A Hybrid Nonlinear Combination System for Monthly Wind Speed Forecasting

Wind speed is one of the primary renewable sources for clean power. However, it is intermittent, presents nonlinear patterns, and has nonstationary behavior. Thus, the development of accurate approaches for its forecasting is a challenge in wind power generation engineering. Hybrid systems that combine linear statistical and Artificial Intelligence (AI) forecasters have been highlighted in the literature due to their accuracy. Those systems aim to overcome the limitations of the single linear and AI models. In the literature about wind speed, these hybrid systems combine linear and nonlinear forecasts using a simple sum. However, the most suitable function for combining linear and nonlinear forecasts is unknown and the linear relationship assumption can degenerate or underestimate the performance of the whole system. Thus, properly combining the forecasts of linear and nonlinear models is an open question and its determination is a challenge. This article proposes a hybrid system for monthly wind speed forecasting that uses a nonlinear combination of the linear and nonlinear models. A data-driven intelligent model is used to search for the most suitable combination, aiming to maximize the performance of the system. An evaluation has been carried out using the monthly data from three wind speed stations in northeast Brazil, evaluated with two traditional metrics. The assessment is performed for two scenarios: with and without exogenous variables. The results show that the proposed hybrid system attains an accuracy superior to other hybrid systems and single linear and AI models.