A XGBoost Model with Weather Similarity Analysis and Feature Engineering for Short-Term Wind Power Forecasting

Large-scale wind power access may cause a series of safety and stability problems. Wind power forecasting (WPF) is beneficial to dispatch in advance. In this paper, a new extreme gradient boosting (XGBoost) model with weather similarity analysis and feature engineering is proposed for short-term wind power forecasting. Based on the similarity among historical days’ weather, k-means clustering algorithm is used to divide the samples into several categories. Additionally, we also create some time features and drop unimportant features through feature engineering. For each category, we make predictions using XGBoost. The results of the proposed model are compared with the back propagation neural network (BPNN) and classification and regression tree (CART), random forests (RF), support vector regression (SVR), and a single XGBoost model. It is shown that the proposed model produces the highest forecasting accuracy among all these models.