Hidden Markov Model with Information Criteria Clustering and Extreme Learning Machine Regression for Wind Forecasting
This paper proposes a procedural pipeline for wind forecasting based on clustering and regression. First, the data are clustered into groups sharing similar dynamic properties. Then, data in the same cluster are used to train the neural network that predicts wind speed. For clustering, a hidden Markov model (HMM) and the modified Bayesian information criteria (BIC) are incorporated in a new method of clustering time series data. to forecast wind, a new method for wind time series data forecasting is developed based on the extreme learning machine (ELM). the clustering results improve the accuracy of the proposed method of wind forecasting. Experiments on a real dataset collected from various locations confirm the method's accuracy and capacity in the handling of a large amount of data.
D. Lam et al., "Hidden Markov Model with Information Criteria Clustering and Extreme Learning Machine Regression for Wind Forecasting," Journal of Computer Science and Cybernetics, vol. 30, no. 4, pp. 361 - 376, Vietnam Academy of Science and Technology, Jan 2014.
The definitive version is available at https://doi.org/10.15625/1813-9663/30/4/5510
Electrical and Computer Engineering
Center for High Performance Computing Research
Keywords and Phrases
Clustering; ELM; Forecast; HMM; Time series data
International Standard Serial Number (ISSN)
Article - Journal
© 2014 Vietnam Academy of Science and Technology, All rights reserved.
01 Jan 2014
Electrical and Computer Engineering Commons, Numerical Analysis and Scientific Computing Commons