An evaluation of variable selection methods using Southern Africa solar irradiation data

Dimensionality poses a challenge in developing quality predictive models. Often when modelling solar irradiance (SI), many covariates are considered. Training such data has several disadvantages. This study sought to identify the best variable embedded selection method for different location and time horizon combinations from Southern Africa solar irradiance data. It introduced new variable selection methods into solar irradiation studies, namely penalised quantile regression (PQR), regularised random forests (RRF), and quantile regression forest (QRF). Stability analysis, performance and accuracy metric evaluations were used to compare them with the common lasso, elastic and ridge regression methods. The QRF model performed best in all locations followed by the shrinkage methods on hourly data. However, it was found that QRF is not sensitive to associations through correlations, thereby ignoring the relevance of variables while focusing on importance. Among the shrinkage methods, the lasso performed best in only one location. On the 24-hour horizon, elastic net dominated the performances among the shrinkage methods, but QRF was best in three locations of the six considered. Results confirmed that variable selection methods performed differently on different situational data sets. Depending on the strengths of the methods, results were combined to identify the most paramount variables. Day, total rainfall, and wind direction were superfluous features in all situations. The study concluded that shrinkage methods are best in cases of extreme multicollinearity, while QRF is best on data sets with outliers or/and heavy tails.