Modeling and forecasting the mean hourly wind speed time series using GMDH-based abductive networks

Wind speed forecasts are important for the operation and maintenance of wind farms and their profitable integration into power grids, as well as many important applications in shipping, aviation, and the environment. Modern machine learning techniques including neural networks have been used for this purpose, but it has proved hard to make significant improvements on the performance of the simple persistence model. As an alternative approach, we propose here the use of abductive networks. which offer the advantages of simplified and more automated model synthesis and transparent analytical input-output models. Various abductive models for predicting the mean hourly wind speed 1 h ahead have been developed using wind speed data at Dhahran, Saudi Arabia during the month of May over the years 1994-2005. The models were evaluated on the data for May 2006. Models described include a single generic model to forecast next-hour speed from the previous 24 hourly measurements and an hour index, which give an overall mean absolute error (MAE) of 0.85 m/s and a correlation coefficient of 0.83 between actual and predicted values. The model achieves an improvement of 8.2% reduction in MAE compared to hourly persistence. The above model was used iteratively to forecast the hourly wind speed 6 h and 24 h ahead at the end of a given day, with MAEs of 1.20 m/s and 1.42 m/s which are lower than forecasting errors based on day-to-day persistence by 14.6% and 13.7%. Relative improvements on persistence exceed those reported for several machine learning approaches reported in the literature. (C) 2009 Elsevier Ltd. All rights reserved.