Arctic short-term wind speed forecasting based on CNN-LSTM model with CEEMDAN

Accurate wind speed forecasting is of great significance for the utilization of Arctic wind energy resources. The traditional single model is difficult to fully depict the nonlinearity of wind speed and its wide range of variations. In this paper, a hybrid model is proposed for multi-step wind speed forecasting, which combined complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), convolutional neural network (CNN) and long-short term memory neural network (LSTM). The wind speed series is firstly decomposed into several intrinsic mode functions (IMF) by CEEMDAN to provide more stable data. Secondly, four-step-ahead forecasts are realized using well-tuned CNN-LSTM model for each IMF. Finally, the forecasted wind speed is obtained by reconstruction. The effectiveness and feasibility of the proposed method is validated based on thorough evaluation and step-by-step analysis. The RMSE of the proposed model is 0.4046 m/s, which are reduced by 58% compared with 7 benchmark models. Furthermore, the average prediction interval of the proposed model is also reduced by 20%, 16% and 7% compared to CEEMDAN-FCNN, CEEMDAN-CNN and CEEMDAN-LSTM respectively. The results prove that all three parts of the proposed model contribute to a better performance in wind speed forecasting.