Abstract: For short-term wind power prediction, a soft margin multiple kernel learning (MKL) method is proposed. In order to improve the predictive effect of the MKL method for wind power, a kernel slack variable is introduced into each base kernel to solve the objective function. Two kinds of soft margin MKL methods based on hinge loss function and square hinge loss function can be obtained when hinge loss functions and square hinge loss functions are selected. The improved methods demonstrate good robustness and avoid the disadvantage of the hard margin MKL method which only selects a few base kernels and discards other useful kernels when solving the objective function, thereby achieving an effective yet sparse solution for the MKL method. In order to verify the effectiveness of the proposed method, the soft margin MKL method was applied to the second wind farm of Tianfeng from Xinjiang for short-term wind power single-step prediction, and the single-step and multi-step predictions of short-term wind power was also carried out using measured data provided by alberta electric system operator (AESO). Compared with the support vector machine (SVM), extreme learning machine (ELM), kernel based extreme learning machine (KELM) methods as well as the SimpleMKL method under the same conditions, the experimental results demonstrate that the soft margin MKL method with different loss functions can efficiently achieve higher prediction accuracy and good generalization performance for short-term wind power prediction, which confirms the effectiveness of the method.

Key words: Soft margin, slack variable, loss function, multiple kernel learning, wind power prediction