Hybrid Deep Learning-Based Model for Wind Speed Forecasting Based on DWPT and Bidirectional LSTM Network

Abstract

Accurate wind speed forecasting is essential for the reliability and security of the power system, and optimal operation and management of wind integrated smart grids. However, it is still a challenging task due to the highly uncertain and volatile nature of wind speed. Accordingly, in this work, a novel deep learning-based model integrating the discrete wavelet packet transform (DWPT) and bidirectional long short-term memory (BLSTM) is developed to precisely capture deep temporal features and learn the time-varying relationship of wind speed time series. In the proposed method, by applying the DWPT, both approximations and details parts are decomposed by passing through the filters to choose the frequency band related to the features of the original signal more adaptively. The BLSTM networks are incorporated to deal with the uncertainties more effectively as they have bidirectional memory capability (feedforward and feedback loops) to investigate both previous and future hidden layers data. To simultaneously improve the forecasting performance and decrease the learning complexity, the reconstructed state space of historical wind data is employed to reflect the evolution laws of wind speed. Two case studies using real-world wind speed datasets gathered from Flatirons campus (M2) of National Renewable Energy Laboratory (NREL) located in Colorado, USA and weather station of Edmonton, Canada are implemented to demonstrate the effectiveness and superiority of the proposed hybrid method compared to the shallow architectures and state-of-the-art deep learning models in the recent literature.