access icon free Randomised learning-based hybrid ensemble model for probabilistic forecasting of PV power generation

Probabilistic forecasting of solar photovoltaic (PV) generation is critical for stochastic or robust optimisation-based power system dispatch. This study proposes a randomised learning-based hybrid ensemble (RLHE) model to construct the prediction intervals of probabilistic PV forecasting. Three different randomised learning algorithms, namely extreme learning machine, randomised vector functional link, and stochastic configuration network, are ensembled as a hybrid forecasting model. Besides, bootstrap is used as the ensemble learning framework to increase the diversity of training samples. For each algorithm, a decision-making rule is designed to evaluate the credibility of the individual outputs and the incredible ones are discarded at the output aggregation step. The weight coefficients of the aggregated outputs of the three algorithms are then optimised to compute the final point forecast results. Based on the point forecast results, the prediction intervals are constructed considering both model misspecification uncertainty and data noise uncertainty. The variance in model misspecification uncertainty is directly calculated with the individual outputs and the variance in data noise uncertainty is separately trained with an RLHE model. The proposed method is tested with an open dataset and compared with several benchmarking approaches.

Inspec keywords: decision making; probability; optimisation; stochastic processes; photovoltaic power systems; neural nets; learning (artificial intelligence)

Other keywords: randomised vector functional link; aggregated outputs; model misspecification uncertainty; RLHE model; extreme learning machine; stochastic optimisation-based power system dispatch; randomised learning-based hybrid ensemble model; stochastic configuration network; probabilistic forecasting; robust optimisation-based power system dispatch; final point forecast results; PV power generation; individual outputs; probabilistic PV forecasting; prediction intervals; solar photovoltaic generation; hybrid forecasting model; data noise uncertainty

Subjects: Other topics in statistics; Solar power stations and photovoltaic power systems; Optimisation techniques; Optimisation techniques; Other topics in statistics; Knowledge engineering techniques; Neural computing techniques

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