Wind power generation has presented an important development around the world. However, its integration into electrical systems presents numerous challenges due to the variable nature of the wind. Therefore, to maintain an economical and reliable electricity supply, it is necessary to accurately predict wind generation. The Wind Power Prediction Tool (WPPT) has been proposed to solve this task using the power curve associated with a wind farm. Recurrent Neural Networks (RNNs) model complex non-linear relationships without requiring explicit mathematical expressions that relate the variables involved. In particular, two types of RNN, Long Short-Term Memory (LSTM) and Echo State Network (ESN), have shown good results in time series forecasting. In this work, we present an LSTM+ESN architecture that combines the characteristics of both networks. An architecture similar to an ESN is proposed, but using LSTM blocks as units in the hidden layer. The training process of this network has two key stages: (i) the hidden layer is trained with a descending gradient method online using one epoch; (ii) the output layer is adjusted with a regularized regression. In particular, the case is proposed where Step (i) is used as a target for the input signal, in order to extract characteristics automatically as the autoencoder approach; and in the second stage (ii), a quantile regression is used in order to obtain a robust estimate of the expected target. The experimental results show that LSTM+ESN using the autoencoder and quantile regression outperforms the WPPT model in all global metrics used.

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Many applications consecrate the use of asymmetric distributions, and practical situations often require robust parametric inference. This paper presents the derivation of M-estimators with asymmetric influence functions, motivated by the G 0 A distribution. This law, regarded as the universal model for speckled imagery, can be highly skewed and maximum likelihood estimation can be severely hampered by small percentages of outliers. These outliers appear mainly because the hypothesis of independence and equal distribution of observations are seldom satisfied in practice; for instance, in the process of filtering, some pixels within a window frequently come from regions with different underlying distributions. Traditional robust estimation methods, on the basis of symmetric robustifying functions, assume that the distribution is symmetric, but when the data distribution is asymmetric, these methods yield biased estimators. Empirical influence functions for maximum likelihood estimators are computed, and based on this information we propose the asymmetric M-estimator (AM-estimator), an M-estimator with asymmetric redescending functions. The performance of AM estimators is assessed, and it is shown that they either compete with or outperform both maximum likelihood and Huber-type M-estimators.

Robust design, Taguchi methods, Genetic algorithms, Desirability functions,