Energy Conversion and Management 185 (2019) 783–799

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Energy Conversion and Management

journal homepage: www.elsevier.com/locate/enconman

Multifactor spatio-temporal correlation model based on a combination of T

convolutional neural network and long short-term memory neural network
for wind speed forecasting
Yong Chen, Shuai Zhang , Wenyu Zhang, Juanjuan Peng, Yishuai Cai
⁎

School of Information, Zhejiang University of Finance and Economics, Hangzhou 310018, China

ARTICLE INFO ABSTRACT

Keywords: The accurate forecasting of wind speed plays a vital role in the transformation of wind energy and the dis-
Wind speed forecasting patching of electricity. However, the inherent intermittence of wind makes it a challenge to achieve high-pre-
Convolutional neural network cision wind speed forecasting. Many existing studies consider the spatio-temporal correlation of wind speed but
Long short-term memory neural network ignore the influence of meteorological factors on wind speed with changes in time and space. Therefore, to
Multifactor spatio-temporal correlation
obtain a reliable and accurate forecasting result, a novel multifactor spatio-temporal correlation model for wind
Deep learning
speed forecasting is proposed in this study by combining a convolutional neural network and a long short-term
memory neural network. The convolutional neural network is used to extract the spatial feature relationship
between the meteorological factors at various sites. The long short-term memory neural network is used to
extract the temporal feature relationship between the historical time points. Meanwhile, a new data re-
construction method based on a three-dimensional matrix is developed to represent the proposed multifactor
spatio-temporal correlation model. Finally, the datasets collected from the National Wind Institute in Texas, 14
baseline models, 8 evaluation metrics, a performance improvement percentage, and hypothesis testing are used
to evaluate the proposed model and provide further discussion comprehensively and scientifically. The ex-
periment results demonstrate that the proposed model outperforms other baseline models in the accuracy of
forecasting and the generalization ability.

1. Introduction
In recent years, problems such as environmental pollution and en-
ergy depletion have hindered economic development and social pro-
gress. To alleviate the energy crisis, renewable energy, which has the
advantages of cleanliness and inexhaustibility, has received consider-
able attention all over the world [1]. Meanwhile, wind energy is con-
sidered to be the most promising and exploitable of all renewable en-
ergy sources such as tidal energy, solar energy, and biomass energy [2].
However, as the core factor of wind energy generation, the intermittent
and random characteristics of wind speed pose a great challenge to
wind energy transformation and management. Inaccurate wind speed
forecasting may affect power system scheduling decisions [3] and
subsequently increase operating costs, reduce energy efficiency, and
reduce the reliability of electricity grids [4]. In addition, the relevant
research shows that if the accuracy of wind speed forecasting is im-
proved by 10%, wind power generation can increase by approximately
30% compared with the expected values [5]. Therefore, under such
background, reducing the errors in wind speed forecasting and en-
hancing the conversion efficiency of wind energy has become a major
initiative of the world’s energy development strategy [1].
Over the past few decades, a variety of forecasting models has been
proposed and improved to enhance wind speed forecasting perfor-
mance. These models can be divided into the following categories:
physical model, statistical model, machine learning model, deep
learning model, combined model, and spatio-temporal correlation
(STC) model [6]. The physical models forecast wind speed by using
physical parameters such as meteorological and geographical [1].
However, physical models are not suitable for short-term wind speed
forecasting because of their high calculation cost and inability to cap-
ture the real-time temporal relationship between various meteor-
ological factors. By contrast, statistical models such as autoregressive
moving average (ARMA) [7] model, and autoregressive integrated
moving average (ARIMA) [8] model use the linear relation of each

⁎
Corresponding author.
E-mail addresses: chenyong@zufe.edu.cn (Y. Chen), zhangshuai@zufe.edu.cn (S. Zhang), wyzhang@e.ntu.edu.sg (W. Zhang), pengjj81@csu.edu.cn (J. Peng),
caiyishuai@zufe.edu.cn (Y. Cai).

https://doi.org/10.1016/j.enconman.2019.02.018
Received 24 November 2018; Accepted 6 February 2019
0196-8904/ © 2019 Elsevier Ltd. All rights reserved.
Y. Chen, et al.
variable in the historical time series to realize short-term wind speed
forecasting. These models overcome the shortcomings of physical
models for short-term wind speed forecasting, but they can only analyze
the linear relationship between the variables in the historical time
series and has difficulty dealing with nonlinear relationships. With the
rapid development of computer technology, machine learning models
such as logistic regression (LR) [9], support vector machine (SVM) [10],
multi-layer perceptron (MLP) [11], and extreme learning machine
(ELM) [12] are widely used in wind speed forecasting. These models
can extract complex nonlinear features in wind speed time series and
improve the accuracy of the forecast to a certain extent. For instance,
Zhang et al. [13] presented a hybrid ELM model based on feature se-
lection and a backtracking search algorithm for parameter optimization
to forecast wind speed. The results showed that the model can effec-
tively capture nonlinear features of wind speed series and has good
forecast performance compared with statistical models such as the
ARIMA model. Nevertheless, these traditional linear and nonlinear
models can only extract very superficial features, and the models need
to do a lot of feature engineering before extracting features. The au-
tomatic extraction of time series features cannot be achieved.
Fortunately, as an important branch of machine learning, deep
learning has developed rapidly in many fields such as image recognition
[14] and text mining [15]. Compared with the shallow learning model,
the deep learning model uses a distributed and hierarchical feature
representation method [16], which can automatically extract the in-
herent abstract features and hidden invariant structures in data from
the lowest level to the highest level [17]. The excellent feature ex-
traction ability of the deep learning model has attracted the attention of
scholars in the fields of wind speed and wind power forecasting. Among
them, Wang et al. [2] proposed a convolutional neural network (CNN)
model based on an ensemble approach to achieve probabilistic wind
power forecasting. Ghaderi et al. [18] used a long short-term memory
network (LSTM) model based on STC for wind speed forecasting, and
the results showed that the proposed model exhibited a significant
improvement over the widely used benchmark models.
The models mentioned above can forecast wind speed accurately.
However, each individual model has its advantages and disadvantages,
and to realize the complementary advantages of each individual model
to further improve the accuracy of forecasting, many combined models
that combine multiple individual models have been proposed. For in-
stance, Cadenas et al. [19] developed a combined artificial neural
network (ANN) and ARIMA model to fully consider the linear and
nonlinear tendencies of wind speed time series. Liu et al. [6] proposed a
combined LSTM and CNN model to forecast the wind speed of different
frequency sub-layers obtained by a data decomposition algorithm. To
improve the generalization ability and robustness of a single LSTM
model, Chen et al. [20] combined a cluster of LSTMs with diverse
neurons and nonlinear-learning regression. All of the combined models
presented in these studies improved the forecast accuracy and relia-
bility compared with the corresponding individual models. Therefore,
the combination of individual models will be adopted in this paper.
Moreover, a recent study showed that there is a significant cross-
correlation between the wind speed of a target site and its adjacent site
[21], and more exact data showed that the distance of correlation be-
tween sites can reach at least 435 km [22]. Therefore, with an in-
creasing amount of spatial and temporal correlation data at each site, it
has become a hot research direction to explore wind speed forecasting
models using a STC. For instance, Baxevani et al. [23] proposed an
anisotropic STC model to achieve multi-step ahead probability fore-
casting for wind power. Zhao et al. [24] presented a correlation-con-
strained and sparsity-controlled vector autoregressive model by con-
sidering the spatial correlation between different wind farms. Ye et al.
[25] presented a short-term wind speed forecasting model based on
both a physical method and spatial correlation. The spatial correlation
was extracted according to the specific spatial position of each wind
turbine and the layout of the adjacent wind turbine. Zhu et al. [26]
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Energy Conversion and Management 185 (2019) 783–799
represented the wind speed of 100 sites as a matrix of 10 × 10 . A CNN
was used to analyze the spatial correlation between various sites, and
MLP was used to integrate the spatial features of each historical time
point to realize STC wind speed forecasting. These models can make
effective use of the geographical features of each site and obtain good
forecasting results. On the other hand, a STC model can also solve the
difficulty of the lack of wind speed data at some sites.
As mentioned above, the existing combined model and STC model
can improve the forecast performance to a certain extent, but there are
still some drawbacks that need to be explored: (a) There is a tight
coupling relationship between various meteorological factors such as
temperature, wind speed, and wind direction. The existing STC model
considers the STC of wind speed changes between different sites but
ignores the influence of the meteorological factors on the wind speed in
time and space. A STC analysis based on multiple meteorological factors
has not been studied. (b) Extracting spatial correlation requires a lot of
prior knowledge and professional background. Meanwhile, there are
some hidden abstract feature relationships that cannot be obtained di-
rectly and effectively. (c) CNN and LSTM are good at extracting spatial
features and time-series features, respectively. However, the existing
STC model can only take advantage of the feature extraction capability
of CNN or LSTM, but a model that combines the advantages of CNN and
LSTM to achieve simultaneous extraction of the correlation between
time and space has not been studied. Thus, the motivation behind this
study is to construct a multifactor spatio-temporal correlation (MFSTC)
model by combining CNN and LSTM to overcome the above short-
comings and achieve more accurate and reliable wind speed fore-
casting. The main contributions and novelty of this study are as follows:
(1) Proposed a new STC model: To make use of the relationship be-
tween various meteorological factors and wind speed, an MFSTC
model is presented in this study. This model can consider the
multiple temporal and spatial correlations between time, site, and
meteorological factors simultaneously, and enhance the reliability
of wind speed forecasting.
(2) Presented a new data reconstruction method: To clearly represent
the proposed MFSTC model, a novel data reconstruction method
based on a three-dimensional (3D) matrix is put forward. The ma-
trix contains values for each meteorological factor of each site at
multiple historical time points. At the same time, each re-
constructed matrix is used as an input of the proposed forecasting
model.
(3) Developed a new deep learning-based combined forecasting ap-
proach: To simultaneously extract the temporal and spatial corre-
lations and obtain a satisfactory forecasting result, a CNN-LSTM
model with a multiple-inputs single-output combination structure is
developed. A CNN is used to extract the spatial feature relationships
between the meteorological factors at various sites. Meanwhile, the
abstract spatial feature relation vector obtained by the CNN at each
historical time point will be used as the input of the LSTM. This
combined model of CNN-LSTM based on deep learning not only
automatically extracts deep spatial and temporal features but can
also effectively handle the difficulty in obtaining complex geo-
graphic features of various sites.
(4) Conducted a comprehensive and scientific model evaluation and
discussion: To verify the practicability of the model, datasets from
the National Wind Institute in Texas containing 46 sites are used in
experiments. Eight common evaluation metrics and 14 baseline
models are employed to verify the accuracy and superiority of the
proposed model. Moreover, a Diebold–Mariano (DM) test [27], and
performance improvement percentage are introduced into the dis-
cussion, and the effectiveness of the proposed model is further de-
monstrated. The experimental results show that the proposed model
achieves excellent performance compared with other baseline
models.
Y. Chen, et al.
The rest of the paper is organized as follows. Section 2 provides the
detailed information on the wind speed forecasting model proposed in
this paper. Section 3 introduces some metrics to evaluate the perfor-
mance of the model. The results and analysis of the experiments are
presented in Sections 4 and 5. Section 6 puts forward some conclusions
of this study and prospects for future work.
2. Proposed combined wind speed forecasting model
In this section, before formally introducing the model proposed in
this paper, the basic concepts of MFSTC, CNN, and LSTM are described.
2.1. Mathematical representation of multifactor spatio-temporal correlation
model based on three-dimensional matrix
The basic idea of a spatio-temporal model is that the wind speed
features of a region are similar to those of its adjacent regions [28].
However, some meteorological factors are closely related to wind speed
changes, including temperature, air pressure, humidity, and wind di-
rection. Therefore, making full use of the meteorological information of
the target site and its surrounding site will help improve the accuracy
and reliability of wind speed forecasting. The core of the MFSTC model
based on a 3D matrix is that it simultaneously considers multiple cor-
relations of sites and meteorological factors in the dimensions of time
and space. The correlations include three aspects: correlation between
multiple sites, correlation between multiple factors, and correlation
between sites and factors. The model structure is shown in Fig. 1, in
which the 3D matrix can be represented by
SFT = TF , TS, FS = Esft (1)
where SFT represents a 3D matrix of “site-factor-time”. TF, TS, and FS
represent a two-dimensional plane set of “time-factor”, “time-site”, and
“factor-site”, respectively. The corresponding plane segmentation op-
eration is shown in Fig. 1(II). Esft is a set of 3D matrix points, and each
point can be defined as e(s, f, t), which represents the value of the fth
meteorological factor of the sth site at historical time point t. Mean-
while, as shown in Fig. 1(III), each two-dimensional plane can be re-
presented by a two-dimensional matrix. Among them, TFs contains
values of all meteorological factors that change with time at T historical
time points at site s, TSf contains values of the fth meteorological factor
changing with time at T historical time points at each site, and FSt
contains values of all meteorological factors of each site at historical
Fig. 1. Structure of MFSTC model based on 3D matrix.
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time point t. S, F, and T represent the numbers of sites, meteorological
factors, and historical time points, respectively. Further, the correlation
coefficient R ee12 between any two points e1 (s, f , t ) and e2 (s, f , t ) can be
expressed as
R ee12 = Corr (e1 (s, f , t ), e2 (s, f , t )) (2)
Then, based on the correlation coefficient between points, the wind
speed of target site at the next moment can be calculated from the
meteorological factor values of each site at T historical time points. The
formula is defined as
S F T
e
ea (q, wind, t + 1) = (eg (s , f , t ) Reag + ag )
s=1 f =1 t=1 (3)
where eg (s, f , t ) is the value of a point in Esft, ea (q, wind , t + 1) is the
value of the wind speed forecast of target site q at the next moment
e
t + 1, R eag is the correlation coefficient between points
ea (q, wind , t + 1) and eg (s, f , t ) , and ag is the error term.
2.2. Convolutional neural network
A CNN is a multi-layer feed-forward artificial neural network and
has been proven to have salient performance in extracting hidden
spatial features [29]. CNNs are widely used to solve image recognition
and classification tasks. Compared with other types of neural networks
such as the deep belief network (DBN) [16], a CNN has the character-
istics of sparse connectivity and weight sharing [30]. These two char-
acteristics of a CNN greatly reduce the number of parameters it needs to
learn. In this study, a CNN will be used to extract the potential spatial
relationship between the meteorological factors of a target site and its
adjacent site to reduce the forecasting errors of wind speed. The ar-
chitecture of a CNN is shown in Fig. 2 and consists of three parts:
convolutional layer, pooling layer, and fully connected layer. The
computation of the CNN can be defined as [31]:
h 1 w 1
uv hw (u + h ) (v + w )
mapmn = relu mnl ·map(m 1) l + bmn
l h=0 w=0 (4)
where u and v are the indexes of the rows and columns of the feature
map, respectively. h and w are the indexes of the rows and columns of
the convolution filter, respectively. h' and w' are the numbers of rows
and columns of the convolution filter, respectively. l is the index of the
feature maps in the (m − 1)th layer. bmn is the bias of the nth feature
Y. Chen, et al. Energy Conversion and Management 185 (2019) 783–799

Fig. 2. Basic structure of CNN model.

map in the mth layer. mnl hw

is the value of a position (h, w) in the con- of the memory block at time point t − 1, and the state information of
volution filter that connects the lth feature map in the (m − 1)th layer the memory cell at time point t − 1, respectively. fort , int , Mct , Mct ,
with the nth new feature map in the mth layer. mapmn uv
is the value of a outt , and t are the output of forget gate, input gate, temporary memory
position (u, v) in the nth new feature map in the mth layer. cell, new memory cell, output gate, and memory block at time point t,
map((mu + h1)) l(v + w ) is the value of the position (u + h, v + w) in the lth respectively. Wf , Wf , Wfm , Wi , Wi , Wim , Wm , Wm , Wo , Wo , and Wom
feature map in the (m − 1)th layer. relu is the activation function for represent the corresponding weight matrices. bfor, bin, bmc, and bout are
each layer of CNN, and its formula can be defined in Eq. (5) [32]. For the bias of the forget gate, input gate, memory cell, and output gate,
more detailed descriptions of CNN, please refer to [30]. respectively. denotes the Hadamard product [35] between two ma-
relu (x ) = max(0, x ) (5) trices. and tanh are two different activation functions, and their for-
mulas can be defined in Eqns. (12) [36] and (13) [6]. For more detailed
descriptions of LSTM, please refer to [33].
2.3. Long short-term memory network 1
(x ) =
1+e x (12)
As a special variant of a recurrent neural network (RNN) [30], the
LSTM has the ability to automatically store and remove temporal state ex e x
tanh (x ) =
information. Therefore, it can extract complex feature relationship of ex + e x (13)
long and short time series and significantly alleviate the issues of
vanishing gradients in RNNs [33]. The LSTM has a special built-in 2.4. Process of the proposed combined model
memory block, which determines the addition and deletion of memory
information through three gate structures: input gate, forget gate, and In this study, to reduce the influence of the intermittence of the
output gate. There is a memory cell (MC) in the memory block that wind on wind speed forecasting, an MFSTC-CNN-LSTM model is pro-
stores temporal state information about current and past moments. The posed. The model not only considers the spatio-temporal correlation
forget gate determines which information needs to be retained in the (STC) of wind speed in the process of propagation and change, but also
previous memory cell. The input gate determines which part of the considers the intrinsic relationship between the wind speed and various
input information needs to be updated. And the output gate determines meteorological factors. To simultaneously extract in depth the hidden
which part of the memory block information is exported. The structure correlation between the three dimensions of time, space, and meteor-
of a memory block is shown in Fig. 3. And the detailed implementation ological factors, a combined CNN-LSTM model with a multiple-inputs
process of LSTM and the calculation of the corresponding gate are single-output combination structure is proposed. CNN has been proven
shown below [34]: to be a reliable technology to extract the spatial feature [29]. Compared
fort = (Wf t + Wf t 1 + Wfm Mct 1 + bfor ) (6) with other deep learning models, such as MLP and DBN, CNN has more
efficient computation ability and spatial feature extraction ability be-
int = (Wi t + Wi t 1 + Wim Mct 1 + bin ) (7) cause of its characteristics of sparse connectivity and local perception.
However, in the aspect of feature extraction of long-short term time
Mct = tanh (Wm t + Wm t 1 + bmc ) (8) series, CNN is similar to ordinary neural network, and has no advantage
in time series feature extraction. On the other hand, the LSTM, which is
Mct = int Mct + fort Mct (9)
good at automatically storing information, is specially designed for
1

outt = (Wo + Wo + Wom Mct + bout ) (10) extracting complex temporal features. But LSTM is not good at ex-
t t 1
tracting spatial feature. Therefore, the effective combination of CNN
t = outt tanh (Mct ) (11) and LSTM will give full play to their respective capability in extracting
time and space features, and finally achieve the deep extraction of the
where t, t 1, and Mct−1 are the input vector at time point t, the output
correlation features between meteorological factors of multiple sites.
The framework of the MFSTC-CNN-LSTM model is depicted in Fig. 4.
The detailed implementation process of the model is described as fol-
lows:

(1) Historical meteorological data are collected from the website of the
National Wind Institute in Texas, USA. The details of the meteor-
ological information for each site are presented in Sub-Section 4.1.
(2) To apply the proposed MFSTC-CNN-LSTM model, the input data
from each sub-dataset is reconstructed. As shown in Part 2 of Fig. 4,
after data reconstruction, each input of the model is a 3D matrix
consisting of three dimensions: time, site, and meteorological
factor. The matrix contains values for all meteorological factors of
Fig. 3. Basic structure of LSTM memory block.

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Y. Chen, et al.
Fig. 4. Process of proposed wind speed forecasting model.
all sites at T historical time points. In this study, the value of T is 12,
that is, the total time span of the data used is 1 h. The details of the
MFSTC model and 3D matrix are depicted in Sub-Section 2.1.
(3) The correlation between the points in the matrix is extracted and
analyzed by the CNN-LSTM, and the wind speed forecasting value
at the target site is output. The CNN-LSTM effectively combines the
advantages of CNN and LSTM, that is, CNN and LSTM are effective
at extracting hidden feature information from spatial and temporal
dimensions, respectively. The structure of the CNN-LSTM is shown
in Part 3 of Fig. 4. First, the CNN is executed to extract the spatial
feature relationship between all meteorological factors at each site.
The input of the CNN is a two-dimensional matrix FSt that contains
values of all meteorological factors of each site at a historical time
point t. The CNN consists of two convolutional layers, one max-
pooling layer, and one fully connected layer. The “Conv” and “FC”
in the figure represent the convolution and fully connected opera-
tions, respectively. The details of the CNN are illustrated in Sub-
Section 2.2. It is noted that to prevent the loss of the boundary
feature of the input matrix, the same padding operation [30] is used
in the first convolutional layer and the pooling layer. Through the
feature extraction of the CNN, the abstract correlation between all
meteorological factors of each site at a historical time point t can be
obtained, which is represented by a feature vector. Then, the T
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Energy Conversion and Management 185 (2019) 783–799
feature vectors obtained by the CNN are used as input for the LSTM,
and the temporal feature relationships are extracted and analyzed.
The details of the LSTM are depicted in Sub-Section 2.3. In this
study, the output of the LSTM is a feature vector of 128 in length,
which represents the abstract correlation between time, site, and
meteorological factor. Further, to extract deeper feature relation-
ships, the output layer of the LSTM is connected to a fully connected
layer that consists of 256 neurons. Last, all neurons in the fully
connected layer are connected to the output layer to obtain the
wind speed forecasting results of the target site.
(4) As shown in Part 4 of Fig. 4, to verify the practicability of the
proposed model, three sub-datasets with different site distributions
are selected for experimental analysis. Each dataset includes the
data about multiple target sites for performance evaluation. Fur-
thermore, several baseline models and evaluation metrics are se-
lected to verify the accuracy and superiority of the proposed model.
To manifest the effectiveness of the proposed model more in-
tuitively, a DM test and performance improvement percentage are
adopted. The details of the evaluation metrics and test functions are
provided in Section 3.
Y. Chen, et al. Energy Conversion and Management 185 (2019) 783–799

Table 1
Forecasting performance evaluation metrics.
Metrics Definition Equation

SSE Sum of squares for error SSE =

K
Pi ) 2
i = 1 (Ai
MAE Mean absolute error of the forecasting results MAE =
1 K
K i = 1 |Ai Pi|
RMSE Square root of average of the error squares 1 K
RMSE = i=1 (Ai Pi ) 2
K
SDE Standard deviation of error
(A )
1 K 1 K 2
SDE = i=1 i Pi i=1 (Ai Pi )
K K
U1 Theil U statistic 1 of the forecasting results
U1 =
K
i=1 (Ai Pi ) 2 / ( K
i = 1 Ai
2
+
K
i = 1 Pi
2
)
IA Index of agreement of the forecasting results IA = 1
K
(Ai Pi ) 2/
K
(|Pi A¯ | + |Ai + A¯ |) 2
i=1 i=1
DA Direction accuracy of the forecasting results 100 K 1 1, if (Ai + 1 Ai )(Pi + 1 Ai ) > 0
DA = i=1 i, i =
K 1 0, otherwise
PCC Pearson correlation coefficient K K K
PCC = i=1 (Ai A¯ )(Pi P¯ )/ i=1 (Ai A¯ ) 2 i=1 (Pi P¯ ) 2

3. Performance evaluation metric H0 : E [L (ri1) L (ri2)] = 0 (16)

To verify the performance of the proposed wind speed forecasting
model, several evaluation metrics and statistical testing methods are
employed for experimental comparison. In this section, the relevant
evaluation metrics will be introduced in detail.
3.1. Typical evaluation metric
To the best knowledge of the authors, there are many metrics used
in various studies to measure the forecasting ability of the models [37].
However, there is no uniform criterion for selecting evaluation metrics
[38]. In this study, eight common metrics are selected to evaluate the
performance of the models. The names, definitions, and calculation
formulas of the metrics are listed in Table 1. Here, K is the total sample
number of the forecasting series. Ai and Pi are the actual and forecasted
values of the ith wind speed samples, respectively. Ā and P̄ are the
average of the actual and forecasted values of all wind speed samples,
respectively. Except for IA, DA, and PCC, a smaller metric value in-
dicates that the model has better forecasting accuracy. For more de-
tailed descriptions of SSE, MAE, RMSE, U1, IA, and DA, please refer to
reference [37]. For a detailed description of PCC and SDE, please refer
to Refs. [38] and [39] respectively. In addition, to better analyze the
forecasting effectiveness of the proposed model, the improved percen-
tage of each evaluation metric of the proposed model is used in this
study. The formula for calculating the percentage of performance im-
provement between the proposed model and baseline models is defined
in Eqns. (14) and (15):
MEbaseline MEproposed
IMP1 = × 100%
MEbaseline
MEproposed MEbaseline
IMP2 = × 100%
MEbaseline
where IMP1 is used to calculate the improvement percentage of SSE,
MAE, RMSE, SDE, and U1. IMP2 is used to calculate the improvement
percentage of IA, DA, and PCC. MEproposed and MEbaseline are the eva-
luation values of each metric of the proposed model and other baseline
models, respectively.
3.2. Diebold–Mariano test
To further determine whether the forecast results of the proposed
model are significantly superior to those of other baseline models, a
widely used DM test method is adopted in this paper. The relevant
formulas for the DM test [27] are shown below.
First, the null hypothesis and the alternative hypothesis are defined
in Eqns. (16) and (17), respectively [27]:
H1: E [L (ri1) L (ri2)] 0 (17)
where H0 indicates that the expected forecast errors of the proposed
model and the baseline model are equal, that is, there is no significant
difference in the forecast performance of the two models. The meaning
of H1 is opposite to that of H0. ri1 and ri2 are the ith forecast residuals of
the two models. L is a loss function whose calculation formula is defined
in Eq. (18) [27]:
L (ri j ) = (ri j )2 , j = 1, 2 (18)
Finally, the DM test statistic can be represented by Eq. (19) [27]:
K
i=1
[L (ri1) L (ri2)]/ K
DM = s2
S 2/ K (19)
where DM is the value of the test statistic result, K is the length of the
forecast series, S2 is an estimation of the variance
(Vari = L (ri1) L (ri2)) , and s2 is an adjustment value of the DM test
statistic. When the significance level is , if the values of DM fall into
the acceptable domain [ Z /2, Z /2], the null hypothesis is accepted, and
the alternative hypothesis is rejected. Conversely, if the values of DM
fall into the rejection domain [ , Z /2] or [Z /2, + ], the null hy-
pothesis is rejected, and the alternative hypothesis is accepted.
4. Experiments
In this section, the performance of the proposed MFSTC-CNN-LSTM
model is verified by three experiments. In each experiment, different
(14)
datasets are used to forecast the wind speed of different target sites in
the spring and summer, and eight performance evaluation metrics are
(15) used to evaluate each model. To ensure the fairness of the model
comparison and the effectiveness of the experiments, the same hyper-
parameters are assigned to each model in the three experiments. Among
them, the size of the batch, number of iteration epochs, value of the
regularization coefficient, and value of the learning rate are set to 128,
2000, 0.34, and 0.3, respectively [30]. At the same time, the “Adam”
optimizer is used to optimize the network parameters, and the “MSE”
loss function is used as the objective function of the network [30]. In
addition, to extract different wind speed features in the corresponding
region, the internal parameters of the model will be trained and ad-
justed by different sub-datasets of different experiments. All of the ex-
periments are developed in Python version 3.6, and the relevant deep
learning algorithms are implemented using the Keras deep learning
package (https://keras.io/). The core configuration of the computer
includes Intel Core i7-8700 k processors running at 3.7 GHz, and a 64-
bit system with a 32 GB of RAM.

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Table 2
Site selection for each sub-dataset.
Sub-dataset Site type Site name

Sub-dataset 1 All sites PADU, JAYT, ASPE, KNOX, HASK, CROW, THRO
Target sites ASPE, THRO

Sub-dataset 2 All sites HERE, HART, AMNW, UMBA, TULI, AMAN, AMAS, CLAU, PANH, GDNT, CLAR, SILY, PAMP, VALL, MEMP, MCLE
Target sites CLAU, AMNW

Sub-dataset 3 All sites LAMS, LEVE, WELC, BROW, ODON, ANTO, ABER, WOLF, REE, NEWH, TAHO, LBBW, SLAT, RALL, POST, MACY, FLOY, ALAN, AIKE, SPUR, FLUV,
GAIL, ROAR
Target sites SLAT, RALL, MACY

Table 3
Comparison of forecasting results of spring and summer wind-speed datasets between proposed model and baseline models (Experiment 1).
Site name Seasons Models Evaluation metrics

SSE MAE RMSE SDE U1 IA DA PCC

ASPE Spring ARIMA 11714.8984 1.1040 1.5037 1.5037 0.0628 0.9969 39.3050 0.9652
MLP 12072.4160 1.1086 1.5265 1.5188 0.0635 0.9967 39.1120 0.9641
CNN 12376.1260 1.1060 1.5456 1.5439 0.0645 0.9966 37.0270 0.9628
LSTM 12067.3496 1.1050 1.5262 1.5189 0.0634 0.9967 38.7838 0.9642
CNN-LSTM 12410.0440 1.1033 1.5477 1.5473 0.0650 0.9966 37.5869 0.9627
MFSTC-CNN 11004.0469 1.0716 1.4574 1.4563 0.0612 0.9970 43.0502 0.9670
MFSTC-CNN-LSTM 10809.8447 1.0652 1.4445 1.4444 0.0605 0.9971 42.3359 0.9675
Summer ARIMA 11607.8971 1.0979 1.4968 1.4968 0.0713 0.9958 43.2432 0.9320
MLP 12969.4463 1.1629 1.5822 1.5639 0.0749 0.9953 37.8958 0.9240
CNN 12244.2637 1.1100 1.5373 1.5357 0.0738 0.9955 41.9884 0.9268
LSTM 12149.1914 1.1171 1.5313 1.5242 0.0738 0.9955 42.2973 0.9282
CNN-LSTM 12682.6934 1.1270 1.5646 1.5624 0.0751 0.9954 39.2471 0.9242
MFSTC-CNN 10505.2178 1.0463 1.4240 1.4237 0.0679 0.9962 46.2934 0.9375
MFSTC-CNN-LSTM 10158.9609 1.0384 1.4003 1.3960 0.0666 0.9963 46.9112 0.9400

THRO Spring ARIMA 22981.4320 1.5330 2.1061 2.1061 0.0971 0.9924 50.3861 0.9169
MLP 27958.6016 1.7006 2.3230 2.2982 0.1064 0.9905 43.7839 0.8977
CNN 27973.5801 1.6803 2.3236 2.3214 0.1075 0.9905 44.7876 0.8956
LSTM 26015.9004 1.6222 2.2413 2.2398 0.1039 0.9911 46.9486 0.9032
CNN-LSTM 27933.9258 1.6859 2.3220 2.3178 0.1073 0.9905 43.3591 0.8959
MFSTC-CNN 21719.4746 1.5266 2.0475 2.0449 0.0955 0.9926 52.5290 0.9200
MFSTC-CNN-LSTM 21170.5234 1.4837 2.0214 2.0214 0.0935 0.9929 52.3938 0.9220
Summer ARIMA 24182.7105 1.5785 2.1605 2.1605 0.1127 0.9894 50.6371 0.8318
MLP 28493.0859 1.7459 2.3451 2.3210 0.1213 0.9872 46.2355 0.7939
CNN 28078.9160 1.7196 2.3280 2.3195 0.1212 0.9874 47.2201 0.7947
LSTM 25810.9688 1.6289 2.2320 2.2135 0.1193 0.9883 49.2664 0.8136
CNN-LSTM 28340.1211 1.7125 2.3388 2.3355 0.1220 0.9874 46.1969 0.7931
MFSTC-CNN 21324.6563 1.5056 2.0288 2.0281 0.1069 0.9904 53.6680 0.8463
MFSTC-CNN-LSTM 20877.7207 1.4857 2.0074 2.0059 0.1049 0.9907 54.0541 0.8504

Bold values represent the optimal value of each evaluation metric.

4.1. Data description
In this paper, datasets containing 46 sites are collected from the
website of the National Wind Institute in Texas, USA (http://www.
depts.ttu.edu). Each set of site data contains measurements of wind
speed, wind direction, temperature, dew point temperature, gust, alti-
meter setting, and relative humidity for an observation interval of 5 min
from January 1 to June 29, 2018. According to the distribution of the
site and the weather patterns of different seasons, the original datasets
are divided into three sub-datasets, each containing data for the spring
and summer seasons. The selection of all sites and target sites for each
sub-dataset is shown in Table 2. In addition, the numbers of observation
points in the spring and summer datasets are 25,918 and 25,920, re-
spectively. The proportion of the training set, validation set, and test set
of the model is set to 6:2:2.
4.2. Experiment 1
In Experiment 1, sub-dataset 1 is selected to compare two experi-
mental results to verify the superiority of the proposed model. For
comparison 1, CNN, MFSTC-CNN, CNN-LSTM, and MFSTC-CNN-LSTM
models participate in the comparison to verify the validity of the
MFSTC model. For comparison 2, CNN, LSTM, MFSTC-CNN, and
MFSTC-CNN-LSTM models participate in the comparison to verify the
validity of combining CNN and LSTM based on the MFSTC model. In
addition, ARIMA and MLP as the benchmark models also participate in
the model comparison. The comparison results of the evaluation me-
trics for each model are listed in Table 3. The bold numbers represent
the best values for each evaluation metric among the various models.
Moreover, Figs. 5 and 6 intuitively show the forecast effect of the
proposed model and the comparison results of each model mentioned
above. On both sides of Fig. 5, the red line represents the wind speed
series forecast by the proposed model at each time point. The lower
orange bar graph represents the actual value of the wind speed at each
time point. The upper green bar graph represents the residual difference
between the actual value and the forecasted value of the wind speed at
each time point. The detailed comparison results of experiment 1 are
summarized below.
(1) By comparing the forecasting results of each model (i.e., CNN vs.
MFSTC-CNN and CNN-LSTM vs. MFSTC-CNN-LSTM), it can be
found that the metric evaluation result of MFSTC-CNN (MFSTC-

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Fig. 5. Forecasting results of proposed model in spring and summer wind-speed datasets (Experiment 1).

Fig. 6. Comparison of forecasting results of spring and summer wind-speed datasets between proposed model and baseline models (Experiment 1).

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Table 4
Comparison of forecasting results among three combined models and other individual models in spring and summer wind-speed datasets (Experiment 2).
Site name Seasons Models Evaluation metrics

SSE MAE RMSE SDE U1 IA DA PCC

CLAU Spring LR 40287.4193 2.0461 2.7886 2.7871 0.0973 0.9922 50.6564 0.8944
MLP 42124.8398 2.0950 2.8514 2.8513 0.0994 0.9918 48.0695 0.8891
CNN 42433.8789 2.0931 2.8619 2.8619 0.0998 0.9918 48.7645 0.8882
LSTM 40634.3164 2.0510 2.8005 2.7955 0.0984 0.9920 50.7143 0.8945
MFSTC-CNN-MLP 34639.6641 1.9241 2.5857 2.5854 0.0899 0.9934 56.6602 0.9100
MFSTC-MLP-LSTM 35711.3086 1.9195 2.6254 2.6217 0.0915 0.9932 56.1776 0.9078
MFSTC-CNN-LSTM 33052.8164 1.8456 2.5258 2.5255 0.0879 0.9936 57.5483 0.9142
Summer LR 43106.3738 2.1476 2.8845 2.8837 0.1138 0.9892 52.4131 0.8440
MLP 46072.8711 2.2675 2.9821 2.9227 0.1150 0.9885 50.0000 0.8392
CNN 44307.0352 2.1875 2.9244 2.9243 0.1152 0.9888 50.6950 0.8390
LSTM 44586.2578 2.1923 2.9336 2.9305 0.1165 0.9886 50.0386 0.8396
MFSTC-CNN-MLP 37215.5445 2.0349 2.6801 2.6783 0.1056 0.9908 57.6448 0.8672
MFSTC-MLP-LSTM 43269.4766 2.1873 2.8899 2.8833 0.1144 0.9892 56.3321 0.8442
MFSTC-CNN-LSTM 36970.2227 2.0055 2.6713 2.6698 0.1053 0.9908 58.4942 0.8679

AMNW Spring LR 40752.8522 2.0107 2.8046 2.8029 0.0863 0.9940 46.8919 0.9291
MLP 41316.6719 2.0217 2.8239 2.8224 0.0870 0.9939 45.3668 0.9281
CNN 41839.1484 2.0356 2.8417 2.8414 0.0876 0.9938 44.2278 0.9271
LSTM 42150.9414 2.0468 2.8523 2.8501 0.0879 0.9937 43.6293 0.9267
MFSTC-CNN-MLP 39523.9414 2.0388 2.7620 2.7585 0.0851 0.9941 51.4865 0.9318
MFSTC-MLP-LSTM 37518.6992 1.9582 2.6910 2.6910 0.0830 0.9945 50.7143 0.9349
MFSTC-CNN-LSTM 34470.5352 1.8761 2.5794 2.5764 0.0793 0.9949 52.7992 0.9405
Summer LR 38348.2321 1.9717 2.7206 2.7173 0.0899 0.9934 47.9730 0.9031
MLP 40149.8945 2.0372 2.7838 2.7674 0.0908 0.9931 45.6564 0.8992
CNN 39278.0586 1.9961 2.7534 2.7440 0.0914 0.9931 45.8880 0.9011
LSTM 39319.2344 1.9992 2.7548 2.7473 0.0915 0.9931 45.3282 0.9010
MFSTC-CNN-MLP 38495.5977 1.9609 2.7258 2.7242 0.0894 0.9934 54.4209 0.9027
MFSTC-MLP-LSTM 40707.0391 2.0352 2.8030 2.8026 0.0919 0.9930 53.0502 0.8974
MFSTC-CNN-LSTM 35179.0430 1.8680 2.6058 2.6039 0.0854 0.9940 53.9382 0.9114

Bold values represent the optimal value of each evaluation metric.

Fig. 7. Forecasting results of proposed model in spring and summer wind-speed datasets (Experiment 2).

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Fig. 8. Histogram of mean forecasting residuals for different models at two target sites (Experiment 2).
CNN-LSTM) is better than that of CNN (CNN-LSTM). For instance,
at the “THRO” site in Table 3, the SSE (MAE) values of MFSTC-CNN
and CNN are 21719.4746 and 27973.5801 (1.5266 and 1.6803),
respectively.
(2) By comparing the evaluation results of CNN, LSTM, MFSTC-CNN,
and MFSTC-CNN-LSTM in Table 3, it can be clearly observed that
except for the DA values of the “ASPE” and “THRO” sites, all eva-
luation metric values of the combined MFSTC-CNN-LSTM model
are superior to those of the individual models. For example, at the
“ASPE” site in Table 3, the SSE, MAE, and RMSE values of MFSTC-
CNN are 10505.2178, 1.0463, and 1.4240, respectively. When
considering the combination strategy of CNN-LSTM, the forecast
effect is further improved, and the SSE, MAE, and RMSE values of
MFSTC-CNN-LSTM reach 10158.9609, 1.0384, and 1.4003, re-
spectively.
(3) In addition, by comparing with several baseline models, it can be
further proven that the proposed model has superior forecasting
performance. For example, at “ASPE” and “THRO” sites in Table 3,
the MFSTC-CNN-LSTM model achieves the optimal value for each
evaluation metric in summer datasets.
Remark: Through the experimental verification and analysis of
multiple sites and evaluation metrics, it is found that the proposed
MFSTC model and CNN-LSTM combination strategy can effectively
improve the accuracy of wind speed forecasting. In addition, a
comparison of the models shows that the proposed MFSTC-CNN-
LSTM model has excellent forecasting performance at different
forecasting sites.
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4.3. Experiment 2
In this part of the experiment, by comparing the forecasting results
of the MFSTC-CNN-MLP, MFSTC-MLP-LSTM, and MFSTC-CNN-LSTM
models, the superiority of the proposed CNN-LSTM combination
strategy over other common combination strategies is further verified.
In addition, the individual LR, MLP, CNN, and LSTM models also par-
ticipate in the comparison to show the effects of each combination
model. Sub-dataset 2 is selected for the training and testing of the
models, and the corresponding performance evaluation results are
presented in Table 4. The best values for each evaluation metric are
expressed in bold font. Moreover, similar to Fig. 5, Fig. 7 displays the
forecasting effects of the MFSTC-CNN-LSTM model visually. Fig. 8 plots
a histogram that illustrates the mean forecasting residuals of the spring
and summer wind-speed datasets for each model. The detailed experi-
mental comparison results of experiment 2 are summarized below.
(1) By comparing the forecasting results of the combined models and
individual models, it can be clearly seen that the combined models
outperform the individual models at most of the datasets. For ex-
ample, at the “CLAU” site in Table 4, the MFSTC-CNN-LSTM has the
best forecasting performance, while the individual CNN model has
the worst performance. The SSE value of MFSTC-CNN-LSTM is
33052.8164, which is much lower than that of the CNN model.
(2) At all target sites in sub-dataset 2, it can be observed that the
proposed model has a lower forecasting error than the other two
combined models. For instance, in Table 4, the SSE values of
MFSTC-CNN-LSTM in spring and summer datasets at two target
sites are 1586.8477, 245.3218, 5053.4062, and 3316.5547 lower
than those of MFSTC-CNN-MLP, respectively. The SSE values of
MFSTC-CNN-LSTM in spring and summer datasets at two target
Y. Chen, et al. Energy Conversion and Management 185 (2019) 783–799

Table 5
Comparison of forecasting results of proposed model and nine baseline models in spring wind-speed datasets (Experiment 3).
Site name Models Evaluation metrics

SSE MAE RMSE SDE U1 IA DA PCC

SLAT ARIMA 13219.2842 1.1596 1.5973 1.5973 0.0522 0.9978 40.5212 0.9722
LR 13957.9795 1.1795 1.6414 1.6379 0.0536 0.9977 40.0386 0.9704
SVC 15227.0000 1.1702 1.7144 1.7108 0.0564 0.9975 4.1313 0.9677
ELM 13954.8418 1.1792 1.6412 1.6377 0.0536 0.9977 39.9807 0.9704
MLP 14214.9815 1.1717 1.6564 1.6561 0.0542 0.9976 37.0270 0.9697
CNN 14708.0342 1.2035 1.6849 1.6669 0.0557 0.9975 37.6834 0.9695
LSTM 13835.8057 1.1725 1.6342 1.6316 0.0534 0.9977 40.1738 0.9706
CNN-LSTM 14653.1592 1.2000 1.6817 1.6640 0.0556 0.9975 37.0656 0.9696
MFSTC-CNN 14047.1641 1.2213 1.6466 1.6453 0.0541 0.9977 42.2008 0.9702
MFSTC-CNN-LSTM 12530.1357 1.1341 1.5552 1.5551 0.0510 0.9979 44.5946 0.9734

RALL ARIMA 15073.1137 1.2701 1.7057 1.7057 0.0674 0.9964 40.7143 0.9600
LR 13148.3552 1.1653 1.5931 1.5925 0.0631 0.9968 43.7452 0.9643
SVC 14928.0000 1.1870 1.6974 1.6872 0.0679 0.9963 9.5753 0.9599
ELM 13148.3214 1.1653 1.5931 1.5925 0.0631 0.9968 43.7645 0.9643
MLP 13263.8389 1.1695 1.6000 1.5969 0.0633 0.9968 42.7413 0.9641
CNN 14053.8926 1.1974 1.6470 1.6467 0.0653 0.9966 38.9189 0.9618
LSTM 13413.8662 1.1791 1.6091 1.5950 0.0633 0.9967 42.6448 0.9642
CNN-LSTM 14064.8565 1.1956 1.6476 1.6471 0.0653 0.9966 38.5328 0.9617
MFSTC-CNN 12987.2549 1.1929 1.5833 1.5832 0.0629 0.9968 44.8456 0.9647
MFSTC-CNN-LSTM 12476.4961 1.1585 1.5518 1.5518 0.0616 0.9969 44.7490 0.9661

MACY ARIMA 16936.4353 1.3386 1.8080 1.8080 0.0623 0.9969 42.2780 0.9604
LR 16622.1853 1.3168 1.7912 1.7912 0.0619 0.9969 44.5946 0.9604
SVC 18624.0000 1.3492 1.8960 1.8839 0.0661 0.9965 9.7490 0.9561
ELM 16621.9592 1.3169 1.7912 1.7912 0.0619 0.9969 44.4788 0.9604
MLP 16790.1738 1.3227 1.8002 1.7983 0.0622 0.9969 44.0734 0.9601
CNN 17175.6699 1.3321 1.8208 1.8206 0.0630 0.9968 41.8340 0.9591
LSTM 16816.5625 1.3223 1.8016 1.7988 0.0622 0.9969 43.7259 0.9601
CNN-LSTM 17318.4023 1.3329 1.8283 1.8283 0.0633 0.9968 41.0425 0.9587
MFSTC-CNN 16929.3359 1.3615 1.8077 1.8050 0.0627 0.9968 46.1390 0.9598
MFSTC-CNN-LSTM 15615.6690 1.2843 1.7361 1.7353 0.0602 0.9971 47.4904 0.9629

Bold values represent the optimal value of each evaluation metric.

sites are 2658.4922, 6299.2539, 3048.1640, and 5527.9961 lower
than those of MFSTC-MLP-LSTM, respectively.
(3) It can also be seen from the residuals histogram that the proposed
model has better forecasting quality than the other models at dif-
ferent target sites with different fluctuations.
Remark: In a comparison with other commonly used combined models
and individual models, the MFSTC-CNN-LSTM model obtained
satisfactory results at all target sites. In other words, based on the
MFSTC model, the proposed CNN-LSTM combination strategy is
superior to other combination strategies in reducing forecasting errors.
4.4. Experiment 3
To further verify the generalization ability and stability of the
proposed model, sub-dataset 3 and twelve forecasting models are se-
lected to make a comparison analysis in experiment 3. Among them, in
addition to the common forecasting models, several recent models
proposed by other researchers, such as ARIMA-ANN [19], STC-LSTM
[18], and STC-CNN-MLP [26] are also involved in the comparison. The
comparison models involved in the experiment include statistical
models, machine learning models, deep learning models, STC models,
and combined models. By comparing the models of different types, the
superiority and accuracy of the proposed MFSTC-CNN-LSTM model
could be demonstrated comprehensively. Detailed comparison results
are listed in Tables 5–7. The best value of each evaluation metric is also
expressed in bold font. Similar to Fig. 5, Figs. 9 and 10 show the
forecasting results of the MFSTC-CNN-LSTM model at each target site.
In addition, Fig. 11 displays the correlation between the observed va-
lues and forecast values of eight models in summer wind-speed datasets
through a scatter plot diagram.
According to Tables 5–7 and Figs. 9–11 for experiment 3, similar
conclusions can be drawn like that from experiments 1 and 2. Obser-
ving the results of the evaluation metrics at each site except for the DA
value of the “RALL” and “MACY” sites in Tables 5 and 7, all metrics’
evaluation values of the MFSTC-CNN-LSTM model outperform those of
the other baseline models. For example, at the “RALL” site in Table 6,
the SVC model has the worst forecasting performance with the MAE and
RMSE values at 1.2295 and 1.7695, respectively. The MFSTC-CNN-
LSTM model is significantly superior with regard to SVC, and its MAE
and RMSE values are 1.1927 and 1.6419, respectively. At the “MACY”
site in Table 7, the SSE values of the MFSTC-CNN-LSTM, ARIMA-ANN
[19], STC-LSTM [18], and STC-CNN-MLP [26] in spring datasets are
15615.6690, 16338.0734, 16192.3145, and 16023.5273, respectively.
Moreover, from the scatter plot diagrams in Fig. 11, it can also be seen
that the proposed MFSTC-CNN-LSTM model obtained the best fit effect
at each site.
Remark: By comparing several different types of forecasting models, it
can be concluded that the proposed combined MFSTC-CNN-LSTM
model has a stronger generalization ability and higher forecasting
accuracy. Moreover, the proposed model can maintain excellent
forecasting quality and strong forecasting stability under wind speed
datasets with different degrees of fluctuation.
5. Discussion and analysis
In this section, the Diebold–Mariano (DM) test method is employed
to analyze the performance difference levels between the proposed
model and other baseline models as judged through hypothesis tests to
further illustrate the effectiveness of the proposed model. Then, the
performance improvement percentage of the MFSTC-CNN-LSTM model
compared with baseline models is calculated to manifest the optimi-
zation effect of the proposed model.

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Table 6
Comparison of forecasting results of proposed model and nine baseline models in summer wind-speed datasets (Experiment 3).
Site name Models Evaluation metrics

SSE MAE RMSE SDE U1 IA DA PCC

SLAT ARIMA 17955.8585 1.2686 1.8616 1.8616 0.0632 0.9967 40.0772 0.9482
LR 16966.6184 1.2300 1.8096 1.8096 0.0616 0.9969 39.7297 0.9501
SVC 18048.0000 1.2117 1.8664 1.8663 0.0635 0.9967 3.6680 0.9472
ELM 16975.6821 1.2305 1.8101 1.8101 0.0616 0.9969 39.6718 0.9500
MLP 17657.2266 1.2478 1.8461 1.8392 0.0625 0.9968 36.6602 0.9484
CNN 17575.3125 1.2434 1.8418 1.8380 0.0630 0.9968 37.7220 0.9484
LSTM 17114.3770 1.2630 1.8175 1.8069 0.0624 0.9968 39.1506 0.9503
CNN-LSTM 17549.3613 1.2339 1.8405 1.8389 0.0629 0.9968 37.6834 0.9483
MFSTC-CNN 17510.9238 1.2743 1.8384 1.8384 0.0626 0.9968 43.0116 0.9485
MFSTC-CNN-LSTM 15907.8789 1.2160 1.7523 1.7490 0.0594 0.9971 44.1699 0.9534

RALL ARIMA 15723.9537 1.2385 1.7421 1.7421 0.0783 0.9950 43.7838 0.9324
LR 14895.6419 1.2193 1.6956 1.6956 0.0764 0.9952 43.7066 0.9343
SVC 16222.0000 1.2295 1.7695 1.7689 0.0799 0.9948 6.7761 0.9283
ELM 14894.9349 1.2193 1.6956 1.6955 0.0764 0.9952 43.6680 0.9343
MLP 16178.9912 1.2773 1.7671 1.7564 0.0791 0.9948 39.4981 0.9290
CNN 15535.9258 1.2419 1.7317 1.7315 0.0783 0.9950 42.2201 0.9310
LSTM 15610.0791 1.2494 1.7358 1.7357 0.0784 0.9950 41.6795 0.9307
CNN-LSTM 15931.2578 1.2570 1.7536 1.7535 0.0793 0.9949 40.3475 0.9292
MFSTC-CNN 15401.0781 1.2547 1.7241 1.7240 0.0779 0.9950 46.2741 0.9317
MFSTC-CNN-LSTM 13966.4707 1.1927 1.6419 1.6411 0.0739 0.9955 47.7606 0.9383

MACY ARIMA 20671.1250 1.4579 1.9975 1.9974 0.0678 0.9962 44.9035 0.9408
LR 20984.3921 1.4671 2.0125 2.0125 0.0685 0.9961 44.7490 0.9390
SVC 22246.0000 1.4646 2.0721 2.0673 0.0708 0.9959 12.3552 0.9355
ELM 20987.9707 1.4672 2.0127 2.0127 0.0685 0.9961 44.5560 0.9390
MLP 22378.7441 1.5196 2.0783 2.0670 0.0703 0.9958 41.3900 0.9355
CNN 21866.6055 1.5011 2.0544 2.0458 0.0695 0.9960 41.0425 0.9369
LSTM 20739.5352 1.4687 2.0008 1.9997 0.0681 0.9961 44.2278 0.9399
CNN-LSTM 21871.6172 1.4982 2.0546 2.0472 0.0695 0.9960 40.1931 0.9368
MFSTC-CNN 20922.3242 1.4722 2.0096 2.0095 0.0684 0.9961 47.0463 0.9391
MFSTC-CNN-LSTM 18861.8906 1.4106 1.9080 1.9066 0.0648 0.9965 47.8378 0.9454

Bold values represent the optimal value of each evaluation metric.

Table 7
Comparison of forecasting results of proposed model with those of the other three researchers (Experiment 3).
Site name Seasons Models Evaluation metrics

SSE MAE RMSE SDE U1 IA DA PCC

SLAT Spring ARIMA-ANN 13355.6161 1.1533 1.6056 1.6052 0.0526 0.9978 40.0000 0.9716
STC-LSTM 13673.9102 1.1739 1.6246 1.6028 0.0538 0.9977 40.9266 0.9722
STC-CNN-MLP 13482.6318 1.1830 1.6132 1.6081 0.0531 0.9978 43.8417 0.9716
MFSTC-CNN-LSTM 12530.1357 1.1341 1.5552 1.5551 0.0510 0.9979 44.5946 0.9734
Summer ARIMA-ANN 17373.0450 1.2317 1.8312 1.8307 0.0622 0.9968 39.9421 0.9490
STC-LSTM 16697.5996 1.2287 1.7952 1.7850 0.0617 0.9969 41.0811 0.9523
STC-CNN-MLP 16926.2695 1.2553 1.8075 1.8053 0.0614 0.9969 43.3012 0.9503
MFSTC-CNN-LSTM 15907.8789 1.2160 1.7523 1.7490 0.0594 0.9971 44.1699 0.9534

RALL Spring ARIMA-ANN 13044.6819 1.1662 1.5868 1.5867 0.0630 0.9968 42.6062 0.9645
STC-LSTM 12883.8750 1.1641 1.5769 1.5628 0.0632 0.9968 43.4942 0.9660
STC-CNN-MLP 12742.1367 1.1802 1.5683 1.5679 0.0623 0.9969 45.4633 0.9655
MFSTC-CNN-LSTM 12476.4961 1.1585 1.5518 1.5518 0.0616 0.9969 44.7490 0.9661
Summer ARIMA-ANN 14933.7217 1.2222 1.6978 1.6977 0.0765 0.9952 43.5714 0.9339
STC-LSTM 14188.2842 1.2020 1.6549 1.6523 0.0745 0.9954 44.8456 0.9374
STC-CNN-MLP 14394.4238 1.2298 1.6668 1.6663 0.0751 0.9954 46.5830 0.9363
MFSTC-CNN-LSTM 13966.4707 1.1927 1.6419 1.6411 0.0739 0.9955 47.7606 0.9383

MACY Spring ARIMA-ANN 16338.0734 1.3077 1.7758 1.7756 0.0615 0.9969 43.9189 0.9611
STC-LSTM 16192.3145 1.2970 1.7679 1.7528 0.0617 0.9969 45.1351 0.9624
STC-CNN-MLP 16023.5273 1.3249 1.7586 1.7586 0.0609 0.9970 46.8147 0.9619
MFSTC-CNN-LSTM 15615.6690 1.2843 1.7361 1.7353 0.0602 0.9971 47.4904 0.9629
Summer ARIMA-ANN 20252.6223 1.4402 1.9771 1.9770 0.0672 0.9963 45.0386 0.9412
STC-LSTM 19820.4551 1.4208 1.9559 1.9537 0.0669 0.9963 45.9653 0.9431
STC-CNN-MLP 19930.4258 1.4439 1.9613 1.9589 0.0667 0.9963 47.8958 0.9425
MFSTC-CNN-LSTM 18861.8906 1.4106 1.9080 1.9066 0.0648 0.9965 47.8378 0.9454

Bold values represent the optimal value of each evaluation metric.

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Fig. 9. Forecasting results of proposed model in spring wind-speed datasets (Experiment 3).

Fig. 10. Forecasting results of proposed model in summer wind-speed datasets (Experiment 3).

5.1. Diebold–Mariano test 5.2. Performance improvement percentage

The DM test is a common hypothesis testing method, and it will be
used to analyze the forecasting performance difference levels between
the proposed model and baseline models from a statistical point of
view. Details of the DM test are provided in Sub-Section 3.2. The results
of the DM test are listed in Table 8. From the test results, of the 120 DM
values, 104 are higher than the upper limit at the 1% significance level,
and 115 are higher than the upper limit at the 5% significance level. In
addition, 4 DM values are lower than the upper limit at the 10% sig-
nificance level. In other words, there is a 96.67% probability that 116 of
the 120 comparison experiments show that the proposed model is sig-
nificantly better than the baseline models. Therefore, it can be firmly
believed that the proposed model is superior to the baseline models in
wind speed forecasting.
According to Eqns. (14) and (15), the mean improvement percen-
tage of each evaluation metric in experiments 1–3 is calculated to
further verify the effectiveness and superiority of the proposed model.
The results are listed in Tables 9–11, and detailed analyses are shown
below.
(1) Compared with models CNN, and CNN-LSTM, which consider only
the relationship between the meteorological attributes of a single
site, the MFSTC model fully takes into account the coupling re-
lationship between the time and space of various meteorological
factors at different sites, and provides a more complete and reliable
basis for forecasting the wind speed at the next moment. By ob-
serving the comparison results of the MFSTC-CNN-LSTM model

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Fig. 11. Scatter plot of forecast and observed values of 10 models in summer wind-speed datasets (Experiment 3).
with CNN, STC-LSTM, STC-CNN-MLP, CNN-LSTM, and MFSTC-
CNN, it can be found that considering the STC of multiple factors
can significantly improve the model forecasting accuracy. For in-
stance, at “ASPE” site in Table 9, compared to the CNN, CNN-LSTM,
and MFSTC-CNN models, the SSE values of the MFSTC-CNN-LSTM
model are reduced by 14.84%, 16.4%, and 2.53%, respectively.
Moreover, at “SLAT” site in Table 11, compared to the STC-LSTM,
and STC-CNN-MLP models, the SSE values of the MFSTC-CNN-
LSTM model are reduced by 5.76%, and 4.57%, respectively; the
RMSE values are reduced by 2.93%, and 2.32%, respectively.
(2) On the basis of the MFSTC model, the CNN-LSTM combination
strategy makes full use of the advantages of the CNN’s strong spatial
feature extraction capability and the LSTM’s strong temporal
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Energy Conversion and Management 185 (2019) 783–799
feature extraction capability. The deep extraction of the relation-
ship between the time and space features is realized by the com-
plementary advantages of the two individual models. The com-
parison results of MFSTC-CNN-LSTM, MFSTC-CNN, MFSTC-CNN-
MLP, and MFSTC-MLP-LSTM further manifest the superiority of the
proposed CNN-LSTM combination strategy. For example, at
“AMNW” site in Table 10, compared to the MFSTC-CNN-MLP, and
MFSTC-MLP-LSTM models, the SSE values of the MFSTC-CNN-
LSTM model are reduced by 10.70%, and 10.85%, respectively; the
U1 values of the MFSTC-CNN-LSTM model are reduced by 5.65%,
and 5.76%, respectively.
(3) In addition, by comparing the MFSTC-CNN-LSTM model with other
individual baseline models, the effectiveness of the proposed
Y. Chen, et al. Energy Conversion and Management 185 (2019) 783–799

Table 8
DM test results of experiments 1–3.
Sites Seasons Models
ARIMA MLP CNN LSTM CNN-LSTM MFSTC-CNN
ASPE Spring 7.885** 7.548*** 10.088*** 7.105*** 10.296*** 2.475**
Summer 5.452** 13.411*** 10.228*** 9.411*** 11.595*** 2.265**
THRO Spring 6.518*** 13.219*** 12.945*** 6.635*** 12.955*** 2.373**
Summer 10.088*** 16.033*** 15.084*** 10.873*** 15.161*** 1.991**

Sites Seasons LR MLP CNN LSTM MFSTC-CNN- MFSTC-MLP-LSTM

MLP
*** *** *** ***
CLAU Spring 8.927 11.139 11.249 9.365 3.054*** 5.019***
Summer 6.658*** 9.701*** 7.953*** 8.304*** 0.374 7.428***
AMNW Spring 8.823*** 9.538*** 10.082*** 9.876*** 8.442*** 5.443***
Summer 3.075*** 4.723*** 4.168*** 4.610*** 5.400*** 7.818***

Sites Seasons ARIMA LR SVC ELM MLP CNN LSTM CNN-LSTM MFSTC-CNN ARIMA-ANN STC-LSTM STC-CNN-
MLP
*** *** *** *** *** *** *** *** *** *** ***
SLAT Spring 3.857 6.307 10.513 6.283 7.776 9.298 5.763 9.170 9.037 4.498 5.199 5.939***
Summer 3.513*** 2.048** 4.364*** 2.069*** 3.706*** 3.512*** 2.425** 3.453*** 3.459*** 2.834*** 1.612 2.587***
RALL Spring 9.806*** 3.059*** 9.987*** 3.059*** 3.641*** 7.321*** 4.003*** 7.424*** 2.843*** 3.084*** 2.044** 1.607
Summer 3.078*** 2.656*** 6.527*** 2.654*** 6.299*** 4.695*** 4.883*** 5.807*** 5.245*** 3.085*** 0.841 1.856*
MACY Spring 5.389*** 3.783*** 9.222*** 3.780*** 4.059*** 5.801*** 4.061*** 6.184*** 5.267*** 2.967*** 2.228** 1.993**
Summer 5.877*** 5.380*** 8.617*** 5.387*** 8.959*** 7.787*** 5.518*** 8.051*** 7.349*** 4.442*** 3.502*** 4.614***

*** represents 1% significance level.

** represents 5% significance level.
* represents 10% significance level.

Table 9
Calculation results of mean performance improvement percentage for experiment 1.
Models Sites SSE MAE RMSE SDE U1 IA DA PCC

MFSTC-CNN-LSTM vs ARIMA ASPE 10.10% 4.46% 5.19% 5.34% 5.15% 0.03% 8.10% 0.54%
THRO 7.18% 3.03% 3.70% 3.73% 3.53% 0.06% 3.58% 0.93%

MFSTC-CNN-LSTM vs MLP ASPE 16.06% 7.31% 8.43% 7.82% 7.93% 0.07% 16.02% 1.04%
THRO 17.00% 9.22% 9.13% 8.54% 8.56% 0.20% 12.19% 3.28%

MFSTC-CNN-LSTM vs CNN ASPE 14.84% 5.07% 7.73% 7.77% 8.03% 0.06% 13.03% 0.95%
THRO 16.66% 8.43% 8.93% 8.82% 8.80% 0.19% 10.49% 3.32%

MFSTC-CNN-LSTM vs LSTM ASPE 13.40% 5.32% 6.96% 6.66% 7.27% 0.06% 10.03% 0.81%
THRO 12.58% 5.78% 6.62% 6.38% 7.36% 0.14% 7.11% 2.20%

MFSTC-CNN-LSTM vs CNN-LSTM ASPE 16.40% 5.66% 8.59% 8.65% 9.15% 0.07% 16.08% 1.11%
THRO 16.85% 8.41% 9.04% 8.97% 8.96% 0.19% 12.61% 3.38%

MFSTC-CNN-LSTM vs MFSTC-CNN ASPE 2.53% 0.67% 1.27% 1.38% 1.58% 0.01% −0.16% 0.16%
THRO 1.54% 1.38% 0.78% 0.75% 1.30% 0.02% 0.15% 0.23%

Table 10
Calculation results of mean performance improvement percentage for experiment 2.
Models Sites SSE MAE RMSE SDE U1 IA DA PCC

MFSTC-CNN-LSTM vs LR CLAU 16.10% 8.21% 8.41% 8.40% 8.57% 0.15% 12.60% 2.53%
AMNW 11.84% 5.98% 6.13% 6.13% 6.53% 0.08% 12.52% 1.07%

MFSTC-CNN-LSTM vs MLP CLAU 20.65% 11.73% 10.92% 10.04% 10.00% 0.21% 18.35% 3.12%
AMNW 14.48% 7.75% 7.53% 7.31% 7.41% 0.10% 17.26% 1.34%

MFSTC-CNN-LSTM vs CNN CLAU 19.33% 10.07% 10.20% 10.23% 10.26% 0.19% 16.70% 3.18%
AMNW 14.02% 7.13% 7.30% 7.22% 8.06% 0.10% 18.46% 1.29%

MFSTC-CNN-LSTM vs LSTM CLAU 17.87% 9.27% 9.38% 9.28% 10.18% 0.20% 15.19% 2.79%
AMNW 14.38% 7.45% 7.49% 7.41% 8.19% 0.10% 20.01% 1.32%

MFSTC-CNN-LSTM vs MFSTC-CNN-MLP CLAU 2.62% 2.76% 1.32% 1.32% 1.27% 0.02% 1.52% 0.28%
AMNW 10.70% 6.36% 5.51% 5.51% 5.65% 0.07% 0.83% 0.95%

MFSTC-CNN-LSTM vs MFSTC-MLP-LSTM CLAU 11.00% 6.08% 5.68% 5.54% 5.96% 0.10% 3.14% 1.76%
AMNW 10.85% 6.20% 5.59% 5.67% 5.76% 0.07% 2.89% 1.08%

combined model is verified once again. Compared with the in-
dividual baseline models, the MFSTC-CNN-LSTM model not only
takes into account the multiple spatio-temporal correlations be-
tween various sites but is also combined with the mainstream deep
learning model, which makes it possible to automatically extract
deeper feature information. For instance, at “RALL” site in Table 11,
compared to the ARIMA, SVC, and ELM models, the RMSE values of
the MFSTC-CNN-LSTM model are reduced by 7.39%, 7.9%, and
2.88%, respectively.

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Table 11
Calculation results of mean performance improvement percentage for experiment 3.
Models Sites SSE MAE RMSE SDE U1 IA DA PCC

MFSTC-CNN-LSTM vs ARIMA SLAT 8.31% 3.18% 4.26% 4.35% 4.15% 0.02% 10.13% 0.33%
RALL 14.20% 6.24% 7.39% 7.41% 7.05% 0.05% 9.50% 0.64%
MACY 8.28% 3.65% 4.23% 4.28% 3.90% 0.03% 9.43% 0.37%

MFSTC-CNN-LSTM vs LR SLAT 8.23% 2.49% 4.21% 4.20% 4.25% 0.02% 11.28% 0.33%
RALL 5.67% 1.38% 2.88% 2.89% 2.77% 0.02% 5.79% 0.31%
MACY 8.08% 3.16% 4.13% 4.19% 4.10% 0.03% 6.70% 0.47%

MFSTC-CNN-LSTM vs SVC SLAT 14.78% 1.37% 7.70% 7.69% 8.01% 0.04% 1041.83% 0.63%
RALL 15.16% 2.70% 7.90% 7.63% 8.42% 0.07% 486.09% 0.87%
MACY 15.68% 4.25% 8.18% 7.83% 8.74% 0.06% 337.16% 0.88%

MFSTC-CNN-LSTM vs ELM SLAT 8.25% 2.50% 4.22% 4.21% 4.27% 0.02% 11.44% 0.33%
RALL 5.67% 1.38% 2.88% 2.89% 2.77% 0.02% 5.81% 0.31%
MACY 8.09% 3.16% 4.14% 4.19% 4.11% 0.03% 7.07% 0.47%

MFSTC-CNN-LSTM vs MLP SLAT 10.88% 2.88% 5.60% 5.50% 5.48% 0.03% 20.46% 0.45%
RALL 9.81% 3.78% 5.05% 4.70% 4.60% 0.05% 12.81% 0.61%
MACY 11.36% 5.04% 5.88% 5.63% 5.56% 0.05% 11.67% 0.67%

MFSTC-CNN-LSTM vs CNN SLAT 12.15% 3.99% 6.28% 5.77% 7.13% 0.04% 17.72% 0.46%
RALL 10.66% 3.61% 5.48% 5.50% 5.61% 0.05% 14.05% 0.62%
MACY 11.41% 4.81% 5.89% 5.74% 5.57% 0.04% 15.04% 0.65%

MFSTC-CNN-LSTM vs LSTM SLAT 8.24% 3.50% 4.21% 3.95% 4.64% 0.02% 11.91% 0.31%
RALL 3.14% 4.48% 4.08% 4.22% 0.04% 9.76% 0.51% 8.76%
MACY 3.41% 4.14% 4.09% 4.00% 0.03% 8.39% 0.44% 8.10%

MFSTC-CNN-LSTM vs CNN-LSTM SLAT 11.92% 3.47% 6.16% 5.71% 6.89% 0.04% 18.76% 0.46%
RALL 4.11% 6.09% 6.10% 6.19% 0.05% 17.25% 0.72% 11.81%
MACY 4.75% 6.09% 5.98% 5.84% 0.04% 17.37% 0.68% 11.80%

MFSTC-CNN-LSTM vs MFSTC-CNN SLAT 9.98% 5.86% 5.12% 5.17% 5.40% 0.03% 4.18% 0.43%
RALL 3.92% 3.38% 3.40% 3.61% 0.03% 1.50% 0.43% 6.62%
MACY 4.93% 4.51% 4.49% 4.69% 0.03% 2.31% 0.50% 8.80%

MFSTC-CNN-LSTM vs ARIMA-ANN SLAT 5.27% 1.16% 2.67% 2.66% 2.66% 0.01% 8.26% 0.17%
RALL 5.42% 1.54% 2.75% 2.77% 2.77% 0.02% 7.32% 0.32%
MACY 5.64% 1.92% 2.87% 2.91% 2.85% 0.02% 7.17% 0.32%

MFSTC-CNN-LSTM vs STC-LSTM SLAT 5.76% 1.94% 2.93% 1.84% 3.93% 0.02% 5.92% 0.07%
RALL 2.36% 0.63% 1.19% 0.69% 1.64% 0.01% 4.69% 0.06%
MACY 4.20% 0.85% 2.12% 1.70% 2.85% 0.02% 4.65% 0.15%

MFSTC-CNN-LSTM vs STC-CNN-MLP SLAT 4.57% 2.98% 2.32% 2.16% 2.53% 0.01% 0.07% 0.13%
RALL 2.53% 2.43% 1.27% 1.27% 1.29% 0.01% 0.48% 0.14%
MACY 3.95% 2.68% 2.00% 2.00% 2.01% 0.02% 0.66% 0.20%

6. Conclusion and future work
To improve the energy conversion efficiency and reduce un-
necessary labor costs, it is of great importance to improve the accuracy
and superiority of wind speed forecasting. However, the intermittence
and randomness of wind speed remains a large obstacle to accurate
forecasting. Therefore, in this study, a novel combined model based on
multifactor spatio-temporal correlations and deep learning algorithms
is proposed. In the proposed MFSTC-CNN-LSTM model, the spatial and
temporal correlations between multiple sites and meteorological factors
are considered simultaneously. Then, the deep extraction of temporal
and spatial correlations and the forecasting of the wind speed at target
sites are realized by a CNN-LSTM combination model. Meanwhile, for
CNN-LSTM to adapt and solve the proposed MFSTC model, a new data
reconstruction method based on a 3D matrix is put forward. In addition,
to verify the accuracy and superiority of the proposed model, datasets
from the National Wind Institute in Texas containing 46 sites are used
in experiments. Three different comparison experiments and eight
common metrics are used to evaluate the forecasting performance of
the models involved in the experiments, including statistical models
(ARIMA), machine learning models (LR, ELM, MLP, and SVC), deep
learning models (CNN, and LSTM), and combined models (CNN-LSTM,
MFSTC-CNN, MFSTC-CNN-MLP, MFSTC-MLP-LSTM, ARIMA-ANN [19],
STC-LSTM [18], and STC-CNN-MLP [26]). Moreover, the effectiveness
and superiority of the proposed model are further verified by statistical
testing and calculation of the model performance improvement
percentage. The experiment results can be concluded that: (a) it is
conducive to improve the accuracy and reliability of the wind speed
forecasting by fully considering the temporal and spatial correlation of
meteorological factors among multiple sites; (b) the combined CNN-
LSTM model can effectively utilize the advantages of individual models
to deeply extract the temporal and spatial correlation features si-
multaneously; (c) compared with other baseline models, the proposed
forecasting model has better precision and generalization under dif-
ferent levels of wind speed fluctuations. Overall, the proposed MFSTC-
CNN-LSTM model can provide more reliable and accurate short wind
speed forecasting for wind power generation systems, thus enhancing
its operation efficiency, power quality, and economic benefit. On the
other hand, according to accurate short-term wind speed forecast re-
sults, the maintenance, dispatch, and scheduling plan of wind energy
equipment can be arranged more flexibly, thus reducing unnecessary
economic losses.
However, there are still some limitations that need to be addressed.
For example, a data preprocessing method is not considered to reduce
the influence of data noise on the forecasting effect. The deeper theo-
retical analysis of the deep neural network combination model used in
this study needs to be further investigated. In addition, with the con-
tinued improvement of deep learning model and technology, more
advanced combination model can be explored and applied in the field
of wind speed forecasting. In the future work, more effective data
preprocessing methods and deep learning combination model can be
evaluated and considered. Moreover, the proposed model can be

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adapted by modifying the underlying architecture of the deep neural
network and applied to other types of forecasting such as stock fore-
casting and air quality forecasting.
Conflict of interest
The author declares that there is no conflict of interest.
Acknowledgements
The work has been supported by National Natural Science
Foundation of China (No. 51875503, No. 71701065, No. 51775496,
No. 51475410).
Appendix A. Supplementary material
Supplementary data to this article can be found online at https://
doi.org/10.1016/j.enconman.2019.02.018.
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