and the EMA filter from filtering
methods are applied to the wind speed data. In the (2)
normalization phase, the input and output variables are where is wind speed estimator, is response
converted to the range [0 1]. For each case, estimation of wind
variable, is slope of regression line and is the y-axis of
speed is done by regression methods. The error values of used
the regression line.
regression methods are measured and the created model for
the least error value is presented. Support Vector Machines

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1st International Conference on Energy Systems Engineering
November 2-4, 2017
KBU—Karabuk, Turkey

The support vector machines are supervised learning TABLE IV


STATISTICAL ERROR CRITERIA
algorithms developed by Vladimir Vapnik and Alexey
Chervonenkis, which are used to maximize the width between
the dependent points of support in decision making and are
successfully used in applications such as pattern recognition,
time series analysis, classification [12]. SVM is extended to
be used in regression analysis with the definition of loss / loss
function [13]. SVM can be applied to both linear and
nonlinear data. The function which will carry a non-linear x
data sequence to the higher dimension is defined as the
mapping function and is expressed by the notation Φ(x). In
this case, the regression process is carried over to the high
dimensional space with the kernel [14]. The kernel is denoted
by and is defined as the square of the mapping
function. The choice of kernel depends on the type of the
problem, and there are kernel types, linear, polynomial, Estimation models are formed by linear regression, SVM
Gaussian and Sigmoid. In this study, linear and Gaussian methods based on linear and Gaussian kernels. Prior to the
kernels are used and the equations for these kernels are training phase of regression learning methods, these filtering
presented in Table III. methods are applied to the data set, and the wind speed with
normalization process are expressed as values between [0,1].
In the training phase, a 10-fold cross-validation method is
TABLE III applied. The performances of the models created for all cases
USED KERNEL EQUATIONS
are determined by the measured error values and the model
created for the least error value is shown.
The MAE MSE and RMSE variation of created models
using different filtering methods for the number of delay steps
are shown in Fig. 1-3. As the number of delay steps increases,
the performance of the Linear Regression (L-R), Linear-
Support Vector Machine (L-SVM) and Gaussian-Support
Computation of Model Performance Vector Machine (G-SVM) methods increases as shown in Fig.
1-3.
In the estimation of wind speed, the statistical error criteria
It is seen that MA is better than WMA and EMA is better
given in Table IV are used to calculate the model error by
than MA in the filter methods except delay steps 4 and 5.
comparing the response of the obtained model with the actual
When analyzed for model performances, it is seen that L-
data. The error is expressed
SVM model has higher performance than L-R model and G-
SVM model has higher performance than L-SVM model.
(3) While the worst model performance is obtained with L-R
where rt is observed for a given time t and pt is the predicted model with WMA filter, the best model performance is
time series [15]. obtained by G-SVM method with EMA filter.
In order to examine the model performance visually, real The estimated wind speed obtained by G-SVM method
value versus estimated value is plotted. Also, the distribution with EMA filter versus actual wind speed is given in Fig. 4. It
of the error is investigated by the scatter plot and the is seen that the estimated values for the obtained model are
relationship between input and output can be measured by the very close to the actual values. This case is expressed in Fig. 5
Pearson correlation coefficient [16]. by Pearson's correlation coefficient (R).
The R value, which expresses the relationship between the
III. SIMULATION AND EXPERIMENTAL RESULTS input and output for the best model created, is 0.96805. This
The MATLAB simulation environment is used for wind relation is expressed by the first order linear equation y =
speed estimation. For this study, 3 different estimating models 0.94x + 0.0095. According to this result, it can be said that the
are created by applying different delay steps and different created model is very successful in estimating the wind speed.
filtering methods to the 1-month wind speed data consisting of
a 10-minute time series. The number of delay steps is varied
from 3 to 10. The moving average filter, the weighted moving
average filter and the exponential moving average filter from
filtering methods are applied respectively to the wind speed
data.

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1st International Conference on Energy Systems Engineering
November 2-4, 2017
KBU—Karabuk, Turkey

Fig. 1 MAE change according to the number of delay steps for different
models and filtering methods. Fig. 4 Estimated result of the best model against real wind speed.

Fig. 2 MSE change according to the number of delay steps for different
models and filtering methods.

Fig. 5 Regression curve for real and estimated points.

IV. CONCLUSIONS
In this study, linear regression and SVM methods based on
linear and Gaussian kernels are used to estimate wind speed
using moving average filter, weighted moving average filter
and exponential moving average filter. A 10-minute wind
speed data from a wind power plant installed in Zonguldak
province is used. The number of delay steps is changed from 3
to 10 and the performance of MAE, MSE and RMSE criteria
are compared using the 10-fold cross-validation method
during model training phase. When all filtering and estimation
models are examined together, the lowest MSE error value is
obtained the G-SVM method with EMA filter for 10 delay
Fig. 3 RMSE change according to the number of delay steps for different steps. The estimated wind speed versus real wind speed for
models and filtering methods. the given minimum error model is plotted. Also, the
relationship between input and output is measured by the

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1st International Conference on Energy Systems Engineering
November 2-4, 2017
KBU—Karabuk, Turkey

Pearson correlation coefficient and the correctness of the


model is shown.

ACKNOWLEDGMENT
This study was supported by Bulent Ecevit University (BAP
Project No: 2012-17-15-01). The authors would like to thank
Bulent Ecevit University for their support.

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