A Short-Term Wind Power Prediction Method Based on Multi-Model Fusion with an Improved Gray Wolf Optimization Algorithm

In the current energy context, enhancing the precision of wind power prediction serves as a key enabler for the stable development of the power grid. In the existing wind power prediction models, there are often problems of modal aliasing and noise residue, or the prediction accuracy of the model is not high. In an effort to solve the problem of short-term wind power forecasting, a wind power series decomposition and reconstruction method based on improved complete ensemble empirical mode decomposition with adaptive noise-variational modal decomposition (ICEEMDAN-VMD) secondary decomposition is proposed. Using ICEEMDAN, wind power data (wind direction, wind speed, temperature, humidity, air pressure, etc.) is decomposed into several IMF sub-series, and these IMF sub-series are categorized into three different frequency components by combining sample entropy, Q statistics and sequence frequency. Secondly, the gray wolf optimization (GWO) is improved by using the empirical exchange strategy (EES), and the optimization performance of the EES-GWO proposed in this paper is verified by using 10 test functions. Finally, the EES-GWO-convolutional neural network–bidirectional gated recurrent unit–global attention (EES-GWO-CNN-BiGRU–Global attention) high-frequency component prediction model is constructed. Finally, we employ the XGBoost model to forecast the mid- and low-frequency components, thereby generating the corresponding forecasting results. The support vector machine (SVM) model nonlinearly integrates all the forecasting results to produce the final forecasting results. Through example analysis and comparison, the performance of the proposed model is verified from two perspectives.