A novel model based on CEEMDAN, IWOA, and LSTM for ultra-short-term wind power forecasting

The randomness and instability of wind power bring challenges to power grid dispatching. Accurate prediction of wind power is significant to ensure the stable development of power grid. In this paper, a new ultra-short-term wind power forecasting model based on complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) and long-short-term memory (LSTM) network optimized by improved whale optimization algorithm (IWOA) is proposed. Firstly, CEEMDAN is applied to decompose the power history data into several intrinsic mode functions (IMFs) and a residual (RS) to reduce the complexity and unsteadiness of the original data. Then the partial autocorrelation method is used to analyze and select the input variables of each IMF and the residual. Finally, the IWOA-LSTM prediction model is established, and the parameters of LSTM are optimized by using the improved whale optimization algorithm. Each IMF and the residual are predicted respectively. The prediction results are superimposed to obtain the final wind power prediction value. The hybrid model is applied to the ultra-short-term wind power prediction of a wind farm in northern China. The prediction results of comparison experiments with other 11 models prove the effectiveness of the proposed model.