RESGen: Renewable Energy Scenario Generation Platform

Space-time scenarios of renewable power generation are increasingly used as input to decision-making in operational problems. They may also be used in planning studies to account for the inherent uncertainty in operations. Similarly using scenarios to derive chance-constraints or robust optimization sets for corresponding optimization problems is useful in a power system context. Generating and evaluating such spacetime scenarios is difficult. While quite a number of proposals have appeared in the literature, a gap between methodological proposals and actual usage in operational and planning studies remains. Consequently, our aim here is to propose an open-source platform for space-time probabilistic forecasting of renewable energy generation (wind and solar power). This document covers both methodological and implementation aspects, to be seen as a companion document for the open-source scenario generation platform. It can generate predictive densities, trajectories and space-time interdependencies for renewable energy generation. The underlying model works as a post-processing of point forecasts. For illustration, two setups are considered: the case of day-ahead forecasts to be issued once a day, and for rolling windows with regular updates, with application to the western part of the United States, with both wind and solar power generation.

[1]  R. Stephenson A and V , 1962, The British journal of ophthalmology.

[2]  Victor Chew,et al.  Simultaneous Prediction Intervals , 1968 .

[3]  Nalini Ravishanker,et al.  Multiple prediction intervals for time series: Comparison of simultaneous and marginal intervals , 1991 .

[4]  E. Luciano,et al.  Copula methods in finance , 2004 .

[5]  Thomas Ackermann,et al.  Wind Power in Power Systems , 2005 .

[6]  Henrik Madsen,et al.  A review on the young history of the wind power short-term prediction , 2008 .

[7]  Alan Greenspan,et al.  Path Forecast Evaluation , 2008 .

[8]  Henrik Madsen,et al.  Spatio‐temporal analysis and modeling of short‐term wind power forecast errors , 2011 .

[9]  Ò. Jordà,et al.  Empirical simultaneous prediction regions for path-forecasts , 2012 .

[10]  Aoife Foley,et al.  Current methods and advances in forecasting of wind power generation , 2012 .

[11]  W. Marsden I and J , 2012 .

[12]  Jooyoung Jeon,et al.  Using Conditional Kernel Density Estimation for Wind Power Density Forecasting , 2012 .

[13]  R. Inman,et al.  Solar forecasting methods for renewable energy integration , 2013 .

[14]  Henrik Madsen,et al.  Integrating Renewables in Electricity Markets: Operational Problems , 2013 .

[15]  Henrik Madsen,et al.  Probabilistic Forecasts of Solar Irradiance by Stochastic Differential Equations , 2013, 1310.6904.

[16]  Robin Girard,et al.  Spatio‐temporal propagation of wind power prediction errors , 2013 .

[17]  T. Gneiting,et al.  Uncertainty Quantification in Complex Simulation Models Using Ensemble Copula Coupling , 2013, 1302.7149.

[18]  Pierre Pinson,et al.  Wind Energy: Forecasting Challenges for Its Operational Management , 2013, 1312.6471.

[19]  J. Zico Kolter,et al.  Large-scale probabilistic forecasting in energy systems using sparse Gaussian conditional random fields , 2013, 52nd IEEE Conference on Decision and Control.

[20]  Jianxue Wang,et al.  Review on probabilistic forecasting of wind power generation , 2014 .

[21]  Robert A. Taylor,et al.  Direct normal irradiance forecasting and its application to concentrated solar thermal output forecasting - A review , 2014 .

[22]  A. Antoniadis,et al.  Space-time trajectories of wind power generation: Parameterized precision matrices under a Gaussian copula approach - DTU Orbit (20/10/2017) , 2014 .

[23]  Vladimiro Miranda,et al.  Spatial-Temporal Solar Power Forecasting for Smart Grids , 2015, IEEE Transactions on Industrial Informatics.

[24]  Jiang Wu,et al.  Modeling Dynamic Spatial Correlations of Geographically Distributed Wind Farms and Constructing Ellipsoidal Uncertainty Sets for Optimization-Based Generation Scheduling , 2015, IEEE Transactions on Sustainable Energy.

[25]  Henrik Madsen,et al.  Space-Time Trajectories of Wind Power Generation: Parametrized Precision Matrices Under a Gaussian Copula Approach , 2015 .

[26]  Pierre Pinson,et al.  Very-Short-Term Probabilistic Wind Power Forecasts by Sparse Vector Autoregression , 2016, IEEE Transactions on Smart Grid.