Machine Learning Dynamic Ensemble Methods for Solar Irradiance and Wind Speed Predictions

This paper proposes to analyze the performance increase in the forecasting of solar irradiance and wind speed by implementing a dynamic ensemble architecture for intra-hour horizon ranging from 10 to 60 min for a 10 min time step data. Global horizontal irradiance (GHI) and wind speed were computed using four standalone forecasting models (random forest, k-nearest neighbors, support vector regression, and elastic net) to compare their performance against two dynamic ensemble methods, windowing and arbitrating. The standalone models and the dynamic ensemble methods were evaluated using the error metrics RMSE, MAE, R2, and MAPE. This work's findings showcased that the windowing dynamic ensemble method was the best-performing architecture when compared to the other evaluated models. For both cases of wind speed and solar irradiance forecasting, the ensemble windowing model reached the best error values in terms of RMSE for all the assessed forecasting horizons. Using this approach, the wind speed forecasting gain was 0.56% when compared with the second-best forecasting model, whereas the gain for GHI prediction was 1.96%, considering the RMSE metric. The development of an ensemble model able to provide accurate and precise estimations can be implemented in real-time forecasting applications, helping the evaluation of wind and solar farm operation.