CN103927597A - Ultra-short-term wind power prediction method based on autoregression moving average model - Google Patents

Abstract

The invention discloses an ultra-short-term wind power prediction method based on an autoregression moving average model. The ultra-short-term wind power prediction method based on the autoregression moving average model comprises the steps that data are input to enable parameters of the autoregression moving average model to be obtained; input data required by wind power prediction are input into the autoregression moving average model determined according to the parameters of the autoregression moving average model, so that a prediction result is obtained. Key information is provided for new energy power generation real-time scheduling, a new energy power generation day-ahead plan, a new energy power generation monthly plan, new energy power generation capability evaluation and wind curtailment power estimation by predicting the wind power generated during wind power generation. The ultra-short-term wind power prediction accuracy is effectively improved due to the fact a composite data source is introduced, and thus the on-grid energy of new energy resources is effectively increased on the premise that safe, stable and economical operation of a power grid is guaranteed.

Description

Ultrashort-term wind power prediction method based on autoregressive moving-average model

Technical field

The present invention relates to wind power electric powder prediction in generation of electricity by new energy process, particularly, relate to a kind of ultrashort-term wind power prediction method based on complex data source autoregressive moving-average model.

Background technology

China's wind-powered electricity generation enters the large-scale new forms of energy base majority that large-scale development produces after the stage and is positioned at " three northern areas of China " (northwest, northeast, North China); large-scale new forms of energy base is generally away from load center, and its electric power need to be transported to load center and dissolve through long-distance, high voltage.Intermittence, randomness and undulatory property due to wind, light resources, cause wind-powered electricity generation, the photovoltaic generation in extensive new forms of energy base to be exerted oneself fluctuation in a big way can occur thereupon, further cause the fluctuation of power transmission network charge power, to safe operation of electric network, bring series of problems.

By in April, 2014, the installed capacity of Gansu Power Grid grid connected wind power has reached 7,070,000 kilowatts, accounts for 22% of Gansu Power Grid total installation of generating capacity, becomes the second largest main force power supply that is only second to thermoelectricity.At present, Gansu Power Grid wind-powered electricity generation, photovoltaic generation installation surpass 1/3 of Gansu Power Grid total installation of generating capacity.Along with improving constantly of new-energy grid-connected scale, wind-powered electricity generation, photovoltaic generation uncertainty and uncontrollability are brought problems to the safety and stability economical operation of electrical network.Accurately estimating available power generating wind resource is the basis to large-scale wind power Optimized Operation.Wind power in wind-power electricity generation process is predicted, be can be that generation of electricity by new energy Real-Time Scheduling, generation of electricity by new energy are planned, generation of electricity by new energy monthly plan, generation of electricity by new energy capability evaluation and abandon wind-powered electricity generation amount and estimate to provide key message a few days ago.

Summary of the invention

The object of the invention is to, for the problems referred to above, propose a kind of ultrashort-term wind power prediction method based on autoregressive moving-average model, to realize the advantage of high precision ultrashort-term wind power prediction.

For achieving the above object, the technical solution used in the present invention is:

A ultrashort-term wind power prediction method based on autoregressive moving-average model, comprises that input data obtain autoregressive moving-average model parameter;

Input wind power prediction required input data are to according to being predicted the outcome in the definite autoregressive moving-average model of the parameter of above-mentioned autoregressive moving-average model.

According to a preferred embodiment of the invention, described input data obtain autoregressive moving-average model parameter and comprise, step 101, input model training basic data;

Step 102, model are determined rank;

Step 103, employing square method of estimation are estimated determining ARMA (p, the q) model parameter on rank.

According to a preferred embodiment of the invention, described step 101 input model training basic data, input data comprise, wind energy turbine set Back ground Information, historical wind speed data, historical power data and Geographic Information System (GIS) data.

According to a preferred embodiment of the invention, described step 102 model is determined rank:

Adopt residual error variogram method to carry out model and determine rank, be specially and establish x _tfor the item that needs are estimated, x _t-1, x _t-2..., x _t-nfor known historical power sequence, for ARMA (p, q) model, model is determined rank and is determined the value of Model Parameter p and q;

The models fitting original series increasing progressively gradually with serial exponent number all calculates residual sum of squares (RSS) at every turn then draw exponent number and figure, when exponent number is during by little increase, can significantly decline, reach after true exponent number value can tend towards stability gradually, increase even on the contrary,

The observed value item number of actual observed value number actual use while referring to model of fit, for the sequence with N observed value, matching AR (p) model, the actual observed value of using mostly is N-p most, model parameter number refers to the actual number of parameters comprising in set up model, and for the model that contains average, model parameter number is that model order adds 1, for the sequence of N observed reading, the residual error estimator of arma modeling is:

According to a preferred embodiment of the invention, described step 103 adopts square method of estimation to determining rank

ARMA (p, q) model parameter estimates that concrete steps are:

The historical power data of wind energy turbine set is utilized to data sequence x ₁, x ₂..., x _trepresent, its sample autocovariance is defined as

${\widehat{\mathrm{\γ}}}_k=\frac{1}{n}\underset{t=k+1}{\overset{n}{\mathrm{\Σ}}}{x}_t{x}_{t-k},$

Wherein, k=0,1,2 ..., n-1, x _tand x _t-kbe data sequence x ₁, x ₂..., x _tin numerical value;

? ${\widehat{\mathrm{\γ}}}_0=-\frac{1}{n}\underset{t=1}{\overset{n}{\mathrm{\Σ}}}{x}_t^2$

Historical power data sample autocorrelation function is:

${\widehat{\mathrm{\ρ}}}_k=\frac{{\widehat{\mathrm{\γ}}}_k}{{\widehat{\mathrm{\γ}}}_0}=\frac{\frac{1}{n}\underset{t=k+1}{\overset{n}{\mathrm{\Σ}}}{x}_t{x}_{t-k}}{\frac{1}{n}\underset{t=1}{\overset{n}{\mathrm{\Σ}}}{x}_t^2}=\frac{\underset{t=k+1}{\overset{n}{\mathrm{\Σ}}}{x}_t{x}_{t-k}}{\underset{t=1}{\overset{n}{\mathrm{\Σ}}}{x}_t^2},$

Wherein, k=0,1,2 ..., n-1.

The square of AR part is estimated as,

Order

Covariance function is

With estimation replace γ _k,

Can obtain parameter

To MA (q) model coefficient θ ₁, θ ₂..., θ _qemploying square estimates at

${\mathrm{\γ}}_0\left(y_t\right)=(1+{\mathrm{\θ}}_1^2+{\mathrm{\θ}}_2^2+...+{\mathrm{\θ}}_q^2){\mathrm{\σ}}_a^2$ Until

${\mathrm{\γ}}_k\left(y_t\right)=(-{\mathrm{\θ}}_k+{\mathrm{\θ}}_1{\mathrm{\θ}}_{k+1}+...+{\mathrm{\θ}}_{q-k}{\mathrm{\θ}}_q){\mathrm{\σ}}_a^2$

K=1 wherein, 2 ..., m,

Above m+1 equation nonlinear equation, adopts process of iteration to solve and obtains autoregressive moving-average model parameter.

According to a preferred embodiment of the invention, described input wind power predicts that required input data are to comprising according to the step that obtains predicting the outcome in the definite autoregressive moving-average model of the parameter of above-mentioned autoregressive moving-average model,

Step 201, power input fundamentals of forecasting data;

Step 202, to input basic data carry out noise filtering and data pre-service;

Step 203, according to definite parameter, set up autoregressive moving-average model, thereby and the data input after processing is predicted the outcome;

Step 204, will predict the outcome exports in database, and by chart and curve, shows and predict the outcome, and show the contrast of prediction and measured result.

According to a preferred embodiment of the invention, described power input fundamentals of forecasting data comprise source monitor system data and operation monitoring system data, and described source monitor system packet is containing wind-resources Monitoring Data; Described operation monitoring system data comprise fan monitor data, booster stations Monitoring Data and data acquisition and supervisor control data.

According to a preferred embodiment of the invention, described noise filtering and data pre-service are specially: the noisy data of being with that noise filtering module obtains monitoring system Real-time Collection are carried out filtering processing, remove bad data and singular value; Data preprocessing module to data align, normalized and category filter process.

According to a preferred embodiment of the invention, described autoregressive moving-average model is:

Wherein, and θ _j(1≤j≤q) is coefficient, α _tit is white noise sequence.

Technical scheme of the present invention has following beneficial effect:

Technical scheme of the present invention is by the wind power in wind-power electricity generation process is predicted, for generation of electricity by new energy Real-Time Scheduling, generation of electricity by new energy are planned a few days ago, generation of electricity by new energy monthly plan, generation of electricity by new energy capability evaluation and abandon wind-powered electricity generation amount and estimate to provide key message.By introducing complex data source, effectively improve ultrashort-term wind power precision of prediction, thereby realize, under the prerequisite that ensures electricity net safety stable economical operation, effectively improve new forms of energy electricity volume object.

Below by drawings and Examples, technical scheme of the present invention is described in further detail.

Accompanying drawing explanation

Fig. 1 is the theory diagram of the ultrashort-term wind power prediction method based on autoregressive moving-average model described in the embodiment of the present invention.

Embodiment

Below in conjunction with accompanying drawing, the preferred embodiments of the present invention are described, should be appreciated that preferred embodiment described herein, only for description and interpretation the present invention, is not intended to limit the present invention.

A ultrashort-term wind power prediction method based on autoregressive moving-average model, comprises that input data obtain autoregressive moving-average model parameter;

Input wind power prediction required input data are to according to being predicted the outcome in the definite autoregressive moving-average model of the parameter of above-mentioned autoregressive moving-average model.

Wind power prediction containing the Operation of Electric Systems of large-scale wind power, relies on huge, data set accurately, if can effectively improve precision of prediction by these data effective integration utilizations.Different from conventional electric power system SCADA monitoring, outside the data such as all kinds of electric, machinery and heating power, wind-powered electricity generation Monitoring Data also comprises a large amount of monitoring resources, operational monitoring and geography information etc.

As shown in Figure 1, the ultrashort-term wind power prediction that technical solution of the present invention proposes can be divided into two stages: model training stage and power prediction stage.

Stage 1: model training

Step 1.1: model training basic data input

Wind power forecast system model training required input data comprise, wind energy turbine set Back ground Information, historical wind speed data, historical power data, Geographic Information System (GIS) data (wind energy turbine set/blower fan coordinate, anemometer tower coordinate, booster stations coordinate etc.).Basic data is input to and in forecast model, carries out model training.

Step 1.2: model is determined rank

Owing to cannot determining in advance, need to set up estimation function with the item of how many known time sequences, so need to carry out determining rank judgement to model.

If x _tfor the item that needs are estimated, x _t-1, x _t-2..., x _t-nfor known historical power sequence, for ARMA (p, q) model, it is exactly the value of determining Model Parameter p and q that model is determined rank.

Adopt residual error variogram method to carry out model and determine rank.Hypothetical model is limited rank autoregressive models, if the exponent number arranging is less than true exponent number, be a kind of not enough matching, thereby matching residual sum of squares (RSS) must be bigger than normal, now by improving exponent number, can significantly reduce residual sum of squares (RSS).Otherwise, if exponent number has reached actual value, increase so again exponent number, be exactly overfitting, now increase exponent number and can not make residual sum of squares (RSS) significantly reduce, even can slightly increase.

With the model that serial exponent number increases progressively gradually, carry out matching original series like this, all calculate residual sum of squares (RSS) at every turn then draw exponent number and figure.When exponent number is during by little increase, can significantly decline, reach after true exponent number value can tend towards stability gradually, sometimes increase even on the contrary.The estimator of residual error variance is:

The observed value item number of actual use when " actual observed value number " refers to model of fit, for the sequence with N observed value, matching AR (p) model, the actual observed value of using mostly is N-p most.

" model parameter number " refers to the actual number of parameters comprising in set up model, and for the model that contains average, model parameter number is that model order adds 1.For the sequence of N observed reading, the residual error estimator of corresponding arma modeling is:

(formula 1),

Wherein, in formula, the quadratic sum that Q is error of fitting, and θ _j(1≤j≤q) is model coefficient, and N is observation sequence length, the constant term in model parameter, general knowledge value according to different and θ _jthe constant term that (1≤j≤q) changes is different and θ _j(1≤j≤q) contrasts different value.

Step 1.3: model parameter estimation

Adopt square method of estimation to estimate the model parameter of ARMA (p, q).First, the historical power data of wind energy turbine set is utilized to data sequence x ₁, x ₂..., x _trepresent, its sample autocovariance is defined as

${\widehat{\mathrm{\γ}}}_k=\frac{1}{n}\underset{t=k+1}{\overset{n}{\mathrm{\Σ}}}{x}_t{x}_{t-k}$ (formula 2)

Wherein, k=0,1,2 ..., n-1, x _tand x _t-kbe data sequence x ₁, x ₂..., x _tin numerical value.

Especially,

${\widehat{\mathrm{\γ}}}_0=-\frac{1}{n}\underset{t=1}{\overset{n}{\mathrm{\Σ}}}{x}_t^2$ (formula 3)

Historical power data sample autocorrelation function is:

${\widehat{\mathrm{\ρ}}}_k=\frac{{\widehat{\mathrm{\γ}}}_k}{{\widehat{\mathrm{\γ}}}_0}=\frac{\frac{1}{n}\underset{t=k+1}{\overset{n}{\mathrm{\Σ}}}{x}_t{x}_{t-k}}{\frac{1}{n}\underset{t=1}{\overset{n}{\mathrm{\Σ}}}{x}_t^2}=\frac{\underset{t=k+1}{\overset{n}{\mathrm{\Σ}}}{x}_t{x}_{t-k}}{\underset{t=1}{\overset{n}{\mathrm{\Σ}}}{x}_t^2}$ (formula 4)

Wherein, k=0,1,2 ..., n-1.

The square of AR part is estimated as

(formula 5)

Order

(formula 6)

Covariance function is

With estimation replace γ _k, have

(formula 8)

Can obtain parameter

To MA (q) model coefficient θ ₁, θ ₂..., θ _qemploying square estimates at

${\mathrm{\γ}}_0\left(y_t\right)=(1+{\mathrm{\θ}}_1^2+{\mathrm{\θ}}_2^2+...+{\mathrm{\θ}}_q^2){\mathrm{\σ}}_a^2$ (formula 9)

……

……

${\mathrm{\γ}}_k\left(y_t\right)=(-{\mathrm{\θ}}_k+{\mathrm{\θ}}_1{\mathrm{\θ}}_{k+1}+...+{\mathrm{\θ}}_{q-k}{\mathrm{\θ}}_q){\mathrm{\σ}}_a^2$ (formula 10)

K=1 wherein, 2 ..., m.

Below comprise altogether m+1 equation, for its parameter, equation is non-linear, adopts process of iteration to solve.

Concrete steps are as follows, and equation is deformed into:

${\mathrm{\σ}}_a^2={\mathrm{\γ}}_0/(1+{\mathrm{\θ}}_1^2+{\mathrm{\θ}}_2^2+...+{\mathrm{\θ}}_q^2)$ (formula 11)

${\mathrm{\θ}}_k=-\frac{{\mathrm{\γ}}_k}{{\mathrm{\σ}}_a^2}+{\mathrm{\θ}}_1{\mathrm{\θ}}_{k+1}+...+{\mathrm{\θ}}_{q-k}{\mathrm{\θ}}_q,k=\mathrm{1,2},...,m$ (formula 12)

Given θ ₁, θ ₂..., θ _qwith one group of initial value, as

${\mathrm{\θ}}_1={\mathrm{\θ}}_2=...={\mathrm{\θ}}_q=0,{\mathrm{\σ}}_a^2={\mathrm{\γ}}_0$ (formula 13)

The above two formula the right of substitution, the resulting value in the left side is first step iterative value, is designated as again this is worth to the right side of two formulas in substitution successively, just obtains second step iterative value, the like, until adjacent twice iteration result while being less than given threshold value, got the result of gained as the approximate solution of parameter.

By above-mentioned solution procedure, find, solve the exponent number of time series models, will obtain seasonal effect in time series predicted value; Obtain seasonal effect in time series predicted value, must first set up concrete anticipation function; Set up concrete anticipation function, must know the exponent number of model.

According to practice, draw, time series models exponent number is generally no more than 5 rank.So when this algorithm specific implementation, first hypothesized model is 1 rank, utilize method for parameter estimation in step 1.3 to obtain the parameter of first order modeling, and then set up estimation function and just can estimate to obtain each predicted value in the hope of first order modeling time series models, thereby try to achieve the residual error variance of first order modeling; Afterwards, hypothesized model is second order, tries to achieve the residual error of second-order model with said method; By that analogy, can obtain the residual error of 1 to 5 rank model, select the exponent number of model of residual error minimum as the exponent number of final mask.Determine after model order, just can calculate parameter θ ₁, θ ₂..., θ _qvalue.

Stage 2: power prediction

Step 2.1: power prediction basic data input

Wind power prediction required input data comprise source monitor system data and operation monitoring system data two parts, and wherein, source monitor system packet is containing wind-resources Monitoring Data; Operation monitoring system data comprise fan monitor data, booster stations Monitoring Data and data acquisition and supervisor control (SCADA) data etc.

Step 2.2: noise filtering and data pre-service

Noise filtering module collects real-time monitoring system is with the noisy filtering processing of carrying out, and removes bad data and singular value; Data preprocessing module to data align, the operation such as normalized and category filter, to the data of input can be used for model.

Step 2.3: ultra-short term power prediction

By model parameter estimation out after, in conjunction with the model order of having estimated, just can obtain the time series equation for ultrashort-term wind power prediction.The p and the q value that according to above-mentioned steps 2 and step 3, draw, and θ ₁, θ ₂..., θ _qvalue set up autoregressive moving-average model;

Autoregressive moving-average model is as follows:

(formula 14)

Wherein, and θ _j(1≤j≤q) is coefficient, α _tit is white noise sequence.

Step 2.4: output and displaying predict the outcome

To predict the outcome and export in database, and show by chart and curve the contrast that predicts the outcome, shows prediction and measured result.

Finally it should be noted that: the foregoing is only the preferred embodiments of the present invention, be not limited to the present invention, although the present invention is had been described in detail with reference to previous embodiment, for a person skilled in the art, its technical scheme that still can record aforementioned each embodiment is modified, or part technical characterictic is wherein equal to replacement.Within the spirit and principles in the present invention all, any modification of doing, be equal to replacement, improvement etc., within all should being included in protection scope of the present invention.

Claims (10)

1. the ultrashort-term wind power prediction method based on autoregressive moving-average model, is characterized in that, comprises that input data obtain autoregressive moving-average model parameter;

Input wind power prediction required input data are to according to being predicted the outcome in the definite autoregressive moving-average model of the parameter of above-mentioned autoregressive moving-average model.

2. the ultrashort-term wind power prediction method based on autoregressive moving-average model according to claim 1, is characterized in that, described input data obtain autoregressive moving-average model parameter and comprise, step 101, input model training basic data;

Step 102, model are determined rank;

Step 103, employing square method of estimation are estimated determining ARMA (p, the q) model parameter on rank.

3. the ultrashort-term wind power prediction method based on autoregressive moving-average model according to claim 2, it is characterized in that, described step 101 input model training basic data, input data comprise, wind energy turbine set Back ground Information, historical wind speed data, historical power data and Geographic Information System (GIS) data.

4. the ultrashort-term wind power prediction method based on autoregressive moving-average model according to claim 3, is characterized in that, described step 102 model is determined rank:

Adopt residual error variogram method to carry out model and determine rank, be specially and establish x _tfor the item that needs are estimated, x _t-1, x _t-2..., x _t-nfor known historical power sequence, for ARMA (p, q) model, model is determined rank and is determined the value of Model Parameter p and q;

The models fitting original series increasing progressively gradually with serial exponent number all calculates residual sum of squares (RSS) at every turn then draw exponent number and figure, when exponent number is during by little increase, can significantly decline, reach after true exponent number value can tend towards stability gradually, increase even on the contrary,

The observed value item number of actual observed value number actual use while referring to model of fit, for the sequence with N observed value, matching AR (p) model, the actual observed value of using mostly is N-p most, model parameter number refers to the actual number of parameters comprising in set up model, and for the model that contains average, model parameter number is that model order adds 1, for the sequence of N observed reading, the residual error estimator of arma modeling is:

Wherein, the quadratic sum that Q is error of fitting, and θ _j(1≤j≤q) is model coefficient, and N is observation sequence length, it is the constant term in model parameter.

5. the ultrashort-term wind power prediction method based on autoregressive moving-average model according to claim 4, is characterized in that, described step 103 adopts square method of estimation to estimate that to determining ARMA (p, the q) model parameter on rank concrete steps are:

The historical power data of wind energy turbine set is utilized to data sequence x ₁, x ₂..., x _trepresent, its sample autocovariance is defined as

${\widehat{\mathrm{\γ}}}_k=\frac{1}{n}\underset{t=k+1}{\overset{n}{\mathrm{\Σ}}}{x}_t{x}_{t-k},$

Wherein, k=0,1,2 ..., n-1, x _tand x _t-kbe data sequence x ₁, x ₂..., x _tin numerical value;

? ${\widehat{\mathrm{\γ}}}_0=-\frac{1}{n}\underset{t=1}{\overset{n}{\mathrm{\Σ}}}{x}_t^2$

Historical power data sample autocorrelation function is:

${\widehat{\mathrm{\ρ}}}_k=\frac{{\widehat{\mathrm{\γ}}}_k}{{\widehat{\mathrm{\γ}}}_0}=\frac{\frac{1}{n}\underset{t=k+1}{\overset{n}{\mathrm{\Σ}}}{x}_t{x}_{t-k}}{\frac{1}{n}\underset{t=1}{\overset{n}{\mathrm{\Σ}}}{x}_t^2}=\frac{\underset{t=k+1}{\overset{n}{\mathrm{\Σ}}}{x}_t{x}_{t-k}}{\underset{t=1}{\overset{n}{\mathrm{\Σ}}}{x}_t^2},$

Wherein, k=0,1,2 ..., n-1;

The square of AR part is estimated as,

Order

Covariance function is

With estimation replace γ _k,

Can obtain parameter

To MA (q) model coefficient θ ₁, θ ₂..., θ _qemploying square estimates at

${\mathrm{\γ}}_0\left(y_t\right)=(1+{\mathrm{\θ}}_1^2+{\mathrm{\θ}}_2^2+...+{\mathrm{\θ}}_q^2){\mathrm{\σ}}_a^2$ Until

${\mathrm{\γ}}_k\left(y_t\right)=(-{\mathrm{\θ}}_k+{\mathrm{\θ}}_1{\mathrm{\θ}}_{k+1}+...+{\mathrm{\θ}}_{q-k}{\mathrm{\θ}}_q){\mathrm{\σ}}_a^2$

K=1 wherein, 2 ..., m,

Above m+1 equation nonlinear equation, adopts process of iteration to solve and obtains autoregressive moving-average model parameter.

6. the ultrashort-term wind power prediction method based on autoregressive moving-average model according to claim 5, it is characterized in that, described input wind power prediction required input data are to comprising according to the step that obtains predicting the outcome in the definite autoregressive moving-average model of the parameter of above-mentioned autoregressive moving-average model

Step 201, power input fundamentals of forecasting data;

Step 202, to input basic data carry out noise filtering and data pre-service;

Step 203, according to definite parameter, set up autoregressive moving-average model, thereby and the data input after processing is predicted the outcome.

7. the ultrashort-term wind power prediction method based on autoregressive moving-average model according to claim 6, is characterized in that, also comprise,

Step 204, will predict the outcome exports in database, and by chart and curve, shows and predict the outcome, and show the contrast of prediction and measured result.

8. the ultrashort-term wind power prediction method based on autoregressive moving-average model according to claim 7, it is characterized in that, described power input fundamentals of forecasting data comprise source monitor system data and operation monitoring system data, and described source monitor system packet is containing wind-resources Monitoring Data; Described operation monitoring system data comprise fan monitor data, booster stations Monitoring Data and data acquisition and supervisor control data.

9. the ultrashort-term wind power prediction method based on autoregressive moving-average model according to claim 7, it is characterized in that, described noise filtering and data pre-service are specially: the noisy data of being with that noise filtering module obtains monitoring system Real-time Collection are carried out filtering processing, remove bad data and singular value; Data preprocessing module to data align, normalized and category filter process.

10. the ultrashort-term wind power prediction method based on autoregressive moving-average model according to claim 7, is characterized in that, described autoregressive moving-average model is:

Wherein, and θ _j(1≤j≤q) is coefficient, α _tit is white noise sequence.