Day-ahead prediction using time series partitioning with Auto-Regressive model

Autor: Kiplangat, Dennis Cheruiyot, Drisya, G. V., Kumar, K. Satheesh
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
Popis: Wind speed forecasting has received a lot of attention in the recent past from researchers due to its enormous benefits in the generation of wind power and distribution. The biggest challenge still remains to be accurate prediction of wind speeds for efficient operation of a wind farm. Wind speed forecasts can be greatly improved by understanding its underlying dynamics. In this paper, we propose a method of time series partitioning where the original 10 minutes wind speed data is converted into a two-dimensional array of order (N x 144) where N denotes the number of days with 144 the daily 10-min observations. Upon successful time series partitioning, a point forecast is computed for each of the 144 datasets extracted from the 10 minutes wind speed observations using an Auto-Regressive (AR) process which is then combined together to give the (N+1) st day forecast. The results of the computations show significant improvement in the prediction accuracy when AR model is coupled with time series partitioning.
Comment: International Journal on Computer Science and Engineering (IJCSE), http://www.enggjournals.com/ijcse/ , 2016
Databáze: arXiv