An Effective Hybrid NARX-LSTM Model for Point and Interval PV Power Forecasting

Abstract

This paper proposes an effective Photovoltaic (PV) Power Forecasting (PVPF) technique based on hierarchical learning combining Nonlinear Auto-Regressive Neural Networks with exogenous input (NARXNN) with Long Short-Term Memory (LSTM) model. First, the NARXNN model acquires the data to generate a residual error vector. Then, the stacked LSTM model, optimized by Tabu search algorithm, uses the residual error correction associated with the original data to produce a point and interval PVPF. The performance of the proposed PVPF technique was investigated using two real datasets with different scales and locations. The comparative analysis of the NARX-LSTM with twelve existing benchmarks confirms its superiority in terms of accuracy measures. In summary, the proposed NARX-LSTM technique has the following major achievements: 1) Improves the prediction performance of the original LSTM and NARXNN models; 2) Evaluates the uncertainties associated with point forecasts with high accuracy; 3) Provides a high generalization capability for PV systems with different scales. Numerical results of the comparison of the proposed NARX-LSTM method with two real-world PV systems in Australia and USA demonstrate its improved prediction accuracy, outperforming the benchmark approaches with an overall normalized Rooted Mean Squared Error (nRMSE) of 1.98% and 1.33% respectively.