An innovative interpretable combined learning model for wind speed forecasting

Wind energy is taken as one of the most potential green energy sources, whose accurate and stable prediction is important to improve the efficiency of wind turbines as well as to guarantee the power balance and economic dispatch of power systems and equipment safety. However, the random and fluctuating nature of wind speed poses a great risk to wind power grid connections. To address the issues of low prediction performance and lack of interpretable analysis in most past studies, this research proposes an interpretable combined learning model for wind speed time series prediction by combining linear models, different neural networks, and deep learning by introducing interpretable TFT models. To test the effectiveness of the forecasting models, the presented combined model is verified using eight wind speed datasets covering four seasons collected from two wind farms in Shaanxi, China. The experimental results show that the average root mean squared error of the one-step, two-step, and three-step predictions on the eight datasets for proposed model are 0.3448, 0.4586 and 0.6164, respectively, which are much better than the six single models and the six combined models with different strategies. And proposed model outperforms the single model and combined model in most cases, with 86.80% and 92.01% of the DM values greater than the corresponding critical values when the significance level is set to 0.01 and 0.1, respectively. Finally, the proposed model is discussed and analyzed in depth through interpretability analysis of the combined model, which further validates the potential of the model and also provides a reference for other time series forecasting studies.