An adaptive hybrid system using deep learning for wind speed forecasting

The integration of wind power with traditional electricity grids is challenging because of the volatile and intermittent nature of wind speed. Consequently, wind speed forecasting is an essential tool in the energy system because it supports economic, regulation, and operational efficiency issues decisions. The development of systems for accurate wind speed forecasting is a difficult task because it presents linear and nonlinear temporal patterns, and is differently influenced by climate and environmental variables. In this paper, we propose a method to search for the best combination of linear, nonlinear forecasts, and exogenous variables, aiming to increase the accuracy of wind speed forecasting. The proposed method performs: (i) the choice of the linear statistical model to forecast the time series; (ii) the error series modeling using a Long Short-Term Memory model; and (iii) the evolutionary search for the most suitable nonlinear combination of linear and nonlinear forecasts with exogenous variables. The proposed method is assessed using hourly and monthly time series of three stations located in northeast Brazil. The evaluation of the results using two traditional measures shows that the proposed method has a better performance than statistical techniques, Machine Learning models, and state-of-the-art hybrid systems in most series.