A review of using neural network and Kalman filter based on ARIMA for wind speed forecasting

Other Title(s)

دراسة مراجعة في استخدام الشبكات العصبية و مرشح كالمن بالاعتماد على ARIMA للتكهن بسرعة الرياح

Joint Authors

al-Hannun, Usamah Bashir Shukr
Lee, Muhammad Hisyam

Source

المجلة العراقية للعلوم الإحصائية

Publisher

University of Mosul College of Computer Science and Mathematics

Publication Date

2019-12-31

Country of Publication

Iraq

No. of Pages

14

Main Topic

Mathematics

Topics

English Abstract

The wind speed forecasting is important to observe the wind behaviour and control the harms caused by extreme speeds. A linear ARIMA model is unable to identify the nonlinear pattern of wind speed data. ARIMA modelling process causes the stochastic uncertainty as a second reason of inaccurate forecasting results. In this study, a review of an ARIMA-artificial neural network (ANN) and ARIMA-Kalman filter (KF) methods is presented. ANN and KF based on ARIMA are used to improve wind speed forecasting by handling the nonlinearity and the uncertainty respectively. This hybrid method will improve the accuracy of wind speed forecasting. Usually, the forecasting results of the hybrid methods will be in better forecasting than other compared methods. In conclusion, the proposed hybrid methods especially the hybrid ANN-KF based on ARIMA method can be used to forecast wind speed data with nonlinearity and uncertainty characteristics more accurately

Data Type

Conference Papers

Record ID

BIM-900004

American Psychological Association (APA)

al-Hannun, Usamah Bashir Shukr& Lee, Muhammad Hisyam. 2019-12-31. A review of using neural network and Kalman filter based on ARIMA for wind speed forecasting. Scientific Student Conference for Statistics, Mathematics, and Computer Sciences : Mathematics, Statistics, Informatics and Operations Research are effective tools for building knowledge society (1 : 2019 : University of Mosul, Iraqi). . Vol. 16, no. 29 (Special issue) (2019), pp.15-28.Mosul Iraq : University of Mosul College of Computer Science and Mathematics.
https://search.emarefa.net/detail/BIM-900004

Modern Language Association (MLA)

al-Hannun, Usamah Bashir Shukr& Lee, Muhammad Hisyam. A review of using neural network and Kalman filter based on ARIMA for wind speed forecasting. . Mosul Iraq : University of Mosul College of Computer Science and Mathematics. 2019-12-31.
https://search.emarefa.net/detail/BIM-900004

American Medical Association (AMA)

al-Hannun, Usamah Bashir Shukr& Lee, Muhammad Hisyam. A review of using neural network and Kalman filter based on ARIMA for wind speed forecasting. . Scientific Student Conference for Statistics, Mathematics, and Computer Sciences : Mathematics, Statistics, Informatics and Operations Research are effective tools for building knowledge society (1 : 2019 : University of Mosul, Iraqi).
https://search.emarefa.net/detail/BIM-900004