ICACSIS 2018 978-1-7281-0135-4/18/S31.

00 ©2018 IEEE

Wind Speed Forecasting Using Multivariate Time-

Series Radial Basis Function Neural Network
Nur Hamid1, Wahyu Catur W ibowo1
'Faculty o f Computer Science
Universitas Indonesia
Depok, Indonesia
Email: nur.hamid@ui.acid

Abstract— An accurate wind information forecasting plays the
significant role fo r wind power system. However, the intermittent
characteristic wind speed in nature over the time and from one
location to another makes it hard to estimate the usage factor o f wind
farms. Therefore, actual long and short duration forecasting o f wind
speed is necessary fo r wind power generation system efficiency. In
this research, we propose the method to forecast the wind speed data
based on weather parameters including, temperature, sea level
pressure, dew point, visibility, station pressure, rain intensity,
optimum wind speed, maximum temperature, minimum temperature,
hail intensity and thunder intensity data. A ll parameters were
predicted using time series model, then the result o f predicted data
was implemented to predict the wind speed data. This research
implemented radial basis function neural network (RBF NN) to
predict the wind speed and the results were compared to univariate
time series forecasting and Least Square Support Vector Machine
(LS SVM) algorithm. The result experimentally express better
forecasting using RBF N N compared to two other models on the
measures ofM APE, MSE and correlation coefficient
Keywords—multivariate; time series; radial basis function
network
I. In t r o d u c t i o n
Today’s world, because o f many aspects and considerations,
both developing and developed countries start using power
generation from renewable energy [1]. This resources are
catching up rapidly as one of the most efficient options [2],
Wind power became a prior competitor o f conventional energy
such as oil, gases and coal [3]. The number of those resources
significantly decrease in nature and they cause negative effects
for the environment. Moreover, wind power in nature allows
clean and inexpensive chance for future power. The intermittent
nature of wind speed periodically and throughout one location
to others make it complicated to guess the utilization factor of
wind farms [4]. Hence, the wind speed forecasting research will
be always challenging.
The wind condition is influenced by the weather parameters
such as temperature, pressure, air density and other parameters.
The wind information and wind changes play the main role in
wind power energy. Therefore, either actual long or short
duration prediction of wind speed is necessary for wind power
generation system optimization. Many kinds of wind speed data
forecasting methods are already implemented including (1)
statistical methods such as numerical weather forecasting
(NWP) and persistence and (2) artificial intelligence method
like neural network and fuzzy logic [5], Based on that short
description, researchers will always develop more accurate
algorithms to obtain the best forecasting performance.
This research proposes the accurate multivariate time series
using RBF NN forecasting model using weather parameters that
influence wind speed value. Those parameters are including
previous wind speed, temperature, sea level pressure, dew
point, visibility, station pressure, rain intensity, and optimum
wind speed, maximum temperature, minimum temperature, hail
intensity and thunder intensity data. Those parameters are
forecasted first, then they are used as input for multivariate
forecasting.
The data that will be used to estimate wind speed is weather
parameter in Alor. This region is a part o f islands in the East
Nusa Tenggara Province o f Indonesia that has intermediate
until good potency of wind energy (4.0m/s until more than
5.0m/s) [6]. We choose RBF NN because of single hidden layer
(radial basis function) and appropriate for time series data
processing. Moreover, we use this algorithm because it showed
satisfied result in statistical inference [7], wax deposition rate
[8] that both have similar characteristic as wind speed data.
Also, this approach never been used in wind speed forecasting,
so that we can scrutinize the algorithm performance in this data.
RBF NN model result will be compared to univariate time
series forecasting and multivariate LS SVM algorithm. We use
the univariate time series comparison to measure the
performance of multivariate model, and use the LS SVM model
because this model performed well in the previous wind speed
multivariate time series forecasting [9].
II. Re l a t e d W o r k
A number of studies as shown in [10,11,12,13,14,15] about
wind forecasting have been conducted as the proof of the
significance of wind power research. On the previous research,
to predict the wind speed, the obtained value just included the

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previous wind speed data (time-series forecasting). Guo et al.
[10] implemented the wind data series to forecast wind speed
using combinational method using BP neural network. That
forecasting research achieved a more powerftd forecasting
compared to without seasonal exponential adjustment.
Monfared et al. [11] used wind data series to forecast wind
speed using artificial intelligence method with fuzzy logic. By
applying that method, they can reduce computational time by
providing less fuzzy rule base. Liu et al. [12] proposed the
forecasting algorithm for time series wind speed using and
artificial neural networks. Those are researches that were
conducted using ordinary time series model, while in this
research we use multivariate time series approach to forecast
more accurate wind speed.
Multivariate time series methods were implemented to be
a solution for the forecasting performance enhancement. This
model aims to obtain more accurate forecasting compared to
single variable or univariate forecasting. Kishore et al. [2]
conduct the research about predictive model for wind power
generation by implementing non-linear auto regression neural
network. Three kinds of multivariate models (wind direction
model, air temperature model and relative humidity model) are
developed for a day ahead forecasting o f wind power
generation. This study conducts a comparative research on the
errors.
Moreover, Wang et al. [9] conducted the research where the
wind speed data and also wind direction data are scrutinized and
selected. The recent multivariate LS-SVM, linear and nonlinear
multivariate are presented. Data are including wind speed, wind
direction, temperature, atmospheric pressure, relative humidity
and surface roughness. The result o f this research of
multivariate LS-SVM could outperform different algorithms
such as multivariate linear model, multivariate neural network
model on the four performance measures, such as the mean
absolute percentage error, large error, average rank, and
performance score. Because of the state-of-the-art of that
research, we use this study as the comparison for our method.
Several wind power prediction studies as in [2,9,16] have
been done by some researchers. However this paper conducts
the research about wind speed forecasting as the basic research
o f wind power. This research proposes multivariate time series
using RBF NN forecasting model and compares the result using
single variable time series forecasting and multivariate LS-
SVM algorithm.I.
III. M u l t iv a r ia t e T im e Se r ie s Fo r e c a s t in g
There are two kinds of forecasting model that could be
utilized to predict wind speed data, such as time series and
explanatory model. Time series model is measured as in the
previous wind speed data, so that a forecasting for the time
series could be conducted by this following equation:
0(0) = v ( l)
u (t) ~ 0 ( t - 1)
v ( t + 1) « 0 ( t) = 0 [0 (t - 1)]
978-1-7281-0135-4/18/S31.00 ©2018 IEEE
where the estimated time series begins at time zero point with
an exact data v(0) then the prediction o f dynamics are used to
update the time series prediction for some next time steps.
Not all can data be predicted using time series model, so
distinctive treat should be applied. Explanatory forecasting or
multivariate forecasting aims to discover the relationship form
and then uses it to predict future data of the forecast variable.
According to this forecasting method, any changes in input will
influence the output o f the system in a predictable way [17].
This forecasting assumes that the forecasted wind variable
exhibits an explanatory relationship for one or more
independent variables [16], Multivariate wind speed forecasting
follows this equation:
v = / (temperature (T), density (p), pressure (P)) (2)
where in this research the parameters include previous wind
speed, temperature, sea level pressure, dew point, visibility,
station pressure, rain intensity, and optimum wind speed,
maximum temperature, minimum temperature, hail intensity
and thunder intensity data.
IV. RBF N N An d LS SVM M o d e l
Many kinds of machine learning algorithms are developed to
improve the forecasting model. Neural network is the one of
most general and well-known models. Neural network is
constructed of three layers with some of neurons including an
input layer, a hidden layer and an output layer. The neurons in
adjacent layer are connected to each other by their weights, but
there are no connection between neurons in the same layer [16].
The RBF NN consists of three different layers too, as shown in
Figure 1. The first layer implements the input patterns or data
and links the network to its area. The second one is the hidden
layer in the network and it implements the radial basis function.
The output layer is linear, and it implements the responses of
the network to the activation pattern or data. The input-output
multivariate relation is following this equation:
yij (x) = Ej=i Ef=i WnjGQlXi - cm||) + b + e tj (3)
where yy is the i, j-th part of the output matrix Y n ,k , N is the
number of wind data observation in this research, K is the
number of output in the RBF NN [7]. If M is denoted as the
number of hidden neurons or the RBF centers, wmj is the m, j—
th element o f the weight matrix Wm+i,K, m=l,2,3,...,M , M+l
is the number of hidden neurons add bias (b), X n m is the output
patterns, cm is the square centroid matrix M x M, En k is the
matrix of residuals o f ey, then Y Nk ( x ) = dy is the process output.
Write in a matrix form is following this equation:
dy = GW (4)
a biased estimator of the weights, W, means the result of
multivariate regular least square W = (G ’G)'1 G ’Y where G is
given by the distance ||Xj —cm \\ applying the radial basis
function, in the Gaussian form is shown in the equation 5.
G(ll*i - cm||) = expHI*; - cm \\z) (5)
(1)
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In this study, the proposed model will be compared to the
Support Vector Machine (SVM) model. That model can be
given by this following equation: suppose n set of data
{(xi,yi),.. .,(xn,yn)} where Xi is the ith input vector and yi is the
corresponding projected output For i = 1,2,3...N, where N is
the size of the samples [9]. The estimating function takes this
following form:
/( x ) = (w.A(x)) + b
where w is number of weight vector, b the bias and X(x) the high
dimension feature space nonlinearly plotted from the input
space and (.) represents the inner product. Then, LS SVM
model in regression case is expressed as:
Y(x) = s " ! a tK{x, x i) + b
In this study, we used 12-tuple of structure Y equals to
previous wind speed /-/, temperature T, dew point DEW, sea
level pressure SL, station pressure SP, visibility VIS, rain
intensity R, maximum speed M A X S, maximum temperature
M AX T, minimum temperature MIN T, hail intensity H, and
thunder intensity TH as the input and corresponding Y as the
output. The multivariate LS SVM model is expressed:
Y = / LS sv m (Y)
where / l s sv m (Y) is the non-linear function..V
V. Ex p e r im e n t a l Se t u p
A. Data Profile
The data is the six-year previous weather data from 1
January 2008 until 31 December 2013 including previous wind
speed, temperature, dew point, sea level pressure, station
pressure, visibility, rain intensity, maximum wind speed,
maximum temperature, minimum temperature, hail intensity
and thunder intensity data. The data is daily reported data from
that period. The data is from the website of NOAA Satellite and
Information Service, National Environmental Satellite, Data,
978-l-7281-0135-4/18/$31.00 ©2018 IEEE
and Information Service (NESDIS) website:
http://www7.ncdc.noaa.gov/CDO/dataproduct.
B. Data Pre-processing
The missing data were processed by replacing those data
with the average value of the weather parameter. Then, the daily
data from the data set were changed to be monthly data. Then,
all of data are normalized to be 0.1 to 0.9 using following
equation:
Y = 0.8 ( Y~Ymin ) + 0 J (9)
Ym a x ~ Y m in
where Ymax is the maximum data and Ymin is minimum data.
C. Experiment Model
The experiment models are including model 1 (univariate
time series), model 2 (Multivariate time series LS SVM) and
the last model 3 (multivariate time series RBF NN). Table 1
shows these models.
Table 1. Experiment model
No M odel
1 S in g le variab le tim e series
2 M u ltivariate tim e series L S S V M
(6) 3 M u ltivariate tim e series R B F N N
VI. Re s u l t A n d D is c u s s io n
The single variable time series forecasting model (model 1)
(7) uses the sequence of one-year (1st month until 12nd month) to
predict the 13th targeted data, 2nd to 13th data to predict 14th
targeted data and so on. The result of this model is on the figure
3 and the table 2.
For the model 2 and 3 (the multivariate time series RBF NN
and LS SVM forecasting model) use the predicted weather
parameters as the input. The data of wind speed, temperature,
sea level pressure, dew point, visibility, station pressure, rain
intensity, maximum wind speed, maximum temperature,
(8) minimum temperature, hail intensity and thunder intensity are
predicted first using time series neural network model. The
prediction of each parameter was conducted similarly like
single variable time series model, the sequence data of one-year
(12 months) to predict the 13th targeted data, 2nd to 13th data to
predict 14th targeted data and so on. Then, they were used as
input to forecast the wind speed input.
Y = bo + bi Yt-i + b2 T + b3 DEW + ...+ bi2 TH (10)
where the data of variable Yt-i, T, DEW, SL, SP, VIS, R, MAX
S, MAX T, MIN T, H and TH are obtained by single variable
time series model. Figure 2 shows the result from the iterations
by random number initialization of the RBF NN output (blue
square) and target value (red circle) for the first data until the
last (72nd month).
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■Target • Output

1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 49 51 53 55 57 59 61 63 65 67 69 71
Month

Fig. 2. Result of multivariate time series RBF NN forecasting output and target value

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4.5 b--
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4 V •
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1.5 - 1.5
1.5 2.5 3.5 4.5 5.5 6.5 1.5 2.5 3.5 4.5 5.5 6.5
Terget Target

Fig. 3. Regression plot result of single variable time series output and target Fig. 5. Regression plot result of multivariate time series RBF NN forecasting
value output and target value

4.5 -
Figure 3 ,4 and 5 show the regression plot for target value
and output o f the model 1, model 2 and model 3 respectively.
From those figures, the model 3 outperforms compared to the
others. Then, from the circle data in the plot, we can measure
the correlation coefficient R, the error parameter not only mean
absolute percentage error (MAPE) but also mean square error
(MSE).
The forecasting performance parameters that are applied in
2 - this research including mean absolute percentage error
(MAPE), mean square error (MSE) and correlation coefficient
1.5 -I---- (R). MAPE and MSE represents error parameter and R
1.5 2.5 3.5 4.5 5.5 6.5
indicates the correlation value between the input value and the
Target
output value from the model.
Fig. 4. Regression plot result of multivariate time series LS SVM forecasting
output and target value These performance parameters are shown on this following
formula [18]:

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 ICACSIS 2018
Mean absolute percentage error:
MAPE = - E l -i II—
II Yt IIII
Mean square error:
MSE = j £ f =1(Tt - Y t) 2
Correlation coefficient:
where N is the sum of data, Yt is the real wind speed data, Yt is
the forecasted value of wind speed. Result o f the experiment is
shown in following the table 2.
Table 2. The result of the three-different forecasting
No M odel M APE M SE
1 Single variable 9.88% 0.01587
2 Multivariate LS SVM 8.36% 0.01176
3 Multivariate RBF N N 6.65% 0.00842
Single variable time series model show the worst
performance because it just using previous wind speed data
(single variable). That condition is because of unpattem the
yearly wind data, compared to wind parameters such as
temperature, pressure, visibility that have stable yearly pattern.
In model 2 and 3, they show better forecasting than the first one,
because of using multivariate inputs. The wind parameters
show stable yearly pattern, so that they can contribute to
improve the forecasting result.
Although, LS SVM are more stable to produce forecasting
result for the random value initialization, RBF NN can produce
better result of forecasting than the LS SVM, because of
learning process in RBF NN model. By observing that table, we
find that for all forecasting parameters including MAPE, MSE
and R, multivariate forecasting model using RBF NN
outperforms better than single variable time series just using
wind speed variable. Moreover, we can also recognize that
multivariate RBF NN shows better forecasting than using LS-
SVM model. We can conclude that for the wind speed
forecasting case, multivariate RBF model is better than
multivariate using LS SVM model.
V II. C o n c l u s s i o n
In this study, we propose multivariate wind forecasting
model that involve weathers parameters. These parameters
were analyzed and shown to be relevant for future prediction.
In this paper we propose multivariate time series RBF NN
model. From the result data, the multivariate time series RBF
NN forecasting model outperforms better than univariate time
978-1-7281-0135-4/18/S31.00 ©2018 IEEE
series prediction model and multivariate LS SVM model on
MAPE, MSE and correlation coefficient.
(11)
VIII. F u t u r e W o r k
(12) The future works that could be following this research include:
a. The research about wind power forecasting based on
the forecasting of wind speed in this research.
b. The research using more wind speed parameters such
(13) as wind direction.
Ac k no w l edg ment
We would like to show our gratitude for the support from
Publikasi Terindeks Intemasional Untuk Tugas Akhir (PITTA)
Mahasiswa Universitas Indonesia 2018 with contract number:
R 1894/UN2.R3.1/HKP.05.00/2018 for supporting this research.
79.26%
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