Energy 217 (2021) 119361

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Energy
journal homepage: www.elsevier.com/locate/energy

A combined forecasting system based on statistical method, artificial

neural networks, and deep learning methods for short-term wind
speed forecasting
Ping Jiang a, Zhenkun Liu b, *, Xinsong Niu b, Lifang Zhang b
a
School of Statistics, Xi ‘An University of Finance and Economics, No.360, Changning Street, Chang ‘An District, Xian, Shaanxi Province, 710100, China
b
School of Statistics, Dongbei University of Finance and Economics, No. 217, Jianshan Road, Shahekou District, Dalian, Liaoning Province, 116025, China

a r t i c l e i n f o a b s t r a c t

Article history: Wind speed forecasting is gaining importance as the share of wind energy in electricity systems in-
Received 18 August 2020 creases. Numerous forecasting approaches have been used to predict wind speeds. However, considering
Received in revised form the differences in wind speed time-series, there is no universal approach that has proven to be accurate
16 October 2020
under all circumstances. In our study, a combined prediction system is proposed, which consists of four
Accepted 13 November 2020
Available online 19 November 2020
parts: optimal sub-model selection, point prediction based on a modified multi-objective optimization
algorithm, interval forecasting based on distribution fitting, and forecasting system evaluation. The
developed combined system integrates the merits of the sub-models and provides accurate point and
Keywords:
Artificial intelligence
interval forecasting performance. The experimental results reveal that the proposed combined fore-
Combined forecasting system casting system can provide effective wind speed point and interval forecasts. The absolute percentage
Data preprocessing error values of the proposed system for point forecasting are 2.9220%, 3.1696%, and 4.8358% at Site 1 and
Sub-model selection strategy 2.2719%, 2.5882%, and 3.4799% at Site 2 for one-, two-, and three-step forecasts, respectively. Therefore,
Wind speed forecasting the proposed system is deemed more useful for the scheduling and management of electric power
systems than other benchmark models.
© 2020 Elsevier Ltd. All rights reserved.

1. Introduction speeds based on numerical calculations and image displays. Clas-

Wind energy, as a clean energy resource, has come to occupy an
increasing share of electricity markets. The Global Wind Energy
Council announced that the total global installed wind power ca-
pacity was approximately 591 GW at the end of 2018, representing
an increase in 2018 of 9.6% [1]. However, the randomness and un-
steadiness of wind speeds [2] hampers the stability of the wind
power supply, leading to additional operating costs [3,4]. Thus, it is
necessary to develop effective wind speed forecasting approaches
[5] to improve the utilization rate of wind power in electric power
systems and reduce wastage of wind power resources [6].
The wind speed forecasting approaches introduced in previous
studies can be categorized as [7] (1) numerical simulation ap-
proaches, (2) statistical approaches, (3) spatial correlation ap-
proaches, and (4) artificial intelligence approaches.
Numerical simulation approaches can be used to predict wind
* Corresponding author.
E-mail address: zhenkunliudufe@163.com (Z. Liu).
sical numerical simulation approaches include the mesoscale
model 5 (MM5) and weather research and forecast (WRF) model
[8], which can provide good forecasting accuracy [9]. However,
additional information beyond the wind speed data is needed,
which limits the applicability of numerical simulation approaches
in many situations [10]. Although statistical approaches, such as the
auto-regressive (AR) [11], moving average (MA) [12], and auto-
regressive integrated moving average (ARIMA) [13] methods,
have been shown to be valid for forecasting wind speeds, they also
have some disadvantages [14]. Specifically, these statistical ap-
proaches generally assume a linear structure, which is not appli-
cable for depicting the characteristics of wind speed time-series
because wind speed time-series are random and nonlinear. Thus,
more effective approaches with complex functions should be
developed to capture the nonlinear characteristics of wind speed
sequences. Spatial correlation approaches are used to describe the
spatial relationship between various observation sites [15] and the
inter-correlation of all sites in a certain region. Nonetheless, prac-
tical application of spatial correlation approaches is difficult
because of measurement errors and time delays. Considering the

https://doi.org/10.1016/j.energy.2020.119361
0360-5442/© 2020 Elsevier Ltd. All rights reserved.
P. Jiang, Z. Liu, X. Niu et al. Energy 217 (2021) 119361

Table 1
Literature review of existing wind speed prediction approaches.

Method Dataset Result

Physical prediction methods

WRF [9] Wind data at turbine heights of 70 or 80 m from the The hourly wind speed forecasting accuracy was improved by 8.7% in the
ground surface in Henan, Hubei, Hunan, Anhui, and calibration stage and 7.58% in the validation stage.
Jiangxi provinces
MM5 [37] Wind speed data in a wind park located in southeastern The hybrid MM5eneural network approach could obtain good short-term
Spain predictions of wind speed at specific points.
Kalman filtering [38] Two-year-long wind speed data sets provided by an Provided significant forecast improvement with respect to the wind
NWP model and two anemometric stations located in speed model direct output, especially in very short-term forecasts
eastern Liguria (Italy)

Statistical forecasting methods

AR [39] Hourly mean wind speed data collected from three The hybrid model based on AR model and Gaussian process regression
wind farms in China (GPR) could improve the point forecasting and interval forecasting
performance.
ARMA [40] Seven years of hourly wind speed data collected at four No single model structure outperforms the others at all heights.
different heights from an observation site in Colorado,
USA
ARIMA [41] Wind speed series from wind farms in China The accuracy of the adaptive model is better than that of some well
recognized single models and some of the latest published hybrid models.

Spatial correlation models

Spatial correlation model [42]
Predictive deep convolutional neural
network [43]
Correlation-Constrained Sparsity-
Controlled Vector Autoregressive
(CCSC-VAR) model [44]
Wing power dataset in June 2009
10
10 wind turbine array in Indiana (85.1855W,
40.4092 N)
Wind power time series in 2006 from 25 randomly
selected wind farms across Denmark
The spatial correlation model could accurately characterize the
correlations among outputs of wind turbines and reduce the error in
short-term wind power predictions.
PDCNN could capture spatioetemporal correlations effectively, and it
outperformed conventional machine learning models.
The proposed CCSC-VAR had better overall performance than both the
original SC-VAR and other benchmark methods.

Artificial intelligence models

Extreme learning machine (ELM) [45] Wind energy datasets collected from a certain wind The developed system could not only be used as an effective tool for wind
farm situated in Chengde, Hebei Province, China energy deterministic forecasting and uncertainty analysis, but also for
other engineering application areas in the future.
Least square support vector machine Wind speed and wind power data obtained from four The proposed model provided more accurate and stable forecasts
(LSSVM) [46] databases compared to the other methods.
Long short-term memory (LSTM) [47] Four wind speed datasets collected from Liaotung The proposed model was effective for two case study datasets (wind
Peninsula, China, and a Queensland electrical power speed data and electrical load data).
load dataset

Note: With advances in forecasting technology, few researchers have adopted a single model to forecast wind speeds. In this table, different wind speed forecasting methods
used in previous research are introduced in detail, including physical forecasting methods, statistical forecasting methods, spatial correlation models, and artificial intelligence
forecasting technologies.

disadvantages of all of the abovementioned approaches, artificial
intelligence approaches, such as artificial neural networks (ANNs)
[16e19], adaptive network-based fuzzy inference systems [20],
support vector machines (SVMs) [21,22], and deep learning
methods [23], have been developed and applied in many fields,
including wind power forecasting [24], pollutant forecasting [25],
future price forecasting [26,27], thermal conductivity forecasting
[28e31], and physical modeling [32e35]. However, single artificial
intelligence approaches may have difficulty escaping from local
optima and have low convergence rates; thus, they are not suitable
for wind speed prediction. A detailed literature review including
each of these model types is presented in Table 1. Moreover, the
limitations of the abovementioned wind speed forecasting ap-
proaches are summarized as follows.1
(1) Numerical simulation approaches are appropriate for con-
ducting long-term rather than short-term wind speed pre-
dictions.1 The forecasting ability depends strongly on the
1
According to the prediction time horizon and the purpose of wind forecasting,
wind speed forecasting can be roughly classified into three categories [36]: short-
term (over minutes, hours or days), medium-term (over weeks to months) and
long-term (over years) forecasting.
initial parameters. In addition, these approaches are costly in
terms of resources and running time [48].
(2) Statistical approaches are used to forecast wind speeds based
on the assumption of linearity, which is inconsistent with the
irregular and nonlinear characteristics of wind speed time-
series data [49]. Thus, the forecasting results are not always
satisfactory.
(3) When spatial correlation approaches are employed in wind
speed forecasting, a significant amount of information is
required, and good forecasting performance for wind speeds
cannot be achieved in multi-spatially correlated sites [50].
(4) Artificial intelligence approaches are effective for depicting
the nonlinear characteristics of wind speed time-series;
however, they are not always successful owing to inherent
properties such as easily falling into partial optima, over-
fitting, and low convergence speeds [51].
Considering the limitations of the above approaches, individual
forecasting approaches are insufficient for accurately forecasting
wind speeds. Therefore, many studies have proposed the applica-
tion of hybrid models to predict wind speeds [52,53].
However, we should note that wind speed data characteristics
are different at each site, which cannot be captured by certain
forecasting approaches. Thus, hybrid forecasting models may

2
P. Jiang, Z. Liu, X. Niu et al.
provide excellent prediction performance for some wind speed
data, but may not be effective for the wind speed datasets in other
areas. To improve the applicability, combined models (CMs) [54]
have been developed and shown to be effective methods for wind
speed prediction [55]. The principle of CMs is to minimize the sum
of the squared error of the training set to obtain optimal weights
[56]. Referring to previous research, Niu et al. [57] employed a
combined wind speed prediction model that integrated a data
preprocessing method, a multi-objective optimization algorithm,
and several widely used benchmark models to enhance the wind
speed forecasting capability. Li et al. [21] proposed a variable
weighting combination strategy that combined three different
hybrid approaches to forecast wind speed. The simulation results
indicated that the proposed model was superior to the benchmark
model for wind speed prediction. However, there are typically
several challenges when a CM is used to predict wind speed: (i)
multi-objective intelligent optimization algorithms are always
employed to determine the weight coefficients for the prediction
results of each sub-model. However, multi-objective optimization
algorithms are prone to local optimization, and the late conver-
gence rate is slow. (ii) Once the sub-models are determined, they
are applied to all datasets. This will result in the most suitable sub-
model not being selected according to the actual wind speed
characteristics at different observation sites when determining the
sub-models of the CM.
Therefore, a novel combined system incorporating four
partsdoptimal sub-model selection (OSS), point forecasting (PF),
interval prediction (IP), and system evaluationdis proposed for
short-term wind speed forecasting. In the OSS, a comprehensive
evaluation indicator (CEI) is adopted to determine five optimal sub-
models. Then, the selected sub-models are combined using a
modified multi-objective optimization algorithm for combined PF.
Finally, the characteristics of the wind speed forecasting time-
series are measured using seven distribution functions (DFs): the
extreme value (EV), gamma, logistic, log-logistic, log-normal,
Rician, and Weibull distributions. Based on the combined PF result
of the proposed combined forecasting system (PCFS) and the
optimal distribution of the wind speed forecasting time-series, the
IP results of the PCFS are obtained. By combining these four mod-
ules, the PCFS can correct the shortcomings of traditional combined
models and obtain more accurate forecasting results.
The contributions of this study are as follows:
(1) A PCFS combining PF and IP is developed. Most previous
studies only focused on wind speed PF or IP, which cannot
forecast wind speeds effectively and reliably. PF plays a sig-
nificant role in the scheduling and management of power
systems, and IP is important in arranging the rotary reserve
capacity, which can significantly enhance the stability of the
electric power system and the safety of the power supply.
(2) In the OSS module, the CEI is proposed to determine the
optimal sub-models. Referring to the forecasting indexes of
the sub-models, the CEI can be used to adaptively determine
the optimal sub-models at multiple angles, which will ach-
ieve better forecasting results.
(3) In the PF module, an improved weight determination
method for the CM is developed. To overcome the disad-
vantages of traditional multi-objective optimization algo-
rithms, a modified multi-objective optimization algorithm is
adopted to determine the weights of selected sub-models to
enhance the global search capacity and convergence speed.
(4) In the IP module, different DFs are used to measure the
features of the PF values. A modified intelligent optimization
algorithm is used to analyze the characteristics of the wind
speed forecasting values. Seven distributions and two
3
Energy 217 (2021) 119361
estimation approaches are employed to enhance the IP
precision.
(5) The PCFS focuses on wind speed forecasting with a lead time
of 10 min, 20 min, and 30 min based on real data with a
length of 21 d. Referring to real wind speed data and
comparative forecasting results, the PCFS can provide a
reference for the scheduling and management of smart grids
based on the wind speed forecasting results.
The remainder of this paper is organized as follows: Sections 2
and 3 describe the methodology and process of the PCFS. The
experimental preparations and three experiments are presented in
Section 4. A deeper discussion of the PCFS is introduced in Section
5. Section 6 presents the conclusions.
2. Relevant methods in the proposed combined forecasting
system
The methods included in the combined forecasting system are
detailed in this subsection, including singular spectrum analysis
(SSA), the modified dragonfly algorithm (MDA), the modified multi-
objective dragonfly algorithm (MMODA), several sub-models, and
the OSS strategy.
2.1. Singular spectrum analysis
SSA, which is adopted to disintegrate a primordial sequence into
explicable sub-sequences, has extensive applications in many fields
such as biology [58], engineering [59], climatology [60], and eco-
nomics [61]. The flow of SSA can be summarized as follows:
Step 1 (Embedding): The original time series, c ¼ ðc1 ;c2 ;/;cN Þ,
is converted into a sequence, z ¼ ðz1 ; z2 ; /; zK Þ, via Eq. (1).
c ¼ ðc1 ; c2 ; /; cN Þ/z ¼ ðz1 ; z2 ; /; zK Þ (1)
Here, the dimension of embedding in the SSA is denoted by L.
For K ¼ N  L þ 1, the L-lagged vectors can be defined as zi ¼
ðci ; ciþ1 ; /; ciþL1 ÞT 2RL ; K ¼ N  L þ 1, L2½2; N.
Further, z ¼ ðz1 ; z2 ; /; zK Þ will be embodied as the trajectory
matrix in Eq. (2).
0 1
c1 c2 ,,, cK
B c2 c3 ,,, cKþ1 C
z ¼ ðz1 ; z2 ; /; zK Þ ¼ B
@ ,,,
C (2)
,,, ,,, ,,, A
cL cLþ1 ,,, cN
Step 2 (Singular value disintegration): For the covariance
matrix, s ¼ z,zT , singular value disintegration is adopted to create L
characteristic values (l1 ; l2 ;,,,; lL ) and characteristic vectors (u1 ;u2 ;
pffiffiffiffi
,,,; uL ). If t ¼ maxði; suchthat li > 0Þ and vi ¼ zT ui li ði ¼ 1; 2; …;
tÞ, then the singular value disintegration (SVD) of the trajectory
matrix can be expressed as follows:
z ¼ z1 þ z2 þ ,,, þ zt (3)
pffiffiffiffi
where zi ¼ li ui vi , and the rank of zi is 1. Therefore, v1 ; v2 ; ,,,; vt
pffiffiffiffi
are principal components, and ð li ; ui ; vi Þ is the characteristic
solution of the SVD of z.
Step 3 (Grouping): The extent will be disintegrated into subsets
a1 ; a2 ; ,,,; am without connection to each other. For a ¼ ðn1 ; n2 ;
, , ,; np Þ, the consequence matrix, ya , is expressed as ya ¼ ya1 þ
ya2 þ ,,, þ yap , and the trajectory matrix will be disintegrated as
y ¼ ya1 þ ya2 þ ,,, þ yam .
In this study, we partition the set of indices, a ¼ f1; 2;…;tg, into
two discrete subsets: a ¼ f1; 2; …; bg and a ¼ fb þ 1; b þ 2; …; tg.
P. Jiang, Z. Liu, X. Niu et al. Energy 217 (2021) 119361

Here, ya is defined as follows: flies to the population inside, which is expressed as follows:

ya ¼ ya1 þ ya2 (4) PN t

j¼1 Neij
Cohti ¼  Posti (8)
where a1 and a2 are called the eigentriple grouping. N
Step 4 (Diagonal averaging): The main purpose of this pro-
cedure is to transform each matrix of the grouped decomposition in
Eq. (4) into a new series with length N. Suppose that d is an L* K Definition 4. Attraction:
matrix, where L* ¼ minðL; KÞ and K * ¼ maxðL; KÞ. Additionally, if Attraction (Attit ) denotes the tendency that the i-th dragonfly
L < K, y*ij ¼ yij ; otherwise, y*ij ¼ yji . Then, y will be transformed to a flies to the prey. Eq. (9) computes the attraction from the prey to the
sequence ðr1 ; r2 ; , , ,; rN Þ based on the following equation: i-th dragonfly:
8
>
> Attit ¼ LocPrey  Posti (9)
>
> 1 Xkþ1 *
>
> ; 1  k  L*
>
> y
>
> k þ 1 q¼1 q;kqþ1 where LocPrey denotes the position of the prey.
>
>
>
<
1 XL* * Definition 5. Distraction:
rk ¼ y ; L*  k  K * (5)
>
> L * q¼1 q;kqþ1 Distraction (Disti ) represents the tendency that the i-th drag-
>
>
>
> onfly escapes from natural enemies. The distraction of the enemy to
>
> 1 XNK * þ1
>
>
>
> y*q;kqþ1 ; K *  k  N the i-th dragonfly is given in Eq. (10).
>
: N  K þ 1 q¼1

Disti ¼ LocEnemy þ Posti (10)

The reconstructed series can be obtained by utilizing the first b
principal components. In this study, SSA is used to conduct real- where LocEnemy denotes the enemy’s position. During the iterative
time preprocessing of the selected experimental data for each search process, when a better dragonfly is acquired, it should su-
training of the sub-models. The reconstructed wind speed time- persede the fitness and position of the present prey; meanwhile,
series data can eliminate the irregular noise in the initial data the worst dragonfly should substitute the fitness and location of the
and be used as the input of the predictor, which will greatly enemy.
improve the prediction performance. Two vectors are adopted to update the dragonfly position: the
e and position vector (Po);
step vector (St) f these indicate the flight
2.2. Intelligent optimization algorithm e for the i-
orientation and position of the dragonflies, respectively. St
th dragonfly in the (tþ1)-th iteration is computed using Eq. (11).
In this section, detailed mechanisms of the MDA and MMODA
are presented.  
e tþ1 ¼ Par Sept þ Par Alit þ Par Coht þ Par Att t þ Par Dist
St i 1 i 2 i 3 i 4 i 5 i
2.2.1. Modified dragonfly algorithm ft
þ wPoi
By imitating the mechanism of dragonflies, the dragonfly algo-
rithm was proposed by Mirjalili [62]. To explore the population (11)
mechanism of dragonflies, some essential mechanisms are hy-
Here, Par1, Par2, Par3, Par4, Par5, and w denote the weights of the
pothesized as follows, where Posti denotes the position of the i-th abovementioned mechanisms. The position of the i-th dragonfly in
dragonfly in the t-th search iteration, Neitj represents its j-th the (tþ1)-th iteration is computed using Eq. (12).
neighbor in the t-th search iteration, and N denotes the neighbor
number. f tþ1 ¼ Po
Po ft þ St
et (12)
i i i
Definition 1. Separation:
Separation (Septi ) denotes the power of the i-th dragonfly that where t is the present iteration.
avoids impacting contiguous dragonflies, as shown in Eq. (6): To improve the algorithm structure, optimize the initial popu-
lation, and strengthen the optimal precision and convergence
XN speed of this algorithm, Song et al. proposed a modified dragonfly
Septi ¼  j¼1
Posti  Neitj (6)
algorithm based on elite opposition-based learning (EOL) and an
exponential function step (EFS) [63]. The EOL and EFS strategies are
presented below.
Definition 2. Alignment:
Alignment (Aliti ) represents the power of the i-th dragonfly that A. Elite Opposition Learning
maintains a velocity matching that of the N neighboring dragon-
flies, which can be expressed as Eq. (7): The EOL strategy is an advanced search method that creates an
elite unit based on an elite opposition solution [64]. Outstanding
PN t units of the current units and elite opposition solutions are chosen
j¼1 Velj
Aliti ¼ (7) for the next iteration. In this study, EN dragonflies with the best
N
fitness values are selected as elite dragonflies: extm ¼ ½extm;1 ; extm;2 ;
where Veltj shows the velocity of the i-th dragonfly to the j-th , , ,; extm;D , m ¼ 1; 2; …; EN. Here, exti;j denotes the elite dragonfly
neighbor in the t-th search iteration. corresponding to dragonfly xti;j, t represents the current iteration,
Definition 3. Cohesion: and D is the search dimensionality.
^t ^t ^t
Cohesion (Cohti ) represents the tendency that the i-th dragonfly Moreover, the elite opposition solution, ex i ¼ ½e x i;1 ; e x i;2 ; , , ,;
4
P. Jiang, Z. Liu, X. Niu et al. Energy 217 (2021) 119361

^t important. In practical applications, DA is necessary to enhance the

e x i;D , for the i-th dragonfly, Posti ¼ ½Posti;1 ; Posti;2 ; , , ,; Posti;D , in the
forecasting precision and stability, and thus a multi-objective
t-th iteration is as follows:
dragonfly algorithm (MODA) was employed as the processor.
  Nevertheless, similar to almost all optimization algorithms, MODA
^t
e x i;j ¼ k , eatj þ ebtj  Posti;j (13) has inherent shortcomings, including being apt to fall into partial
optima solutions and a lower convergence rate in the later period.
    To overcome these shortcomings, an MMODA based on MDA was
eatj ¼ min extm;j ; ebtj ¼ max extm;j (14) developed by Jiang et al. [5]. In the MMODA, the EOL and EFS
strategies (see Section 2.2.1.A and 2.2.1. B, respectively) were added
^t
  ^t
to the MODA algorithm based on MDA. The EOL strategy can offer a
e x i;j ¼ rand, ebtj  eatj þ eatj ; if e x i;j < Lbi (15) wider search range and variegated population on one hand and
enhance the whole search ability and search precision on the other
Here, i ¼ 1; 2;…;SN; j ¼ 1; 2;…;EN; k ¼ rand, where rand2 ½0; 1 hand. The EFS strategy is applied to improve the convergence rate
denotes a random number, SN denotes the number of dragonflies, in the later phase. In conclusion, MMODA can solve the inherent
EN denotes the chosen number of elite dragonflies (typically defects of the multi-objective optimization algorithm. In this study,
SN*0.1), and k denotes a random number that complies with a MMODA was used to determine the weight coefficients of the CMs
uniform distribution and is adopted to generate elite dragonflies to further improve the prediction accuracy and stability of the PCFS.
and form an opposition population. It is beneficial to mine the
adjacent interspace of elite opposition dragonflies to improve the
partial majorization ability. Therefore, the EOL strategy effectively 2.3. Forecasting sub-models
amplifies the hunt interspace, variegates the dragonfly population,
and improves the majorization function and holistic hunting ability. Based on the literature review, an individual prediction model
cannot perform optimally in any environment for precise and stable
B. Exponential Function Step wind speed prediction [66]. Therefore, we consider as many sub-
models as possible for the adaptive sub-model selection to ensure
In the initial DA, the weights Par1, Par2, Par3, Par4, Par5, and w are the prediction accuracy of the PCFS. In this study, ARIMA [67,68], a
initialized arbitrarily, and the dragonflies’ positions depend on the back propagation (BP) neural network [51], a deep belief network
current dragonfly location and a linear random step length, as (DBN) [69], ELM [70], the Elman neural network (ENN) [71], a
summarized in Eqs. (11e12). Although EOL contributes to finding a general regression neural network (GRNN) [72], and LSTM [73] are
global optimal solution, it cannot be guaranteed that the conver- adopted.
gence speed will be rapid [65]. To improve the convergence speed
of the DA, EFS is adopted instead of the original linear step strategy.
2.4. Optimal sub-model selection
An exponential random parameter, m, is added to update the step
size, thus improving the partial and whole searching abilities and
The OSS strategy is used to select the most appropriate sub-
the convergence speed. In this study, the step size is determined
models for inclusion in the final PCFS. The mean absolute error
using Eqs. (16e18).
(MAE), mean absolute percentage error (MAPE), root mean square
  error (RMSE), and sum square error (SSE) are used to determine the
m ¼ rand  0:5 , 2rand (16) deviations between the actual and predicted values. Detailed def-
initions of these four criteria are given in Table 3. Based on these
The enhanced rule for the step size is as follows:
four criteria, the CEI is calculated. The OSS strategy based on the CEI
  is as follows:
tþ1
DSt e
e ¼ m , St e tþ1
¼ rand  0:5 , 2rand , St (17)
i i
(1) Calculate the MAE, MAPE, RMSE, and SSE based on the
forecasting values of each sub-model.
where rand2½0; 1 denotes a random number, and represents et
St i (2) Standardize the MAE, MAPE, RMSE, and SSE values of each
the step size in the t-th iteration. sub-model. For example, the MAPE values can be normalized
The dragonflies’ position vector is updated as follows: using Eq. (19).
   
f tþ1 ¼ Po
Po f tþ1 þ m , St ft þ rand  0:5 , 2rand , St
e tþ1 ¼ Po e tþ1 ; MAPEj* ¼ MAPEj  min ðMAPEÞ
i i i i i 1jN
  (19)
(18) max ðMAPEÞ  min ðMAPEÞ
1jN 1jN

ft denotes the po-

where t represents the current iteration, and Po where N is sub-model number.
i
sition vector in the t-th iteration. (3) Calculate the CEI values of each sub-model using Eq. (20):
Based on the EFS strategy, the MDA can realize local hunting at
the beginning of the process and improve the convergence speed in
Table 2
the middle and later periods, thus avoiding partial optima and Statistical characteristic of two datasets.
obtaining an optimal solution throughout the whole search course.
Site Dataset Sample Number Mean Std Min Max
In this study, MDA is employed to determine the pivotal parameters
of the distributive functions, further improving the distribution Site 1 Training Set 2304 8.6611 2.8108 2.0000 17.2000
goodness-of-fit of the wind speed forecasting values. Testing Set 720 6.2976 1.6404 2.2000 10.8000
All Samples 3024 8.0983 2.7699 2.0000 17.2000
Site 2 Training Set 2304 9.7317 2.9762 1.9000 18.0000
2.2.2. Modified multi-objective dragonfly algorithm Testing Set 720 7.7035 2.0452 2.6000 14.0000
All Samples 3024 9.2488 2.9137 1.9000 18.0000
In wind speed predictions, precision and stability are equally
5
P. Jiang, Z. Liu, X. Niu et al. Energy 217 (2021) 119361

Table 3
Assessment criteria employed in this study.

Metric Equation

R2 P PM
R2 ¼ 1  M i¼1 ðPi  Ai Þ= i¼1 ðPi  PÞ
MAE PM
MAE ¼ jP
i¼1 i  A i j =M
P
MAPE MAPE ¼ f½ M i¼1 jðPi  Ai Þ =Ai j =Mg
100%
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
RMSE P
RMSE ¼ ½ M i¼1 ðPi  Ai Þ =M
2

SSE PM 2
SSE ¼ i¼1 ðPi  Ai Þ
pffiffiffiffiffi
Ui Ui ¼ Pi þ ðK10:5*a
sÞ= M
pffiffiffiffiffi
Li Li ¼ Pi  ðK0:5*a
sÞ= M
P
FICP FICP ¼ ð M i¼1 ci =MÞ
100%
P
FINAW FINAW ¼ M ðU  Li Þ=NR
8 i¼1 i
AWDi < ðLi  Ai Þ=ðUi  Li Þ; A i < Li
AMDi ¼ 0; Ai 2½Li ; Ui 
:
ðAi  Ui Þ=ðUi  Li Þ; Ai > Ui
AWD 1 XM
AMD ¼ AMDi
NR i¼1
Note: In this table, Pi and Ai represent the i-th PF value and i-th actual value of the wind speed data, respectively; K and s
denote the quantile and scale parameters of the DFs, respectively; M denotes the testing sample number; and NR represents
the range of forecasting values. If the i-th actual value Ai 2½Li ; Ui , then ci ¼ 1; otherwise, ci ¼ 0.

Part I: Optimal sub-model selection. Considering that noise in

CEIj ¼ 0:25*MAEj* þ 0:25*MAPEj* þ 0:25*RMSEj* þ 0:25*SSEj*
(20)
(4) Select the five optimal sub-models with minimum CEI
values.
CEI is a comprehensive index that integrates the MAE, MAPE,
RMSE, and SSE indicators to select the optimal forecasting sub-
model. It is calculated based on the relative merits of each
model’s prediction effectiveness. Therefore, the lowest CEI value for
a certain model represents the superior forecasting performance of
that model compared to the other sub-models.
3. Design of the proposed combined prediction system
A detailed introduction of the PCFS is presented in this section. A
brief overview of the PCFS is shown in Fig. 1.
The PCFS consists of four parts: optimal sub-model selection,
point prediction, interval prediction, and system evaluation; these
are introduced below.
the data will result in poor accuracy, the wind speed data are dis-
integrated and reconstructed in real-time using SSA. In the sub-
model forecasting process, preprocessed data is employed as the
input data and the output data of the training set. In addition, the
original data is employed as the output data of the testing set. To
deal with wind speed prediction in different situations, seven sub-
models are selected as basic forecasting sub-models in the PCFS. By
combining basic sub-models with SSA, seven hybrid models are
established to predict the wind speed based on a rolling prediction.
Moreover, the rolling prediction mechanism is adopted in the one-
step and multi-step predictions of each sub-model. For example,
two-step forecasting means that we can ultimately obtain the
forecasting value in the seventh period based on the first five real
values. In a sequence comprising 3024 points, we employ the first
2304 points as the training set, and the remaining 720 points as the
testing set. Subsequently, 720 forecasting values of the SSA-based
models will be used for further prediction. Hence, the CEI values
based on 720 forecasting values are computed, and five optimal
sub-models are selected based on the CEI. The detailed process of
Part I is presented in Fig. 2.
Part II: Point forecasting. A weighted average method relying

Fig. 1. Brief flow of the PCFS.

6
P. Jiang, Z. Liu, X. Niu et al. Energy 217 (2021) 119361

Fig. 2. Brief flow of sub-model selection in the PCFS.

on MMODA is employed to obtain the optimal weights of the five
selected sub-models, which is important for improving the pre-
diction accuracy and stability simultaneously. Furthermore, the
first 576 forecasting values of each optimal sub-model are
employed to determine the weight coefficients for the integration
of the five sub-models. In the MMODA, the first 576 of the 720
predicted values from each SSA-based sub-model (obtained in Part
I) are adopted as the training set to determine the weights, and the
remaining 144 predicted values are adopted as the testing set. Then,
the eventual prediction consequences are obtained by combining
the abovementioned hybrid models via the optimal weights.
Therefore, we can obtain the combined forecasting time-series,
which contains 720 values. The first 576 values are the training
fitting values of the PCFS, and the remaining 144 values are the final
forecast values of the PCFS. The detailed process of Part II is shown
in Fig. 3. The optimization objectives of the MMODA are as follows:
8 N 
Part III: Interval forecasting. In Part II, we obtain 720 com-
bined predicted values from the weighted calculation of the pre-
diction results of each optimal sub-model. Because the distribution
of 144 of the predicted values is unknown, seven basic DFs, i.e., the
EV, gamma, logistic, log-logistic, log-normal, Rician, and Weibull
DFs, are employed to measure the real-time data characteristics of
the first 576 values. In this study, the optimal distribution of the
first 576 values is applied as the optimal distribution of the
remaining 144 values. The optimal distribution of the wind speed
varies with time, and thus the distributions should be fitted in real-
time for each forecast. Moreover, the effectiveness of the fitting
depends on the estimated accuracy of the distribution parameter.
Hence, the maximum likelihood estimation (MLE) and MDA are
used to determine the parameters of the DFs. Considering that the
goodness-of-fit index (R2) is sufficiently effective to represent the
distribution fitting performance, a single-objective optimization
algorithm, MDA rather than MMODA, is adopted to obtain the


> 1 X

bi

xi  x

100%
optimal parameters of the DFs. In this study, the lower and upper
> f
> 1 ðxÞ ¼ MAPE ¼
< N i¼1
xi
bounds of the wind speed forecasting sequence are established by
min (21) matching the PF time series and optimal fitting DF. The PCFS pro-
>
>  
>
: f ðxÞ ¼ std x vides informative and reliable IP performance. The detailed process
2 b i  x i ; i ¼ 1; 2; …; N of Part III is shown in Fig. 4.
Part IV: System evaluation. The PF effectiveness of each model
b i denotes the i-th pre-
where xi denotes the i-th real value, and x is assessed using four indicators, while three indicators are
dicted value. employed to evaluate the IP effectiveness (see Table 3).

Fig. 3. Brief flow of PF module in the PCFS.

7
P. Jiang, Z. Liu, X. Niu et al.
4. Experimental setup and analysis
In this section, the experimental setup and analysis are
described in detail, including the experimental dataset, employed
forecasting criteria, and empirical analyses.
4.1. Experimental dataset
Experimental datasets were collected from two wind speed
observation points in the Shandong Peninsula, China. The sampling
lag is 10 min for each dataset, signifying that there are 144 records
per day. Table 2 lists the dominant statistical characteristics of the
two datasets.
4.2. Performance verification
Multiple assessment indexes are employed to compare the
prediction ability of the PCFS and other models [74]. In our study,
the PF accuracy and stability are assessed via four indexes, whereas
the IP ability is assessed via three indexes. The model evaluation
indexes adopted in this study are listed in Table 3.
4.3. Experiment I: sub-model selection: comparison of the sub-
model prediction performance
In this experiment, the forecasting performance of seven
Fig. 4. Brief flow of IP in the PCFS.
8
Energy 217 (2021) 119361
benchmark models is compared to determine five optimal sub-
models for the subsequent combined prediction. For the seven
sub-models considered, the numbers of input and output nodes are
5 and 1, respectively. In addition, for ARIMA and LSTM, to train the
neural networks fully, the number of iterations is set to 10000. The
key parameters, p and q, of ARIMA are determined via the Akaike
information criterion (AIC) and Bayesian information criterion
(BIC). For LSTM, to reduce the running time, the number of itera-
tions is set to 2500. The sub-model comparison and selection re-
sults are presented in Table 4.
For Site 1, SSA-ELM has the best one-step prediction. When the
number of forecasting steps is increased, the forecasting ability of
SSA-DBN is superior to that of the other hybrid sub-models. This
indicates that different prediction step sizes will have different
optimal sub-models. The BP, DBN, ELM, and LSTM based on SSA can
always achieve high forecasting accuracy for one-step to three-step
predictions. Thus, they provide good prediction ability as sub-
models in the PCFS. SSA-ENN is added to the PCFS for the one-
step and three-step predictions, while SSA-ARIMA is added to the
PCFS for two-step forecasting. This demonstrates that the OSS
strategy operates effectively under different forecasting
mechanisms.
Furthermore, the forecasting abilities of the sub-models at Site 2
are similar to those at Site 1; SSA-GRNN, which has CEI values of
1.000 for one-step and multi-step predictions, is not appropriate for
predicting wind speed.
P. Jiang, Z. Liu, X. Niu et al. Energy 217 (2021) 119361

Table 4
Forecasting performance results of each sub-model in Experiment I.

Datasets Models 1-Step 2-Step 3-Step

MAE MAPE RMSE SSE CEI MAE MAPE RMSE SSE CEI MAE MAPE RMSE SSE CEI

Site 1 SSA-ARIMA 0.2711 4.3519 0.3342 96.6228 0.3714 0.3459 6.4148 0.4492 145.2782 0.3993 0.5589 10.0163 0.7219 375.2347 0.8632
SSA-BP 0.2148 3.4119 0.2813 56.9677 0.0729 0.2811 4.6217 0.3659 96.3908 0.1619 0.4401 7.3336 0.5785 240.9404 0.5060
SSA-DBN 0.2029 3.2232 0.2661 50.9850 0.0111 0.2597 4.1384 0.1228 88.4384 0.0000 0.3546 6.5633 0.4823 160.4746 0.0000
SSA-ELM 0.2005 3.1512 0.2651 50.5928 0.0000 0.2760 4.4877 0.3620 94.3670 0.1467 0.4380 7.2626 0.5779 240.4700 0.5009
SSA-ENN 0.2359 3.8529 0.3056 67.2627 0.1873 0.3590 5.8847 0.4780 164.4766 0.4184 0.5160 8.7737 0.6801 333.0130 0.7313
SSA-GRNN 0.3747 6.2910 0.4861 170.1230 1.0000 0.5277 9.2113 0.6757 328.7276 1.0000 0.6101 10.5917 0.7840 442.5257 1.0000
SSA-LSTM 0.2293 3.6794 0.3030 66.1217 0.1588 0.3128 4.9766 0.4252 130.1950 0.2711 0.4470 7.1657 0.6227 279.1916 0.5497
Site 2 SSA-ARIMA 0.3590 4.5007 0.4735 161.4236 0.7445 0.3782 4.6981 0.5475 215.8044 0.5007 0.5423 7.8186 0.7431 397.5700 0.4528
SSA-BP 0.2157 2.8414 0.2935 62.0087 0.0843 0.2727 3.5703 0.3696 98.3625 0.1292 0.5474 7.5106 0.7496 404.5852 0.4515
SSA-DBN 0.1992 2.5567 0.2781 55.6924 0.0138 0.3007 4.1259 0.4028 116.7934 0.2259 0.4441 5.8962 0.6031 261.8901 0.2799
SSA-ELM 0.1955 2.5049 0.2753 54.5492 0.0000 0.2750 3.6085 0.3723 99.7835 0.1366 0.4441 5.8969 0.6048 263.3342 0.2809
SSA-ENN 0.2206 2.9229 0.3017 65.5372 0.1112 0.3867 5.1937 0.5300 202.2717 0.5206 0.5387 7.3329 0.7353 389.3289 0.4343
SSA-GRNN 0.3943 5.3847 0.5360 206.8518 1.0000 0.5201 7.1187 0.6995 352.3336 1.0000 0.8960 13.8774 1.0887 853.4446 1.0000
SSA-LSTM 0.2791 3.5566 0.1627 117.1362 0.1913 0.2605 3.3452 0.1401 100.8901 0.0025 0.3951 5.3393 0.5967 219.9902 0.0000

Remark. In this study, the OSS strategy can select optimal sub-
models adaptively to ensure the forecasting precision of the PCFS.
4.4. Experiment II: point forecasting: comparison of the PCFS and
reference models
To verify the PCFS, several benchmark models and CMs based on
different data processing techniques and optimization algorithms
are used for comparison with the proposed PCFS, including
empirical mode decomposition (EMD), complete ensemble empir-
ical mode decomposition (CEEMD), MODA, and the multi-objective
grasshopper optimization algorithm (MOGOA). For the three multi-
objective optimization algorithms considered, the number of iter-
ations is set as 500, the archive size is set as 200, and the population
number is set as 50. EMD has no parameters that need to be set. The
three hyper-parameters of CEEMD are set as 0.05, 50, and 500, and
the two hyper-parameters (window length and primary ingredient
disintegration number) of SSA are set as 50 and 20, respectively.
The PF results are presented in Table 5 and Fig. 5.
Specifically, the performances of the benchmark forecasting
models, including the persistence model, are similar and inferior to
that of the PCFS. The MAPE values in the one-step forecasts range
from 5% to 8%, and the MAPE values increase to some extent in the
two-step and three-step forecasts. Moreover, the forecasting ability
of the CMs based on EMD, CEEMD, MODA, and MOGOA are better
than those of the benchmark forecasting models, including the
persistence model, but worse than that of the PCFS. It is worth
noting that the mean MAPE values of the CEEMD-MMODA-CM and
SSA-MOGOA-CM for the one-step, two-step, and three-step pre-
dictions are 3.0952%, 3.9509%, and 4.7803% and 2.6889%, 3.2796%,

Table 5
Comparison of the PF performance of the PCFS and benchmark models.

Models 1-Step Forecasting based on Site 1 2-Step Forecasting based on Site 1 3-Step Forecasting based on Site 1

MAE MAPE RMSE SSE MAE MAPE RMSE SSE MAE MAPE RMSE SSE

ARIMA 0.4426 7.3228 0.5786 241.0027 0.5306 9.2221 0.6914 344.2251 0.6050 10.5668 0.7797 437.6642
BP 0.4238 6.9192 0.5482 216.4159 0.5727 9.9995 0.7300 383.6550 0.6391 11.2849 0.8128 475.6569
DBN 0.4158 6.6755 0.5475 215.7874 0.4248 6.7568 0.3098 223.0368 0.5546 8.8483 0.5260 378.6903
ELM 0.4133 6.7153 0.5403 210.1576 0.5057 8.4661 0.6692 322.4004 0.5829 9.8805 0.7578 413.4213
ENN 0.4112 6.6819 0.5390 209.1715 0.5125 8.5817 0.6749 327.9648 0.5812 9.8964 0.7556 411.0331
GRNN 0.4318 7.0539 0.5706 234.4383 0.5344 9.1468 0.6983 351.0695 0.6397 11.5324 0.8125 475.3453
LSTM 0.4214 6.7090 0.3041 218.9556 0.5051 8.4240 0.6721 325.1950 0.5826 9.9136 0.7627 418.8074
Persistence Model 0.3056 6.6930 0.3900 21.9000 0.4285 9.4054 0.5550 44.3500 0.4854 10.6989 0.6314 57.4100
EMD-MMODA-CM 0.2221 4.7358 0.2692 10.4344 0.2305 4.9427 0.2807 11.3482 0.2553 5.5099 0.3217 14.8984
CEEMD-MMODA-CM 0.1562 3.4178 0.1932 5.3723 0.2110 4.5937 0.2687 10.3954 0.2485 5.3598 0.3255 15.2569
SSA-MODA-CM 0.1395 3.0629 0.1720 4.2583 0.1692 3.6349 0.2218 7.0837 0.2429 5.0853 0.3061 13.4892
SSA-MOGOA-CM 0.1415 3.0412 0.1839 4.8702 0.1650 3.5716 0.2116 6.4494 0.2383 5.0639 0.2865 11.8233
PCFS 0.1347 2.9220 0.1722 4.2724 0.1472 3.1696 0.1923 5.3244 0.2279 4.8358 0.2914 12.2280

Models 1-Step Forecasting based on Site 2 2-Step Forecasting based on Site 2 3-Step Forecasting based on Site 2
MAE MAPE RMSE SSE MAE MAPE RMSE SSE MAE MAPE RMSE SSE

ARIMA 0.4519 5.9896 0.6097 267.6592 0.5927 7.5694 0.8050 466.6241 0.6339 8.9150 0.8303 496.3977
BP 0.4119 5.4399 0.5669 231.3914 0.5283 7.1029 0.7196 372.8134 0.6078 8.4614 0.8004 461.3135
DBN 0.4111 5.3327 0.5777 240.2924 0.5234 7.0459 0.7149 367.9652 0.5634 7.3053 0.6227 448.3214
ELM 0.4086 5.3540 0.5692 233.2812 0.5261 7.0755 0.7182 371.4142 0.6061 8.3474 0.7998 460.6030
ENN 0.4121 5.4864 0.5684 232.6435 0.5331 7.2220 0.7214 374.6787 0.6108 8.4434 0.8050 466.5272
GRNN 0.4902 6.3091 0.6617 315.2218 0.8247 12.4417 0.9951 712.9374 0.6458 8.9792 0.8361 503.3797
LSTM 0.4130 5.3348 0.3385 243.7030 0.4147 5.3479 0.3443 247.9294 0.6039 8.1944 0.8059 467.6700
Persistence Model 0.2958 5.3166 0.3744 20.1800 0.4069 7.2774 0.5332 40.9400 0.4674 8.4284 0.6289 56.9500
EMD-MMODA-CM 0.1843 3.2596 0.2292 7.5660 0.1974 3.5029 0.2457 8.6923 0.2422 4.2577 0.3142 14.2150
CEEMD-MMODA-CM 0.1567 2.7727 0.1923 5.3247 0.1851 3.3081 0.2349 7.9455 0.2357 4.2009 0.3052 13.4168
SSA-MODA-CM 0.1338 2.4158 0.1662 3.9795 0.1755 3.2115 0.2166 6.7542 0.2166 3.8866 0.2659 10.1795
SSA-MOGOA-CM 0.1297 2.3367 0.1610 3.7328 0.1664 2.9876 0.2091 6.2938 0.2051 3.8020 0.2581 9.5946
PCFS 0.1260 2.2719 0.1572 3.5587 0.1435 2.5882 0.1747 4.3956 0.1946 3.4799 0.2412 8.3759

9
P. Jiang, Z. Liu, X. Niu et al.
Fig. 5. Comparison of PF between the PFCS and benchmark models.
and 4.4330%, respectively, while the corresponding values for the
PCFS are 2.5969%, 2.8789%, and 4.1579%, respectively. Thus, the
PCFS can improve the wind speed forecasting performance to
varying degrees with high forecasting stability and accuracy.
Remark. Compared with the benchmark models and the CMs
based on various data processing techniques and optimization al-
gorithms, PCFS always provides the best prediction ability, which
verifies that the combined strategy of the PCFS is credible and valid
and can be adopted for wind speed prediction.
4.5. Experiment III: Interval forecasting: comparison of the PCFS
and reference models
Compared with PF, IP results contain more data and are useful
10
Energy 217 (2021) 119361
for policy makers in conducting risk management and evaluations
of electrical systems to ensure their dependability and operability.
Thus, IP is carried out based on the PF results to provide more in-
formation for wind farm operation and management. To verify the
superiority of the PCFS for IP, four CMs are selected as benchmark
models because the PF results of these four CMs were superior to
those of the other reference models.
To improve the IP accuracy and evaluate an appropriate fore-
casting interval, seven DFs were used to fit the wind speed pre-
diction series. MDA and MLE were used to determine the
parameters of the seven DFs. Considering that R2 is sufficiently
effective to represent the distribution fitting performance, MDA
rather than MMODA is used to obtain the optimal parameters of the
DFs. Based on R2, the optimal distribution of the forecast values of
the wind speed series can be obtained to determine the forecasting
P. Jiang, Z. Liu, X. Niu et al. Energy 217 (2021) 119361

interval. The optimal distributions of the four CMs and the PCFS at three-step predictions.
each site and for each forecasting step can be determined based on
Remark. The comparative results show that the PCFS can provide
the R2 values. The R2 values of the distributions for the PCFS are
the best IP results relative to the reference models.
presented in Appendix A. From Table 1 in Appendix A, we can
observe that at Site 1, the Weibull distribution is the optimal dis-
tribution for the PCFS, whereas at Site 2, the log-logistic distribu- 5. Discussion
tion is the most appropriate distribution, and these can be used to
determine the forecasting interval. In this section, the improvements of the PCFS, sensitivity anal-
FINAW, FICP, and AWD were employed to evaluate the IP ability ysis, and applications in power systems are discussed.
of the PCFS and four CMs. The abovementioned indicators and
lower and upper limits of the IP are listed in Table 3; the IP results 5.1. Improvements of the proposed system
are presented in Fig. 6 and Tables 6 and 7. Moreover, the expecta-
tion probability is set at 90%, 80%, 70%, and 60%, expressed as ð1  To investigate the improvement provided by the PCFS, four
aÞ
100%, to evaluate the IP ability of each model. In Tables 6 and 7, criteria are used to analyze the precision of the PCFS [75]. Detailed
the PCFS achieves the best IP results in all datasets for one-step to definitions of these four criteria are listed in Table 8. Moreover, by

Fig. 6. Comparison of the IP performance of the PCFS and benchmark models.

11
 P. Jiang, Z. Liu, X. Niu et al.
Table 6
Comparison of the IP performance between the PCFS and reference models at Site 1.

Forecasting Expectation EMD-MMODA-CM CEEMD-MMODA-CM SSA-MODA-CM SSA-MOGOA-CM PCFS

Step Probability
FICP FINAW AWD FICP FINAW AWD FICP FINAW AWD FICP FINAW AWD FICP FINAW AWD

One-Step 90% 40.9722 0.2676 0.0503 62.5000 0.1723 0.0297 65.2778 0.1517 0.0199 63.8889 0.1495 0.0070 78.0556 0.1388 0.0018
80% 44.4444 0.2762 0.0355 67.3611 0.1785 0.0213 72.9167 0.1506 0.0127 68.0556 0.1561 0.0048 84.3056 0.1411 0.0008
70% 45.8333 0.2864 0.0288 68.7500 0.1867 0.0176 79.8611 0.1461 0.0094 71.5278 0.1582 0.0038 87.0833 0.1446 0.0002
60% 47.2222 0.2917 0.0243 71.5278 0.1881 0.0148 82.6389 0.1475 0.0079 72.9167 0.1624 0.0032 89.1667 0.1472 0.0002
Two-Step 90% 39.5833 0.2800 0.0869 53.4722 0.1996 0.1036 56.9444 0.1818 0.0287 59.0278 0.1630 0.0079 71.1111 0.1526 0.0070
80% 45.1389 0.2732 0.0598 56.2500 0.2119 0.0798 61.8056 0.1854 0.0203 65.9722 0.1625 0.0050 76.6667 0.1560 0.0046
70% 46.5278 0.2823 0.0496 60.4167 0.2106 0.0652 65.9722 0.1844 0.0161 70.8333 0.1613 0.0037 80.1389 0.1582 0.0036
60% 50.0000 0.2749 0.0410 61.8056 0.2158 0.0579 66.6667 0.1906 0.0140 70.8333 0.1689 0.0032 82.2222 0.1610 0.0030
Three-Step 90% 38.8889 0.2961 0.1656 48.6111 0.2149 0.0879 38.1944 0.2463 0.0282 33.3333 0.2706 0.0138 65.1389 0.2106 0.0104
80% 42.3611 0.3009 0.1253 51.3889 0.2265 0.0683 43.7500 0.2373 0.0192 39.5833 0.2521 0.0084 71.3889 0.2055 0.0030
70% 43.7500 0.3095 0.1077 52.7778 0.2352 0.0589 44.4444 0.2477 0.0162 40.9722 0.2586 0.0068 73.4722 0.2103 0.0019
60% 45.8333 0.3086 0.0940 54.1667 0.2400 0.0524 47.2222 0.2431 0.0136 43.0556 0.2569 0.0056 75.5556 0.2117 0.0016
12

Table 7
Comparison of the IP performance between the PCFS and reference models at Site 2.

Forecasting Expectation EMD-MMODA-CM CEEMD-MMODA-CM SSA-MODA-CM SSA-MOGOA-CM PCFS

Step Probability
FICP FINAW AWD FICP FINAW AWD FICP FINAW AWD FICP FINAW AWD FICP FINAW AWD

One-Step 90% 84.7222 0.1743 0.0004 91.6667 0.1597 0.0008 96.5278 0.1525 0.0004 96.5278 0.1506 0.0005 97.2222 0.1475 0.0004
80% 86.1111 0.1862 0.0002 94.4444 0.1684 0.0004 97.2222 0.1603 0.0003 97.9167 0.1611 0.0003 99.3056 0.1598 0.0002
70% 89.5833 0.1881 0.0001 95.1389 0.1757 0.0002 98.6111 0.1680 0.0002 98.6111 0.1681 0.0002 99.3056 0.1653 0.0001
60% 90.9722 0.1920 0.0001 96.5278 0.1796 0.0002 98.6111 0.1739 0.0001 99.3056 0.1730 0.0002 99.3056 0.1712 0.0001
Two-Step 90% 83.3333 0.1792 0.0023 83.3333 0.1846 0.0055 87.5000 0.1576 0.0006 87.5000 0.1761 0.0029 94.4444 0.1559 0.0005
80% 87.5000 0.1854 0.0016 86.8056 0.1919 0.0037 90.9722 0.1662 0.0003 88.8889 0.1863 0.0021 95.8333 0.1656 0.0003
70% 88.8889 0.1918 0.0012 90.2778 0.1936 0.0029 91.6667 0.1733 0.0002 90.2778 0.1916 0.0017 97.9167 0.1705 0.0001
60% 90.9722 0.1943 0.0010 90.2778 0.2005 0.0024 93.7500 0.1765 0.0001 90.2778 0.1978 0.0014 97.9167 0.1761 0.0001
Three-Step 90% 70.8333 0.2228 0.0121 72.2222 0.2196 0.0120 76.3889 0.1913 0.0040 84.0278 0.1834 0.0087 84.7222 0.1769 0.0037
80% 77.0833 0.2200 0.0095 75.0000 0.2276 0.0095 79.8611 0.1970 0.0031 84.7222 0.1902 0.0067 86.8056 0.1899 0.0029

Energy 217 (2021) 119361

70% 77.7778 0.2277 0.0085 78.4722 0.2273 0.0081 81.2500 0.2025 0.0026 86.1111 0.1951 0.0058 88.1944 0.1949 0.0024
60% 77.7778 0.2349 0.0078 79.1667 0.2327 0.0074 82.6389 0.2057 0.0023 86.8056 0.2011 0.0052 88.1944 0.1994 0.0021
P. Jiang, Z. Liu, X. Niu et al. Energy 217 (2021) 119361

Table 8
Four improvement percentage indexes.

Metric Definition Equation

IMAE Improvement percentage of MAE. IMAE ¼ jðMAE1  MAE2 Þ =MAE2 j
100%

IMAPE Improvement percentage of MAPE. IMAPE ¼ jðMAPE1  MAPE2 Þ =MAPE2 j
100%
IRMSE Improvement percentage of RMSE. IRMSE ¼ jðRMSE1  RMSE2 Þ =RMSE2 j
100%
ISSE Improvement percentage of SSE. ISSE ¼ jðSSE1  SSE2 Þ =SSE2 j
100%

Note: MAE1 , MAPE1 , RMSE1 , and SSE1 are the values of the PCFS prediction accuracy evaluation indexes, and MAE2 , MAPE2 , RMSE2 , and SSE2 are the values
for the reference models.

calculating the mean error index values for each site, the
improvement percentages are calculated, as summarized in Table 9.
From the results, we can observe the following:
(a) The PCFS can significantly enhance the forecasting precision
relative to the individual models and CMs, as the PCFS has
the best evaluation criteria values for the one-step to three-
step predictions. Furthermore, the improvement percent-
age of the PCFS over the benchmark models is larger than
that over the CMs using different data preprocessing tech-
niques and optimization algorithms.
(b) Specifically, compared with the individual forecasting stra-
tegies, the IMAE, IMAPE, IRMSE, and ISSE values are very large. For
the one-step prediction, the IMAPE values are 60.9845%,
57.9750%, 56.7470%, 56.9659%, 57.3160%, 61.1325%, 56.8749%,
and 56.7523%, indicating that the forecasting ability of the
PCFS is better than that of the benchmark models.
(c) The improvement percentages of the PCFS over the EMD-
MMODA-CM and CEEMD-MMODA-CM are similar. More-
over, the improvement in the prediction performance of the
PCFS over the SSA-MODA-CM and SSA-MOGOA-CM is
smaller than that over the benchmark models and CMs with
various data pretreatment technologies.
5.2. Sensitivity analysis
In this section, the sensitivity of the PCFS to parameter changes
in the included algorithms is discussed. Table 10 lists the assess-
ment metrics used to measure sensitivity, which are defined by
calculating the standard deviation of each error criterion [5]. It is
clear that the robustness will decrease with an increase in the
assessment metrics. Table 11 lists the assessment metric values
calculated by changing one parameter of the SSA or MMODA, while
keeping the remaining parameters constant.
A detailed analysis is conducted in two ways: one transforms the
parameters in the SSA and the other transforms the parameters in
the MMODA. Specifically, the value of the window length in the SSA
is varied as 40, 45, 50, 55, and 60, while the value of the primary
ingredient disintegration number is varied as 10, 15, 20, 25, and 30.
Similarly, in the MMODA, the dragonfly number is varied as 30, 50,
70, and 90; the number of iterations is defined as 100, 150, 200, and
250; and the archive size is 300, 400, 500, 600, and 700. The specific
analysis of Table 11 is as follows.
(1) The robustness of the developed system is suitable for vari-
ations in the window length and primary ingredient disin-
tegration number in the SSA. For instance, in the one-step
prediction at Site 1, the evaluation indexes of the window
length are 0.0015, 0.0273, 0.0017, and 0.0861, which are
small and vary over a small range. The same applies to Site 2.
(2) When the parameters in the MMODA are varied, the SMAE,
SMAPE, SRMSE, and SSSE values still vary within a small range,
which confirms that the sensitivity of the developed system
to optimization parameters is low, and the steadiness of the
PCFS is satisfactory.

Table 9
Improvement percentages of the PCFS over reference models.

Models 1-Step Forecasting 2-Step Forecasting 3-Step Forecasting

IMAE IMAPE IRMSE ISSE IMAE IMAPE IRMSE ISSE IMAE IMAPE IRMSE ISSE

ARIMA 70.8578 60.9845 72.2746 98.4605 74.1192 65.7095 75.4755 98.8013 65.9009 57.3153 66.9201 97.7942
BP 68.8077 57.9750 70.4568 98.2512 73.5982 66.3331 74.6815 98.7151 66.1181 57.8872 66.9869 97.8010
DBN 68.4745 56.7470 70.7194 98.2830 69.3422 58.2847 64.1829 98.3553 62.2112 48.5210 53.6333 97.5086
ELM 68.2842 56.9659 70.3056 98.2340 71.8266 62.9519 73.5472 98.5990 64.4684 54.3791 65.8073 97.6426
ENN 68.3370 57.3160 70.2507 98.2275 72.1991 63.5664 73.7158 98.6166 64.5584 54.6575 65.8716 97.6521
GRNN 71.7259 61.1325 73.2651 98.5753 78.6117 73.3291 78.3269 99.0865 67.1357 59.4585 67.6964 97.8948
LSTM 68.7550 56.8749 48.7300 98.3074 68.3940 58.1913 63.8919 98.3040 64.3926 54.0771 66.0478 97.6758
Persistence Model 56.6528 56.7523 56.8967 81.3901 65.2031 65.4862 66.2732 88.6035 55.6588 56.5243 57.7414 81.9833
EMD-MMODA-CM 35.8571 35.0392 33.8989 56.4951 32.0754 31.8239 30.2824 51.4980 15.0741 14.8641 16.2404 29.2290
CEEMD-MMODA-CM 16.6763 16.0982 14.5274 26.7923 26.5955 27.1325 27.1211 47.0034 12.7431 13.0216 15.5629 28.1437
SSA-MODA-CM 4.5940 5.1982 2.5878 4.9379 15.6826 15.8999 16.2795 29.7580 8.0538 7.3140 6.8820 12.9488
SSA-MOGOA-CM 3.8497 3.4209 4.4811 8.9724 12.2856 12.2169 12.7619 23.7234 4.7065 6.2062 2.2194 3.8008

Table 10
Evaluation criteria for the sensitivity analysis.

Metrics Definitions Equations

SMAE Std deviation of the MAE for n predictions SMAE ¼ StdðMAE1 ; MAE2 ; …; MAEn Þ
SMAPE Std deviation of the MAPE for n predictions SMAPE ¼ StdðMAPE1 ; MAPE2 ; …; MAPEn Þ
SRMSE Std deviation of the RMSE for n prediction SRMSE ¼ StdðRMSE1 ; RMSE2 ; …; RMSEn Þ
SSSE Std deviation of the SSE for n predictions SSSE ¼ StdðSSE1 ; SSE2 ; …; SSEn Þ

13
P. Jiang, Z. Liu, X. Niu et al. Energy 217 (2021) 119361

Table 11
Sensitivity analysis results for the PCFS.

Steps Algorithms Parameters Site 1 Site 2

SMAE SMAPE SRMSE SSSE SMAE SMAPE SRMSE SSSE

1-Step SSA Window Length 0.0015 0.0273 0.0017 0.0861 0.0008 0.0139 0.0007 0.0324
Primary Ingredient Disintegration Number 0.0017 0.0295 0.0016 0.0781 0.0007 0.0127 0.0009 0.0410
MMODA Dragonfly Number 0.0016 0.0285 0.0017 0.0854 0.0027 0.0439 0.0027 0.1274
Iteration Number 0.0018 0.0319 0.0017 0.0865 0.0025 0.0454 0.0026 0.1202
Archive Size 0.0018 0.0315 0.0023 0.1166 0.0015 0.0278 0.0025 0.1158
2-Step SSA Window Length 0.0035 0.0825 0.0046 0.2987 0.0025 0.0516 0.0036 0.2249
Primary Ingredient Disintegration Number 0.0065 0.1305 0.0066 0.4389 0.0047 0.1060 0.0082 0.5068
MMODA Dragonfly Number 0.0024 0.0453 0.0017 0.1109 0.0080 0.1384 0.0118 0.7204
Iteration Number 0.0050 0.0980 0.0057 0.3682 0.0018 0.0313 0.0025 0.1466
Archive Size 0.0022 0.0515 0.0031 0.1967 0.0027 0.0435 0.0038 0.2300
3-Step SSA Window Length 0.0074 0.1502 0.0069 0.6400 0.0048 0.0701 0.0034 0.2756
Primary Ingredient Disintegration Number 0.0077 0.2001 0.0052 0.4810 0.0033 0.0377 0.0034 0.3257
MMODA Dragonfly Number 0.0052 0.1160 0.0060 0.4958 0.0084 0.0727 0.0056 0.5777
Iteration Number 0.0031 0.0611 0.0046 0.4245 0.0055 0.1020 0.0071 0.6153
Archive Size 0.0018 0.0678 0.0041 0.3361 0.0040 0.0747 0.0053 0.4892

5.3. Applications in power systems
A stable wind power system depends, to a large extent, on wind
speed predictions [76]. To enhance existing wind power systems,
the PCFS is proposed by integrating PF and IP to realize forecasting
precision and stability for safe wind power scheduling and opera-
tion. The roles of PF and IP in the power system are as follows:
(1) Precise prediction of wind speeds is fundamental for accu-
rately determining the upper bound of the wind energy
output. Considering that wind energy is proportional to the
wind speed, the PF precision for wind speed must be
improved, which would allow wind power productivity to be
estimated and an intelligent grid to be effectively pro-
grammed by policy makers [77].
(2) Further, to effectively schedule and manage power systems,
the wind speed PF precision should be improved. Superflu-
ous electrical production is detrimental in actual application
scenarios and may lead to a decrease in supply quality, un-
safe power systems, and increased operational costs [78].
Therefore, it is essential to develop a more precise and
steadier wind speed prediction system to aid policy makers
in formulating decisions in season; consequently, the
abovementioned shortcomings could be addressed.
(3) Wind speed PF errors may cause over- or under-estimation of
the number of wind turbines launched. To overcome this
shortcoming, IP is developed to facilitate the arrangement of
the rotary reserve capacity, which can significantly enhance
the stability of the electrical system and the security of the
electrical supply.
6. Conclusion
model, CEEMD-MMODA-CM, and SSA-MOGOA-CM are 98.3520%,
98.2558%, 98.0490%, 98.1585%, 98.1654%, 98.0957%, 83.9923%,
33.9798%, and 12.1655%, respectively. For IP, when the expectation
probability is 90%, the mean FICP values are 71.4352 and 92.1296 for
Sites 1 and 2, respectively, while the mean FINAW values are 0.1673
and 0.1601 and the mean AWD values are 0.0064 and 0.0015,
respectively. Based on simulation analyses, we found that the PCFS
is superior to each of the reference methods in terms of PF and IP. To
verify the impact of parameter changes on the prediction perfor-
mance of the PCFS, a sensitivity analysis is conducted, as presented
in the discussion section, which further verifies the stability of our
proposed combined system. Moreover, the practical applications of
PF and IP in power systems are introduced to help decision makers
launch an appropriate number of wind turbines and arrange the
rotary reserve capacity. In summary, PCFS successfully improves
short-term wind speed prediction precision and stability and can
provide assistance in power grid programming.
There are some shortcomings of our proposed combined sys-
tem. For instance, other influencing factor that might affect wind
speed forecasting are neglected, and only the application of the
PCFS to power systems is considered. Thus, considering additional
factors and more application fields are the two main directions for
future research. Financial time series modeling [79], stock index
forecasting [80], and policy effectiveness assessment [81] may be
key areas in the field of economic management.
Credit author statement
Ping Jiang: Conceptualization, Supervision, Writing-Reviewing
and Editing. Zhenkun Liu: Software, Writing e original draft. Xin-
song Niu: Software. Lifang Zhang: Methodology.

In this study, the PCFS was proposed, which integrates optimal
sub-model selection, point forecasting, and interval forecasting.
Moreover, three experiments and three analyses were conducted
based on two datasets from the Shandong Peninsula in China. For
PF, the MAPE values for the one-step, two-step, and three-step
predictions of the PCFS are 61.1325%, 73.3291%, and 59.4585%
better than those of the GRNN; 35.0392%, 31.8239%, and 14.8641%
better than those of the EMD-MMODA-CM; and 5.1982%, 15.8999%,
and 7.3140% better than those of the SSA-MODA-CM, respectively.
Moreover, the mean improvement percentages in the SSE of the
PCFS relative to the ARIMA, BP, DBN, ELM, ENN, LSTM, persistence
Declaration of competing interest
The authors declare that they have no known competing
financial interests or personal relationships that could have
appeared to influence the work reported in this paper.
Acknowledgement
This research was supported by the National Natural Science
Foundation of China (Grant No. 71573034).

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P. Jiang, Z. Liu, X. Niu et al. Energy 217 (2021) 119361

Appendix A

Table 1
Predicted values distribution fitting results of the PCFS

Dataset Forecasting Step Method EV Gamma Logistic Loglogistic Lognormal Rician Weibull Optimal Distribution

Site 1 1-Step MDA 0.9700 0.9414 0.9511 0.9306 0.9325 0.9628 0.9767 Weibull
MLE 0.9438 0.9075 0.8967 0.8661 0.8865 0.9366 0.9710 Weibull
2-Step MDA 0.9629 0.9409 0.9443 0.9224 0.9261 0.9587 0.9709 Weibull
MLE 0.9345 0.8999 0.8855 0.8541 0.8782 0.9291 0.9638 Weibull
3-Step MDA 0.9649 0.6097 0.9441 0.9210 0.9251 0.9569 0.9712 Weibull
MLE 0.9371 0.8984 0.8879 0.8550 0.8763 0.9290 0.9647 Weibull
Site 2 1-Step MDA 0.7943 0.8959 0.9102 0.9338 0.9162 0.8809 0.8273 Loglogistic
MLE 0.5304 0.8864 0.8680 0.9189 0.9076 0.8211 0.7088 Loglogistic
2-Step MDA 0.7917 0.8726 0.9031 0.9276 0.9078 0.8710 0.8200 Loglogistic
MLE 0.5007 0.8717 0.8555 0.9119 0.8961 0.7998 0.6861 Loglogistic
3-Step MDA 0.8083 0.7271 0.8965 0.9164 0.8907 0.8624 0.8237 Loglogistic
MLE 0.4469 0.8414 0.8406 0.9002 0.8697 0.7647 0.6307 Loglogistic

Table 2
List of terminologies

List of terminologies (method and indices).

ANN artificial neural network AR auto regressive

ARIMA auto regressive integrated moving average AWD cumulative breadth error
BP back propagation CCSC- correlation-constrained sparsity-controlled vector autoregressive
VAR
CEEMD complete ensemble empirical mode decomposition CEI comprehensive evaluation indicator
CMs combined models DBN deep belief network
DFs distribution functions EFS exponential function step
ELM extreme learning machine EMD empirical mode decomposition
ENN elman neural network EOL elite opposition-based learning
EV extreme value FICP prediction interval coverage probability
FINAW prediction interval standardized mean breadth GPR gaussian process regression
GRNN general regression neural network IP interval prediction
LSSVM least square support vector machine LSTM long short-term memory
MA moving average MAE mean absolute error
MAPE mean absolute percentage error MDA modified dragonfly algorithm
MLE maximum likelihood estimation MM5 mesoscale model 5
MMODA modified multi-objective dragonfly algorithm MODA multi-objective dragonfly algorithm
MOGOA multi-objective grasshopper optimization algorithm OSS optimal sub-model selection
PCFS proposed combined forecasting system PF point forecasting
R2 goodness of fit RMSE root mean square error
SSA singular spectrum analysis SSE sum square error
SVM support vector machine WRF weather research and forecast
List of terminologies (parameters and variables).
c original time series L the dimension of embedding
s covariance matrix l characteristic value
u characteristic vector v principle component
a subsets without connection between each other ya consequence matrix
y trajectory matrix b number of principal components
Posti position of the i-th dragonfly in t-th search iteration Neitj j-th neighbor in t-th search iteration
N population size Septi power for the i-th dragonfly that avoid impacting with contiguous
dragonflies
Aliti power for the i-th dragonfly that keep velocity matching N neighboring Veltj velocity of i-th dragonfly to j-th neighbor in t-th search iteration
dragonfly
Cohti tendency that the i-th dragonfly fly to the population inside Attit the tendency that i-th dragonfly fly to the prey
LocPrey position of the prey Disti tendency that i-th dragonfly escape from natural enemies
LocEnemy enemy’s position e
St step vector
f
Po position vector e tþ1 e of i-th dragonfly for the (tþ1)-th iteration
St
St i
Par1 weight of Septi Par2 weight of Aliti
Par3 weight of Cohti Par4 weight of Attit
Par5 weight of Disti w ft
weight of Poi
ftþ1 f of i-th dragonfly in (tþ1)-th iteration
Po exti;j elite dragonflies in t-th iteration
Poi
^t elite opposition solution of i-th dragonfly SN dragonflies number
ex i
EN chosen elite dragonflies number m exponential random parameter
e
DSt e
enhanced value of St MAEj* normalized MAE value of j-th sub-model
MAPEj* normalized MAPE value of j-th sub-model RMSEj* normalized RMSE value of j-th sub-model
SSEj* normalized SSE value of j-th sub-model CEIj CEI value of j-th sub-model

(continued on next page)

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P. Jiang, Z. Liu, X. Niu et al. Energy 217 (2021) 119361

Table 2 (continued )

List of terminologies (method and indices).

AWDi Cumulative breadth error of i-th testing sample Pi i-th PF value of wind speed data
Ai i-th actual value of wind speed data NR range of forecasting values
Ui interval upper limit of i-th testing sample Li interval lower limit of i-th testing sample
IMAE improvement percentage of MAE. IMAPE improvement percentage of MAPE.
IRMSE improvement percentage of RMSE. ISSE improvement percentage of SSE.
SMAE Std value of MAE of n times prediction. SMAPE Std value of MAPE of n time prediction.
SRMSE Std value of RMSE of n time prediction. SSSE Std value of SSE of n time prediction.

Table 3
Parameters Setting of Each Model in Experiment I.
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