The short-term forecasting of wind speed based on EMD and ARMA

Due to the non-stationary and nonlinear characteristics of wind speed sequences, the prediction of wind speed is difficult. This paper proposes a hybrid prediction method based on Empirical Mode Decomposition (EMD) and Auto-Regressive Moving Average model (ARMA) for wind speed sequence. Firstly, the method uses EMD to decompose original wind speed sequence into a series of Intrinsic Mode Functions (IMFS) and a residue, which are more stable than the original sequences. Then, the ARMA model is used to predict the subsequences; the prediction result of the wind speed is obtained by adding the predicted results of the subsequences. The method proposed in this article is more accurate than the prediction precision of traditional ARMA model.