A novel hybrid ensemble approach for wind speed forecasting with dual-stage decomposition strategy using optimized GRU and transformer models

Abstract

Wind energy has attracted global interest owing to its sustainable and environmentally friendly characteristics. Nevertheless, precisely forecasting wind speed can be challenging due to its volatile and unpredictable nature. This paper presents a new hybrid forecasting approach based on dual stage decomposition mechanism, namely TMQGDT for wind speed prediction. At first, a decomposition technique called time-varying filtered based empirical mode decomposition (TVFEMD) is utilized to decompose the original wind speed data into several intrinsic mode functions (IMFs). Afterwards, multi-scale permutation entropy (MPE) is used to assess the complexity of each IMF. Based on the entropy values, the IMFs are further classified into high-frequency and low-frequency IMFs. To address the significant volatility observed in the high-frequency IMFs, discrete wavelet transform (DWT) method is employed to perform secondary decomposition. The low-frequency IMFs are forecasted using gated recurrent unit (GRU) model optimized with quantum particle swarm optimization (QPSO) algorithm, while the high-frequency IMFs are forecasted with the Transformer model. The proposed model is trained and validated using four wind speed time series datasets collected from Germany and China. Five individual models and six hybrid models are compared against the proposed model to validate the forecasting performance of the proposed TMQGDT model. The prediction outcomes reveals that the R² of the model is 0.973, 0.968, 0.956, and 0.996 on the four dataset test sets, which has improved by 3.39 %, 3.93 %, 5.53 %, and 0.50 %, respectively, compared to the TVFEMD-MPE-QPSO-GRU-DWT-Autoformer model. The excellent accuracy performance of the TMQGDT model indicates that developing a hybrid model based on deep learning techniques using secondary decomposition mechanism and optimization algorithm can enhance the precision of wind speed prediction.