Kernel ridge regression model based on beta-noise and its application in short-term wind speed forecasting

DOI10.3390/SYM11020282MaRDI QIDQ2311070zbMATH OpenOpenAlexWikidataFDO

Authors Shiguang Zhang, Ting Zhou, Lin Sun, Chao Liu

Publication date 10 July 2019

Published in Symmetry (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/sym11020282

zbMATH Keywords

beta-noise empirical risk losskernel functionridge regression modelwind speed forecasting

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to environmental and related topics (62P12)

Review text

Summary: The Kernel ridge regression (KRR) model aims to find the hidden nonlinear structure in raw data. It makes an assumption that the noise in data satisfies the Gaussian model. However, it was pointed out that the noise in wind speed/power forecasting obeys the Beta distribution. The classic regression techniques are not applicable to this case. Hence, we derive the empirical risk loss about the Beta distribution and propose a technique of the kernel ridge regression model based on the Beta-noise (BN-KRR). The numerical experiments are carried out on real-world data. The results indicate that the proposed technique obtains good performance on short-term wind speed forecasting.

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Cited in

(2)

• A wind speed forecasting model based on support vector regression with data dependent kernel
• Noise model based \(\nu\)-support vector regression with its application to short-term wind speed forecasting

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