Wavelet kernel least square twin support vector regression for wind speed prediction

Abstract

Wind energy is a powerful yet freely available renewable energy. It is crucial to predict the wind speed (WS) accurately to make a precise prediction of wind power at wind power generating stations. Generally, the WS data is non-stationary and wavelets have the capacity to deal with such non-stationarity in datasets. While several machine learning models have been adopted for prediction of WS, the prediction capability of primal least square support vector regression (PLSTSVR) for the same has never been tested to the best of our knowledge. Therefore, in this work, wavelet kernel-based LSTSVR models are proposed for WS prediction, namely, Morlet wavelet kernel LSTSVR and Mexican hat wavelet kernel LSTSVR. Hourly WS data is gathered from four different stations, namely, Chennai, Madurai, Salem and Tirunelveli in Tamil Nadu, India. The proposed models' performance is assessed using root mean square, mean absolute, symmetric mean absolute percentage, mean absolute scaled error and R². The proposed models' results are compared to those of twin support vector regression (TSVR), PLSTSVR and large-margin distribution machine-based regression (LDMR). The performance of the proposed models is superior to other models based on the results of the performance indicators.

Keywords: Kernel; Primal least squares; Twin support vector regression; Wavelet; Wind speed prediction.