An improved Wavenet network for multi-step-ahead wind energy forecasting

Accurate multi-step-ahead wind speed (WS) and wind power (WP) forecasting are critical to the scheduling, planning, and maintenance of wind farms. Previous forecasting methods tend to focus on improving forecast accuracy by integrating different models and disaggregating data while neglecting the forecasting ability of basic models. In addition, traditional multi-step-ahead output strategies have limitations that constrain the forecasting capability of models. To overcome the above challenges, this study proposes a novel forecasting model called ED-Wavenet-TF. It adopts two Wavenet networks as Encoder and Decoder connected by the multi-head self-attention mechanism. And, teacher forcing is used as the multi-step-ahead output strategy for WS and WP forecasting. In the training phase, ED-Wavenet-TF uses a portion of the actual data to correct the errors at the intermediate forecasting steps, while in the forecasting phase, it runs through an inference loop to make forecasts. In this study, two WS datasets and two WP datasets are used to validate the performance of ED-Wavenet-TF with univariate input. The results show that compared with Wavenet, the symmetric mean absolute percentage error of ED-Wavenet-TF at four forecasting steps is lower by at least 4.8577% on average for the WS datasets and 8.9463% on average for the WP datasets. The advantages of ED-Wavenert-TF over ten comparable models are confirmed by four evaluation indicators and the Harvey, Leybourne, and Newbold statistical hypothesis test. Moreover, ED-Wavenet-TF is extended to make multi-step-ahead forecasts with multivariate inputs, whose effectiveness is demonstrated on another open WS dataset.