Short-Term Wind Speed Forecasting Based on Hybrid MODWT-ARIMA-Markov Model

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dc.citation.volume9
dc.contributor.authorYousuf MU
dc.contributor.authorAl-Bahadly I
dc.contributor.authorAvci E
dc.contributor.editorDo TD
dc.date.accessioned2024-03-26T20:39:15Z
dc.date.accessioned2024-07-25T06:52:30Z
dc.date.available2021-05-27
dc.date.available2024-03-26T20:39:15Z
dc.date.available2024-07-25T06:52:30Z
dc.date.issued2021-06-08
dc.description.abstractMarkov chains (MC) are statistical models used to predict very short to short-term wind speed accurately. Such models are generally trained with a single moving window. However, wind speed time series do not possess an equal length of behavior for all horizons. Therefore, a single moving window can provide reasonable estimates but is not an optimal choice. In this study, a forecasting model is proposed that integrates MCs with an adjusting dynamic moving window. The model selects the optimal size of the window based on a similar approach to the leave-one-out method. The traditional model is further optimized by introducing a self-adaptive state categorization algorithm. Instead of synthetically generating time series, the modified model directly predicts one-step ahead wind speed. Initial results indicate that adjusting the moving window MC prediction model improved the forecasting performance of a single moving window approach by 50%. Based on preliminary findings, a novel hybrid model is proposed integrating maximal overlap discrete wavelet transform (MODWT) with auto-regressive integrated moving average (ARIMA) and adjusting moving window MC. It is evident from the literature that MC models are suitable for predicting residual sequences. However, MCs were not considered as a primary forecasting model for the decomposition-based hybrid approach in any wind forecasting studies. The improvement of the novel model is, on average, 55% for single deep learning models and 30% for decomposition-based hybrid models.
dc.description.confidentialfalse
dc.edition.edition2021
dc.format.pagination79695-79711
dc.identifier.author-urlhttp://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000673908500001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=c5bb3b2499afac691c2e3c1a83ef6fef
dc.identifier.citationYousuf MU, Al-Bahadly I, Avci E. (2021). Short-Term Wind Speed Forecasting Based on Hybrid MODWT-ARIMA-Markov Model. IEEE Access. 9. (pp. 79695-79711).
dc.identifier.doi10.1109/ACCESS.2021.3084536
dc.identifier.eissn2169-3536
dc.identifier.elements-typejournal-article
dc.identifier.issn2169-3536
dc.identifier.urihttps://mro.massey.ac.nz/handle/10179/71086
dc.languageEnglish
dc.publisherIEEE
dc.publisher.urihttps://ieeexplore.ieee.org/document/9442729
dc.relation.isPartOfIEEE Access
dc.rightsCC BY 4.0
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.subjectPredictive models
dc.subjectWind speed
dc.subjectForecasting
dc.subjectWind forecasting
dc.subjectComputational modeling
dc.subjectMarkov processes
dc.subjectTime series analysis
dc.subjectWind speed
dc.subjectforecasting
dc.subjectmarkov chain
dc.subjectmoving window
dc.subjectstatistical
dc.subjectwavelets
dc.titleShort-Term Wind Speed Forecasting Based on Hybrid MODWT-ARIMA-Markov Model
dc.typeJournal article
pubs.elements-id446097
pubs.organisational-groupOther
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