Abstract
Due to the low dispatchability of wind power, the massive integration of this energy source in power systems requires short-term and very short-term wind power output forecasting models to be as efficient and stable as possible. A study is conducted in the present paper of potential improvements to the performance of artificial neural network (ANN) models in terms of efficiency and stability. Generally, current ANN models have been developed by considering exclusively the meteorological information of the wind farm reference station, in addition to selecting a fixed number of time periods prior to the forecasting. In this respect, new ANN models are proposed in this paper, which are developed by: varying the number of prior 1-h periods (periods prior to the forecasting hour) chosen for the input layer parameters; and/or incorporating in the input layer data from a second weather station in addition to the wind farm reference station. It has been found that the model performance is always improved when data from a second weather station are incorporated. The mean absolute relative error (MARE) of the new models is reduced by up to 7.5%. Furthermore, the longer the forecasting horizon, the greater the degree of improvement.
Keywords
Artificial neural networks (ANN); wind power forecasting; model performance; wind power output
A major impediment to the large-scale integration of wind power in electrical systems is the low dispatchability of this energy source. The effects of variations in wind speed, and hence wind power, are not only observed on a year-to-year or season-to-season scale, but also on a within-day scale [
The direct consequences of the low dispatchability of wind power on electric power systems can be both technical and economic. Supply and demand adjustments in electric power systems are made 24-36 hours in advance. Any mismatches that might arise between supply and demand forecasting are subsequently corrected on the day itself [
Other strategies have been used to minimize the problem described above. One involves the direct estimation of the net energy demand of the electric power system, which can be understood as the difference between total demand and the energy generated by renewable sources. In [
In the electricity market, the matching of supply and demand is generally performed for 1 hour periods. For this reason, in an analysis of model forecasting performance, it is very important to evaluate the error for 1 hour periods, to study model performance for different forecasting horizons, and to evaluate the stability of the error in the time horizon in which the forecasting is made.
Numerous studies can be found in the literature on the development of short-term forecasting models. Different techniques and approaches have been analyzed and proposed. In most cases, good performances for specific forecasting horizons have been obtained. The techniques range from simple heuristics [
In [
This paper considers possible improvements, in terms of efficiency and stability, to the performance of ANN-based models for wind power forecasting. For this purpose, an analysis is made on the improvement of model performance of: varying the number of prior 1-h periods (periods prior to the forecasting hour) chosen for the ANN input layer parameters; and/or incorporating in the input layer data from a second WS in addition to the data from the wind farm reference station. The analysis is undertaken for a wide range of forecasting horizons. Based on the above, a total of up to 175 ANN models are generated, and the results are compared by applying the models to two actual wind farms located in the Canary Islands, Spain.
The aim of this paper is to make the following original contributions.
1) It investigates the improvement in the efficiency and stability of ANN models by varying the number of prior 1-h periods (periods prior to the forecasting hour and hereinafter referred to as n), chosen for incorporation of the input layer parameters.
2) It studies the improvement in ANN model performance of the additional incorporation in the input layer of meteorological data from WSs other than the wind farm reference station.
Both effects are analyzed for different forecasting horizons.

Fig. 1 Methodology to obtain forecasting models.
The following data are used in all the models: historical wind speed and direction data obtained from the wind farm reference WS, and historical power production data of the wind farm. In some models, which will be explained subsequently, the historical wind speed and direction data of a second WS are used in addition to the data of the wind farm reference station.
The output layer is composed of the power output values for different forecasting horizons.
The number of hours prior to the forecasting hour, n, and the length of the forecasting horizon that is being forecasted, m, are variable.
The ANNs used to generate the models are composed of three layers with feedforward connections. For this purpose, multi-layer perceptron (MLP) topologies have been used [
The architectures are trained using the backpropagation algorithm with sigmoidal activation function [
To carry out the training and validation stages used to generate the model and the test stage of the network, the available annual data series for each parameter are divided into random and different subsets, as shown in
As can be seen in
The 10-fold cross-validation technique is used for the process of model generation and evaluation. The data subset of the test stage is used in each of the iterations. The error assigned to each model is the arithmetic mean of those obtained in the test stage for each of the iterations.
The various studies are performed using neural network tools available in the MATLAB software package.
1) Case A: comparison of efficiency and stability of different ANN models, which are obtained by varying the number of periods prior to the forecasting hour (n) chosen for incorporation of different parameters in the input layer.
The number of prior periods n and the number of forecasting horizon periods m are the studied variables. Different combinations of n and m generate different models whose performances will be analyzed. For Case A, both n and m are permitted to take the values 3, 6, 12, 24 and 36, i.e., five different models are generated for each forecasting horizon, and thus the total number of generated models is 25. This methodology is applied to the two wind farms.
To study the models in terms of the stability of forecasting, the results obtained for each of the periods within the forecasting horizon m are compared.

Fig. 2 Schematic representation of neural network for generation of forecasting models in Case A.
2) Case B: comparison of performance of ANN models when additionally incorporating in the input layer the data from a second WS other than the reference station of wind farm. For Case B, both n and m could take the same values as indicated for Case A.

Fig. 3 Schematic representation of neural network for generation of forecasting models in Case B.
In Case B, the input layer of the ANN incorporates the data from a second WS in addition to that of the reference WS of the wind farm. To generate different models, the data of the reference WS of each wind farm (WS1 and WS9) are combined with the data of each of the seven other WSs, WS2 to WS8 (Table I). Therefore, for Case B, 175 different models are generated (). After applying these models to each wind farm, their results are compared.
The number of neurons in the input layer also varies, depending on the value of n, from 15 () to 180 ().
The variation in the number of output layer neurons is the same as in Case A.
To compare the performance of the different models generated for Cases A and B, metrics (1) and (2) are used:
(1) |
(2) |
where MARE is the mean absolute relative error for the forecasting horizon; T is the number of data in the test stage (see
The meteorological data (wind speed and direction) recorded by nine WSs located in four of the seven islands of the Canary Archipelago (Table I) are used in this paper. The mean hourly wind speed and direction data from 2008 are used in all cases. The heights of the WSs are expressed in metres above ground level.
To validate and compare the results obtained with the different models, the information corresponding to two wind farms located on two of the seven islands of the Canary Archipelago is used. Tables II and III show the geographic coordinates of the wind turbines (WT1-WT9) of the two wind farms (WF1 and WF2). The hourly wind power output data for 2008 are used for this study.
Stations WS1 and WS9 in Table I are the reference WSs of wind farms WF1 and WF2, respectively. The data of WS1 and WS9 and the wind power production values are provided by the respective owners of the wind farms. The data from the seven additional WSs are provided by the Canary Islands Technological Institute (Spanish initials: ITC) and Spain’s Sate Meteorological Agency (Spanish initials: AEMET).
Table IV shows the results obtained for the coefficients of linear correlation (3) between the mean hourly wind speeds of the different WSs.
(3) |
where CC is the Pearson correlation coefficient between the wind speeds of two WSs; Viand are the speeds at instant i of the two WSs subject to correlation; and are the mean values of Viand , respectively; and NG is the total number of data of the series. In this case, as a series of hourly data equivalent to one year is available, .
The discussion focuses on the two cases proposed in the methodology. For the various figures corresponding to the results, indicates that 2 periods prior to the forecasting period are chosen in addition to the forecasting period , and indicates a forecasting horizon of 3 periods () starting from the period when the forecasting is made. The same is true for all combinations.

Fig. 4 MARE results in Case A.
For the forecasting horizons , , , the maximum improvements obtained for MARE between the values for and are 13.3%, 11.2% and 10%, respectively. For the same cases but for R, the corresponding improvements are 7.9%, 8.9% and 9.2%, respectively.
To study the forecasting stability, an analysis has been made for the case of forecasting horizon , in which the number of forecasting periods is significant.

Fig. 5 R results in Case A.

Fig. 6 MARE variation of different forecasting periods: case of a forecasting horizon .

Fig. 7 Stability of relative error SDV in forecasting horizon.
This analysis is made on the basis of the standard deviation of relative error in the forecasting horizon:
(4) |
where SDV is the mean standard deviation of MARE for a forecasting time horizon m.
It can be seen in
As an example, we will now proceed to analyze the cases of the forecasting models and . To date, in the ANN models studied in the literature, the number of prior periods n chosen to generate the models has always been fixed. Assume that n is chosen as 12 for a standard model. As shown in
For Case B, the MARE and R results of this case with two WSs (, ), are compared with those of Case A with one WS (, ), as shown in (5) and (6).
(5) |
(6) |
It can be seen in Figs. 8 and 9 that all the models generated for Case B achieve an additional improvement in performance compared to that for Case A. This additional improvement is in relation to the developed ANN models, where exclusive data is used from a single WS. It can also be observed that, in general, the degree of improvement increases as m increases. This degree of improvement slows down for forecasting horizons longer than 24 hours.
The maximum additional improvements in model performance are seen in forecasting horizons and (7.5% and 5.5% for MARE and 3.7% and 5.4% for R, respectively). Even for the shortest forecasting horizons, and , the maximum improvements in the MARE metric are significant (3% and 4.9%, respectively).
Continuing with the specific example proposed in the analysis of results for Case A (using models and ),

Fig. 8 Comparison of MARE results for Cases A and B.

Fig. 9 Comparison of R results for Cases A and B.

Fig. 10 Improvements in error for two specific models due to implementation of Cases A and B.
Points A and B represent the error obtained when using a fixed n of 12 and only data from the reference WS of the wind farm. Points A1 and B1 represent the improvements obtained in the error in Case A when n is increased to 24. Points A2 and B2 represent the additional improvements obtained in the error in Case B when the data from the second WS are incorporated in the input layer of the ANN. For the two specific examples, the overall improvements obtained by combining Cases A and B equal to 8.78% and 6.04%, respectively.
A series of conclusions can be drawn from the results of this study with respect to possible improvements in the performance of ANN models for the short-term forecasting of wind power output.
The performance of the new ANN models generated for each forecasting horizon is improved with the increase in the number of prior 1-h periods prior to the forecasting hour, which is chosen for the incorporation of the input layer parameters. For the forecasting horizons , and , the maximum improvements obtained for MARE are 13.3%, 11.2% and 10%, respectively; and for R, the corresponding improvements are 7.9%, 8.9% and 9.2%, respectively.
The stability of the mean relative error is also studied for the different forecasting periods and for each forecasting horizon m. As n increases, the stability of the error in the forecasting is significantly improved for all forecasting horizons.
Additionally, in all the new models, the incorporation in the input layer of ANN of meteorological data from a second WS also helps improve the performance of the traditional models with data from the reference station of the wind farm. In general, the degree of improvement in model performance increases with m, attaining improvements in MARE and R of up to 7.5% and 5.4%, respectively.
Conflict of Interest
No funding sources had any influence on study design, collection, analysis, or interpretation of data, manuscript preparation, or the decision to submit for publication.
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