Explainable Modeling for Wind Power Forecasting: A Glass-Box Approach with High Accuracy

Fuente: arXiv
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Main Authors: Liao, Wenlong, Porte-Agel, Fernando, Fang, Jiannong, Bak-Jensen, Birgitte, Ruan, Guangchun, Yang, Zhe
Format: Preprint
Published: 2023
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_version_ 1866914691124559872
author Liao, Wenlong
Porte-Agel, Fernando
Fang, Jiannong
Bak-Jensen, Birgitte
Ruan, Guangchun
Yang, Zhe
author_facet Liao, Wenlong
Porte-Agel, Fernando
Fang, Jiannong
Bak-Jensen, Birgitte
Ruan, Guangchun
Yang, Zhe
contents Machine learning models (e.g., neural networks) achieve high accuracy in wind power forecasting, but they are usually regarded as black boxes that lack interpretability. To address this issue, the paper proposes a glass-box approach that combines high accuracy with transparency for wind power forecasting. Specifically, the core is to sum up the feature effects by constructing shape functions, which effectively map the intricate non-linear relationships between wind power output and input features. Furthermore, the forecasting model is enriched by incorporating interaction terms that adeptly capture interdependencies and synergies among the input features. The additive nature of the proposed glass-box approach ensures its interpretability. Simulation results show that the proposed glass-box approach effectively interprets the results of wind power forecasting from both global and instance perspectives. Besides, it outperforms most benchmark models and exhibits comparable performance to the best-performing neural networks. This dual strength of transparency and high accuracy positions the proposed glass-box approach as a compelling choice for reliable wind power forecasting.
format Preprint
id arxiv_https___arxiv_org_abs_2310_18629
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Explainable Modeling for Wind Power Forecasting: A Glass-Box Approach with High Accuracy
Liao, Wenlong
Porte-Agel, Fernando
Fang, Jiannong
Bak-Jensen, Birgitte
Ruan, Guangchun
Yang, Zhe
Machine Learning
Systems and Control
Machine learning models (e.g., neural networks) achieve high accuracy in wind power forecasting, but they are usually regarded as black boxes that lack interpretability. To address this issue, the paper proposes a glass-box approach that combines high accuracy with transparency for wind power forecasting. Specifically, the core is to sum up the feature effects by constructing shape functions, which effectively map the intricate non-linear relationships between wind power output and input features. Furthermore, the forecasting model is enriched by incorporating interaction terms that adeptly capture interdependencies and synergies among the input features. The additive nature of the proposed glass-box approach ensures its interpretability. Simulation results show that the proposed glass-box approach effectively interprets the results of wind power forecasting from both global and instance perspectives. Besides, it outperforms most benchmark models and exhibits comparable performance to the best-performing neural networks. This dual strength of transparency and high accuracy positions the proposed glass-box approach as a compelling choice for reliable wind power forecasting.
title Explainable Modeling for Wind Power Forecasting: A Glass-Box Approach with High Accuracy
topic Machine Learning
Systems and Control
url https://arxiv.org/abs/2310.18629