Deep learning architectures applied to wind time series multi-step forecasting
Forecasting is a critical task for the integration of wind-generated energy into electricity grids. Numerical weather models applied to wind prediction, work with grid sizes too large to reproduce all the local features that influence wind, thus making the use of time series with past observations a...
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| Tipo de documento: | Tese de doutorado |
| Data de publicação: | 2020 |
| País: | España |
| Recursos: | Universitat Politècnica de Catalunya (UPC) |
| Repositório: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | Inglês |
| OAI Identifier: | oai:upcommons.upc.edu:2117/328183 |
| Acesso em linha: | https://hdl.handle.net/2117/328183 https://dx.doi.org/10.5821/dissertation-2117-328183 |
| Nível de acesso: | Acesso aberto |
| Palavra-chave: | Deep learning Wind prediction Time series forecasting Multi-step prediction CNN Architecture RNN architecture Spectral analysis Forecastability Predicció vent Preidicción viento Àrees temàtiques de la UPC::Informàtica |
| Resumo: | Forecasting is a critical task for the integration of wind-generated energy into electricity grids. Numerical weather models applied to wind prediction, work with grid sizes too large to reproduce all the local features that influence wind, thus making the use of time series with past observations a necessary tool for wind forecasting. This research work is about the application of deep neural networks to multi-step forecasting using multivariate time series as an input, to forecast wind speed at 12 hours ahead. Wind time series are sequences of meteorological observations like wind speed, temperature, pressure, humidity, and direction. Wind series have two statistically relevant properties; non-linearity and non-stationarity, which makes the modelling with traditional statistical tools very inaccurate. In this thesis we design, test and validate novel deep learning models for the wind energy prediction task, applying new deep architectures to the largest open wind data repository available from the National Renewable Laboratory of the US (NREL) with 126,692 wind sites evenly distributed on the US geography. The heterogeneity of the series, obtained from several data origins, allows us to obtain conclusions about the level of fitness of each model to time series that range from highly stationary locations to variable sites from complex areas. We propose Multi-Layer, Convolutional and recurrent Networks as basic building blocks, and then combined into heterogeneous architectures with different variants, trained with optimisation strategies like drop and skip connections, early stopping, adaptive learning rates, filters and kernels of different sizes, between others. The architectures are optimised by the use of structured hyper-parameter setting strategies to obtain the best performing model across the whole dataset. The learning capabilities of the architectures applied to the various sites find relationships between the site characteristics (terrain complexity, wind variability, geographical location) and the model accuracy, establishing novel measures of site predictability relating the fit of the models with indexes from time series spectral or stationary analysis. The designed methods offer new, and superior, alternatives to traditional methods. |
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