Accurate solar radiation forecasting is essential to operate power systems safely under high shares of photovoltaic generation. This paper compares the performance of several machine learning algorithms for solar radiation forecasting using endogenous and exogenous inputs and proposes an ensemble feature selection method to choose not only the most related input parameters but also their past observations values. The machine learning algorithms used are: Support Vector Regression (SVR), Extreme Gradient Boosting (XGBT), Categorical Boosting (CatBoost) and Voting-Average (VOA), which integrates SVR, XGBT and CatBoost. The proposed ensemble feature selection is based on Pearson coefficient, random forest, mutual information and relief. Prediction accuracy is evaluated based on several metrics using a real database from Salvador, Brazil. Different prediction time-horizons are considered: 1 h, 2 h and 3 h ahead. Numerical results demonstrate that the proposed ensemble feature selection approach improves forecasting accuracy and that VOA performs better than the other algorithms in all prediction time horizons.

This paper proposes an ensemble voting model for solar radiation forecasting based on machine learning algorithms. Several ensemble models are assessed using a simple average and a weighted average, combining the following algorithms: random forest, extreme gradient boosting, categorical boosting, and adaptive boosting. A clustering algorithm is used to group data according to the weather, and feature selection is applied to choose the most-related inputs and their past observation values. Prediction performance is evaluated by several metrics using a real-world Brazilian database, considering different prediction time horizons of up to 12 h ahead. Numerical results show the weighted average voting approach based on random forest and categorical boosting has superior performance, with an average reduction of 6% for MAE, 3% for RMSE, 16% for MAPE, and 1% for R2 when predicting one hour in advance, outperforming individual machine learning algorithms and other ensemble models.