NDLI: Short-term wind speed forecasting combined time series method and arch model

Content Provider	IEEE Xplore Digital Library
Author	Meng-Di Wang Qi-Rong Qiu Bing-Wei Cui
Copyright Year	2012
Description	Author affiliation: Department of Mathematics and Physics, North China Electric Power University, Beijing 102206, China (Qi-Rong Qiu; Bing-Wei Cui) \|\| Faculty of Mechanical & Electronic information, China University of Geosciences, Wuhan 430074, China (Meng-Di Wang)
Abstract	In order to improve the accuracy of the wind speed forecasting in the wind farm, this paper presents an ARIMA-ARCH model, which considers the heteroscedastic effect between the fluctuation of wind speed and the characteristics of the change of wind speed, to forecast the wind speed. First of all, the ARIMA model for the wind speed time series is built by SPSS. After that, the high lag order ARCH effect is found in the residual of the ARIMA model by Lagrange multiplier (LM) test. At last, the GARCH model is built for simulating the residual series and thus to construct the ARIMA-ARCH model. Numerical experiments demonstrate the superiority of the proposed method when comparing with the traditional ARIMA model.
Starting Page	924
Ending Page	927
File Size	534880
Page Count	4
File Format	PDF
ISBN	9781467314848
ISSN	2160133X
e-ISBN	9781467314879
DOI	10.1109/ICMLC.2012.6359477
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-07-15
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Predictive models Pollution measurement Wind forecasting Wind speed Time series analysis Abstracts Atmospheric measurements ARCH model Short-term wind speed forecasting ARIMA model
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Short-term wind speed forecasting with ARIMA model

Short-term wind speed forecasting based on non-stationary time series analysis and ARCH model

ARIMA vs. Neural networks for wind speed forecasting

Comparison between ARIMA and ANN Models Used in Short-Term Wind Speed Forecasting

A new method for the short-term wind speed forecasting

Short-term wind speed forecasting simulation research based on ARIMA-LSSVM combination method

Short-term wind speed prediction method based on time series combined with LS-SVM

Short-term wind speed forecasting based on non-stationary time series analysis

A hybrid ARIMA-DENFIS method for wind speed forecasting

Short-term wind speed forecasting combined time series method and arch model

Similar Documents

Short-term wind speed forecasting with ARIMA model

Short-term wind speed forecasting based on non-stationary time series analysis and ARCH model

ARIMA vs. Neural networks for wind speed forecasting

Comparison between ARIMA and ANN Models Used in Short-Term Wind Speed Forecasting

A new method for the short-term wind speed forecasting

Short-term wind speed forecasting simulation research based on ARIMA-LSSVM combination method

Short-term wind speed prediction method based on time series combined with LS-SVM

Short-term wind speed forecasting based on non-stationary time series analysis

A hybrid ARIMA-DENFIS method for wind speed forecasting

Short-term wind speed forecasting combined time series method and arch model