Forecasting of Wind Speed in Malang City of
Indonesia using Adaptive Neuro-Fuzzy Inference
System and Autoregressive Integrated Moving
Average Methods
Hadi Suyono
Electrical Engineering Department, Electrical Engineering Department,
Universitas Brawijaya
Malang, Indonesia
hadis@ub.ac.id
Rini Nur Hasanah
Electrical Engineering Department, Electrical Engineering Department,
Universitas Brawijaya
Malang, Indonesia
rini.hasanah@ub.ac.id
Abstract— Wind energy power (WEP) is currently one of
the generating technologies that could be implemented
massively due to its low environmental impact and abundant
resources. However, the availability of the wind always
changes depending on the weather condition, such that the
power system should be designed properly to adopt the
intermittence of the power injection of WEP. Therefore, the
wind speed forecasting is very prominent to be performed to
ensure the WEP could be incorporated into the existing power
system. In this paper, the proposed methods to predict the
wind speed are developed based on the artificial intelligence
methods i.e. Adaptive Neuro Fuzzy Inference System (ANFIS)
and based on the conventional methods i.e. Auto Regressive
Integrated Moving Average (ARIMA). Case study in Malang
city of Indonesia has been taken to compare the performances
of both methods. Some membership functions (MF) have been
studied to show the performance of ANFIS. The mean absolute
error (MAE) and root mean square error (RMSE) have been
used as standard statistical metrics to measure the
performance of ANFIS and ARIMA methods. The results show
that the optimal ANFIS architecture was obtained with 85%
training data and 15% testing data by using the Generalized
Bell membership function with MAE of 2.1354 km/h and
RMSE of 2.6333 km/h. In addition, the wind forecasting result
using ARIMA has been obtained with MAE of 2.8383 km/h
and RMSE of 3.4628 km/h. The ANFIS method offers better
performance than ARIMA does for short-term forecasting of
wind speed in terms of MAE and RMSE values.
Keywords— ANFIS, ARIMA, MAE, RMSE, Wind Speed
Forecasting.
I. INTRODUCTION
The world energy demand and electricity consumption
have been continuously increasing along with the population
growth and economic improvement. Global electricity
consumption in 2018 had increased about 3.5% with respect
to 2017, with an average increment of 3.1% per year since
2000. Electricity consumption in Indonesia had also
increased by 5.1% in 2018 being compared to 2017, with an
average increment of 6.2% per year since 2000 [1].
 
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Dinda Oki Prabawanti Mahfudz Shidiq
Electrical Engineering Department,
Universitas Brawijaya Universitas Brawijaya
Malang, Indonesia Malang, Indonesia
dindaoki16@gmail.com mahfudz@ub.ac.id
Unggul Wibawa Arnawan Hasibuan
University Malaysia Perlis Malaysia,
Universitas Brawijaya Universitas Malikussaleh, Indonesia
Malang, Indonesia arnawan@unimal.ac.id
unggul@ub.ac.id
Wind energy power (WEP) is currently one of the
generating technologies that could be implemented
massively due to its low environmental impact and abundant
resources. However, the availability of the wind always
changes depending on the weather condition, such that the
power system should be designed properly to adopt the
intermittence of the power injection of WEP. Indonesia as an
archipelago country has a long coastline, offering a very high
potential of wind energy. Based on the energy report
prepared by the Secretariat General of the Energy Council -
National Energy Council, under the Ministry of Energy and
Mineral Resources of the Republic of Indonesia, the existing
WEP potential is about 60.6 GW, but only about 0.000001
GW having been utilized and implemented [2].
Indonesia is geographically located around the equator,
where the wind speed always changes on a daily and
seasonal basis. The power output of WEP depends greatly on
the wind speed. This intermittent characteristic should
always be considered in dealing with the complex and
sophisticated control of the related existing power system
[3]. Therefore, the wind speed forecasting is paramount to
perform to ensure the WEP integration into the existing
power system.
There have been known several methods to predict the
wind speed, either based on mathematics (conventional
methods) or based on artificial intelligence theory. The
conventional statistical methods are normally time series-
based mathematical models, such as the Gaussian with a
novel composite covariance function [4], Time Series
Analysis [5], and Auto Regressive Integrated Moving
Average (ARIMA) [6][7]. In addition, there have also been
various artificial intelligence (AI)-based methods attracting
some interests in recent studies in the field. These methods
include artificial neural networks, fuzzy logic, neuro-fuzzy
networks and evolutionary optimization methods. The
artificial intelligent methods for forecasting and other power
system problem solutions include Machine Learning
Application [8], Adaptive Neural Fuzzy Inference System
(ANFIS) [9][10], Genetic Algorithm Back Propagation
Neural Network (GA-BPNN) [11], Genetic Algorithm-
131
ANFIS (GA-ANFIS) [3], Particle Swarm Optimization-
Start
ANFIS (PSO-ANFIS) [7][12].
The ARIMA method was the first method being used in
short-term wind speed forecasting and becomes a benchmark Data preparation:
temperature, air pressure, solar radiation, sun
of comparison for other alternative techniques [7]. It takes
exposure time, & wind speed
full advantage of past and present data for forecasting. It
works well if the data in the time series used is dependent or
statistically related to each other [13]. The ARIMA method Normalize data
has excellent accuracy for short-term forecasting, but the
accuracy is poor for long-term forecasting data as resulted
data would usually tend to be flat/constant. The accuracy Classified the data into independent and
decreases when there are nonlinear time series components dependent variables
[14]. In this paper, the ARIMA method is to be compared to
an AI-based method, the Adaptive Neuro Fuzzy Inference
System (ANFIS) method, for wind speed forecasting. It is a Classified the training and testing data
combination of the concept of Artificial Neural Networks
and the concept of Fuzzy Logic, where the membership
value of the fuzzy inference system is developed through Form ANFIS network structure
learning with Artificial Neural Networks to provide a better
accuracy in forecasting.
Determine the type of membership
The considered forecasting methods in this study are function, the number of membership
applied to the problem of predicting the wind speed one day functions
ahead in Malang city of Indonesia. The data obtained from
the Meteoblue Climatology website are to be used as input.
The mean absolute error (MAE) and root mean square error Generating fuzzy inference systems
(RMSE) are used as standard statistical metrics to measure
the performance of ANFIS and ARIMA methods. It is to see Determine learning methods, error
which method is more efficient for forecasting wind speed in tolerance and iteration
the Malang city of Indonesia.

Performe ANFIS training

II. METHODS

A. ANFIS Method
Get the results of wind speed forecasting
The inference mechanism in ANFIS is carried out by
utilizing the membership function. To apply the fuzzy rules
to get the desired output, the Surgeon fuzzy model is
Denormalize training data and actual data
implemented using (1).
If x=Ai and y= Bj then fi = pix + qiy + ri (1)
Calculate RMSE and MAE values
premise consequent
where x is a measurement of the price of controlled variable,
y is a measurement at time (t + 1). The variables x and y are Minimum Error?
No
not of fuzzy values, and need to be mapped into the
membership function, Ai and Bj. The f function is the Yes
controlled output, while pi, qi and ri are the consequent
parameters determined during the training phase. The Get the best ANFIS model
structure of ANFIS in general is shown in Fig. 1. The ANFIS
system consists of five layers with different functions at each
layer. End

Fig. 2. Wind speed forecasting using ANFIS

The functions and equations of each layer are explained

as follows:
Layer 1: Fuzzification Layer
Each node in the first layer is an adaptive node with
outputs shown in (2) and (3), assuming that the system has
two inputs and one output.
O1,i = μAi (x), i=1,2 (2)

Fig. 1. ANFIS Structure [3] O1,i = μBi-2 (y), i=3,4 (3)

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In (2) and (3), x and y are the input to nodes i and Ai or Bi-2 is ANFIS dan ARIMA methods in the wind speed forecasting.
the membership function of each node. Node O1,i is a The MAE is calculated based on:
function of Ai and states the degree of membership of each
entry against the fuzzy set Ai or Bi-2. (9)
Layer 2: Product Layer or Layer rule where, xi is the predicted network strength; yi is the actual
Each product is represented by a rule. The output of the value; and n is the number of data points. This criterion was
product layer is expressed by (4). chosen to evaluate network performance because of its
popularity in the studies conducted and its power to outline
O2,i = wi = μAi (x), μBi (y), i = 1,2 (4) the accuracy of the network [15].
Each node of this layer multiplies the input signal and Start
sends the product out (output). The number of nodes
produced shows the number of rules formed. Data preparation:
Layer 3: Normalization Layer temperature, air pressure, solar radiation,
sun exposure time, & wind speed
Each node in this layer normalizes the output function of
the previous product layer, by using (5).
Plot data in time series model

O2,i = , i=1,2 (5)

No Data
Layer 4: Defuzzification Layer Stationer?
differentiation
Each node calculates a consequent value, which is Yes
calculated from each rule that represents the contribution of
each rule to the overall output and being represented using Calculate ACF and PACF
the following equation as given in:
O4,i = izi = i(aix + biy + ci), i=1,2 (6)
Determination of ARIMA model (p, d, q)
with {ai, bi, ci } are the consequent parameters set.
Layer 5: Total Output Layer Parameter estimation and assumption test
using the Maximum Likelihood Estimation
The last layer is the addition layer which has a single Method
node by calculating the sum of all the outputs from layer 4,
as given in (7).
No
The best model?
O5,i = (7) Yes
The parameters of the premises and consequences are
defined as IF-THEN rules of the system. These parameters Get forecast results for each data
are initially set with a random value when the structure is
generated. Furthermore, they enter the training step to
produce the best value to result the training data. An ANFIS Calculating Cross Correlation Function
with M membership functions and n input will require the (CCF)
number of fuzzy rules of Mn [3]. Its application to forecast
the wind speed is described using the steps given in Fig. 2. Determine the ARIMA model for the noise
series
B. ARIMA Method
Parameter estimation and assumption of
ARIMA method combines the Autoregressive (AR) Multivariant ARIMA test using the
method and Moving Autoregressive (MA) method with non- Maximum Likelihood Estimation Method
stationary data [5]. The general ARIMA equation can be
expressed as in:
No
Žt = 0 + 1Žt-1 + 2Žt-2 +…+ pŽt-p + t + t-1t-1 – The best model?
2t-2 - ... - pt-p (8) Yes
where, Žt : t-time dependent variable; Žt-p :dependent variable Get the results of Multivariate
over time to t-p; 0 : constant; 1,..,  p : the 1st to pth AR forecasting
parameter values;  1,..,  p: the 1st to pth MA parameter
values; t : error value at t-time. The process of wind speed
End
forecasting using ARIMA method is depicted in Fig. 3.

C. Error Calculation Fig. 3. Wind speed forecasting using ARIMA

The mean absolute error (MAE) and Root mean square Root mean square error (RMSE) has been used as a
error (RMSE) are used to measure the performance of standard statistical metric to measure model performance in

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meteorological research, air quality, and climate research. obtained using the third data composition comprising 85%
The RMSE can be expressed as presented in (10). training data and 15% testing data. It can be concluded that
the best results of forecasting wind speed in Malang using
ANFIS method was obtained using the composition of 85%
RMSE= (10) training data and 15% testing data. The best and worst
forecasting results using the ANFIS method based on the
III. RESULTS AND DISCUSSION data composition into training data and testing data are
presented in Fig. 4 and Fig. 5.
A. Data Collection
The weather data of Malang city in Indonesia were TABLE III. COMPARISON OF RMSE AND MAE IN TRIAL OF TRAINING
AND TESTING DATA VARIATIONS
obtained from the Meteoblue Climatology website. The
hourly data were taken during one year of 1 January - 31 Data MAE RMSE
Scenarios
December 2018. The data includes temperature, air pressure, Variation (km/h) (km/h)
solar radiation, sun exposure duration and wind speed. 1 70%-30% 2.2027 2.7793
2 75%-25% 2.2334 2.8026
B. Wind Speed Forecasting using ANFIS 3 80%-20% 2.1487 2.6768
4 85%-15% 2.1354 2.6333
The performance of ANFIS is carried out by using the 5 90%-10% 2.2896 2.7858
specific characteristics given in Table I. The ANFIS 6 95%-5% 2.3743 2.8357
characteristic includes the membership function (MF) used,
number of MF, number of required rules, input parameters,
output parameters and number of epochs.

TABLE I. CHARACTERISTICS OF ANFIS

Information Characteristics of ANFIS
Membership Function Generalized Bell
Number of MF 2
Number of Rules 16
Temperature, Air Pressure,
Input Long Solar Radiation and Solar
Radiation
Output Wind Speed Fig. 4. The best wind speed forecasing with minimum error by ANFIS
Epoch 100 85% trainning-15% testing data

1) Variations in Training and Testing Data

The weather data of Malang city were divided into two
categories, namely training and testing data. Training data
were used during the training step, while testing data were
used as validation. During the simulation, some variations of
composition of training data and testing data were
considered, as given in Table II. The total number of data
used was 8760 data.

TABLE II. VARIATIONS IN THE COMPOSITION OF TRAINING DATA AND

TESTING DATA

Data Training Testing

Scenarios
Composition Data Data
1 70% - 30% 6132 2628 Fig. 5. The worst wind speed forecasing with minimum error by ANFIS
2 75% - 25% 6570 2190 95% trainning-5% testing data
3 80% - 20% 7008 1752
4 85% - 15% 7446 1314 2) Variations in the Number of Membership Function (MF)
5 90% - 10% 7884 876 During the forecasting, the number of membership
6 95% - 5% 8322 438 function (MF) being used for each input variable was varied.
Five variations of the number of MF were proposed to
Using the six variations of data composition given in determine the best optimal performance of the ANFIS
Table II, the forecasting performance has been based on the algorithm. The scenario of the MF variations is performed by
obtained error values of RMSE and MAE, as shown in Table using the MF type of Generalized Bell and 100 epochs. The
III. As seen, the largest RMSE value of 2.8357 km/h was proposed MF type used in this experiment is Generalized
obtained using the sixth data composition consisting of 95% Bell. The performance of ANFIS algorithm with different
training data and 5% testing data, while the smallest value of variation of MF numbers were measured based on the
2.1354 km/h was obtained using the 85% training data and minimum values of RMSE and MAE obtained, as shown in
15% testing data composition. The largest MAE value was Table IV.
obtained using the sixth composition giving the value of
2.3743 km/h, while the smallest MAE 2.1354 km/h was

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 As can be observed in Table IV, increasing the number of
membership function tends to worsen the MAE and RMSE
values. The smallest MAE value of 2.1819 km/h was
obtained using the smallest number of membership function
used, whereas the largest MAE value of 2.2969 km/h was
obtained using the largest number of membership function
considered. The RMSE calculation also gave the similar
trend. The smallest RMSE value of 2.77340 km/h was
obtained using the smallest number of membership function
considered, whereas the largest RMSE value of 3.6847 km/h
was obtained using the largest number of membership
function used. The number of MF with configuration 2,2,2,2
variation has given the best optimal ANFIS performance.
The best and the worst performances of wind speed
forecasting using the configuration number of MF of 2,2,2,2
and 4,4,4,4. The forecasting result using configuration
number of MF of 2,2,2,2 is presented in Fig. 6.
TABLE IV. THE VALUES OF RMSE AND MAE OBTAINED USING THE
CONSIDERED MF VARIATIONS
shaped type of MF. It can be interpreted that among the MF
types considered for wind speed forecasting, Generalized
Bell type offers the best results.
C. Wind Speed Forecasting using ARIMA
In this experiment, the ARIMA model of each input
series were applied to the ARIMA model of the output
series. The use of the ARIMA method served as comparison
to the ANFIS method. Following are the stages of the
ARIMA model for forecasting wind speed.
1) Identification of a Single Input Model Form
The first step is analyzing the periodical series data using
the autocorrelation function (ACF) and partial
autocorrelation function (PACF) time series plots of each
data. The purpose is to determine whether there are seasonal
patterns and data stationarity. The following step is plotting
the ACF and PACF data on the input and output series, as
seen in Table VI.

Trials Variations of MF MAE (km/h) RMSE (km/h) TABLE VI. ARIMA MODELS OF INPUT AND OUTPUT SERIES
1 2,2,2,2 2.1819 2.7340 Parameter
2 2,2,3,3 2.1865 2.7394 Parameter ARIMA Model p-value
Estimator
3 2,2,3,4 2.2055 2.7908 1 = 0.2949 0.0079
4 3,3,3,3 2.1835 2.7355 Wind Speed (1,1,0)(2,2,0)24
2 = -0.5474 0.0039
5 4,4,4,4 2.2969 3.6847 Temperature (0,1,0)(2,2,0)24 2 = -0.5595 0.0067
1 = 0.0496 0.0106
2 = -0.5643 0.0068
Air pressure (1,1,3)(2,2,1)24
3 = -0.0944 0.0115
1 = -0.0771 0.0094
1 = 0.0816 0.0039
Solar radiation (1,0,0)(1,1,0)24
1 = -0.5308 0.0053
1 = 0.6519 0.0061
Sunshine
(1,0,0)(1,2,1)24 2 = 0.5296 0.0099
duration
1 = -0.8806 0.0061

2) Multivariate ARIMA Forecasting

The output series of ARIMA model were used during the
forecasting using the multivariate ARIMA model. is the
ARIMA output series i.e. wind speed model. The six
variations of data composition as given in Table II were
Fig. 6. Results of forecasting using the ANFIS method with configuration
of membership function of 2,2,2,2.
considered. The resulted values of MAE and RMSE during
the wind speed forecasting using the ARIMA method are
3) Variations of Membership Function Type presented in Table VII.
In this experiment, various types of membership
functions were used. Five considered membership function TABLE VII. COMPARISON OF ARIMA MULTIVARIATE RMSE AND MAE
types included Gaussian, Generalized Bell, Gaussian Trial Data Variation MAE (km/h) RMSE (km/h)
combination, Trapezoidal and Pi-shaped. The configuration 1 70%-30% 3.3372 4.2009
of MF number of 2,2,2,2 and 100 times of iteration were 2 75%-25% 2.3757 3.0634
used. The related values of RMSE and MAE obtained during 3 80%-20% 2.6071 3.2565
the forecasting process are presented in Table V. 4 85%-15% 2.7331 3.3302
5 90%-10% 2.8211 3.5288
TABLE V. COMPARISON OF RMSE AND MAE ON VARIATIONS IN MF 6 95%-5% 3.5965 4.2982
TYPES
By observing the Table VII, it can be seen that the
Trial Data Variation MAE (km/h) RMSE (km/h) smallest MAE value of 2.3757 km/h was obtained using the
1 Generalized bell 2.1604 2.7060 75%-25% data composition, while the largest MAE value of
2 Gaussian 2.1714 2.7204 3.,5965 km/h was obtained using the 95%-5% data
3 Gaussian combination 2.1772 2.7305 composition. In addition, the same trend as MAE result, the
5 Trapezoidal 2.1879 2.7398 smallest and the largest RMSE values obtained were 3.0634
4 Pi-shaped 2.2249 2.7961 km/h and 4.2982 km/h using the data composition of 75%-
25% and 95%-5% respectively. The composition of 75%
The Generalized Bell type of membership function training data and 25% testing data offered the best ARIMA
resulted in the smallest RMSE and MAE values, whereas the algorithm performance during the wind speed forecasting in
largest RMSE and MAE values were obtained using the Pi- term of both MAE and RMSE values. The best and worst

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forecasting results using the ARIMA method are presented in
Fig. 7 and Fig. 8.
20
Actual
ARIMA
15
10
5 result.
0
0 500 1000 1500 2000
Data
Fig. 7. The wind speed forecasting using ARIMA for 75%-25% data
varation
Fig. 8. The wind speed forecasting using ARIMA for 95%-5% data
varation
D. Comparison of ANFIS and ARIMA Performances
Comparing the performance of the ANFIS and ARIMA
methods when being used for wind speed prediction was
based on the values of RMSE and MAE using the variations
of data composition into training data and testing data. In
general, the ANFIS method results in higher values of both
RMSE and MAE for all variations of data composition
considered. It means that the ANFIS method can be used to
predicts the wind speed better than the ARIMA method.
IV. CONCLUSIONS
The wind speed forecasting is an important aspect in
scheduling the operation of wind energy power (WEP) in the
power system. In this paper, the ANFIS and ARIMA
methods have been explored to predict the wind speed in the
Malang city of Indonesia. The MAE and RMSE values have
been used to measure and to compare the performance of
both methods considered. The ANFIS method performance
has been investigated by varying the data composition into
training data and testing data, by varying the configuration of
membership function number, and by varying the types of
membership function used. The best performance has been
obtained using the composition of training-testing data of
85%-15%, configuration of membership function number of
2,2,2,2, and using the Generalized Bell type of membership
function. The best values of MAE and RMSE using the
ANFIS method were 2.1354 km/h and 2.6333 km/h
respectively. As comparison, the best values of the MAE and
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RMSE using the ARIMA method were 2.3757 km/h and
3.0634 km/h respectively. It can be concluded that the
ANFIS method performs better than the ARIMA method for
the prediction of wind speed in Malang city of Indonesia.
ACKNOWLEDGMENT
The authors would like to thank the Power System
Engineering and Energy Management Research Group
(PSeemRG) of Universitas Brawijaya, Indonesia, for
enabling the dissemination and publication of this research
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