Powering Up With Space-Time Wind Forecasting

The technology to harvest electricity from wind energy is now advanced enough to make entire cities powered by it a reality. High-quality, short-term forecasts of wind speed are vital to making this a more reliable energy source. Gneiting et al. (2006) have introduced a model for the average wind speed two hours ahead based on both spatial and temporal information. The forecasts produced by this model are accurate, and subject to accuracy, the predictive distribution is sharp, that is, highly concentrated around its center. However, this model is split into nonunique regimes based on the wind direction at an offsite location. This paper both generalizes and improves upon this model by treating wind direction as a circular variable and including it in the model. It is robust in many experiments, such as predicting wind at other locations. We compare this with the more common approach of modeling wind speeds and directions in the Cartesian space and use a skew-t distribution for the errors. The quality of the predictions from all of these models can be more realistically assessed with a loss measure that depends upon the power curve relating wind speed to power output. This proposed loss measure yields more insight into the true value of each model’s predictions.

[1]  E. Nadaraya On Estimating Regression , 1964 .

[2]  G. S. Watson,et al.  Smooth regression analysis , 1964 .

[3]  G. Schwarz Estimating the Dimension of a Model , 1978 .

[4]  A. Harvey Time series models , 1983 .

[5]  A. H. Murphy,et al.  Time Series Models to Simulate and Forecast Wind Speed and Wind Power , 1984 .

[6]  Thomas A. Herring,et al.  Blowing in the wind , 1988, Nature.

[7]  F. Diebold,et al.  Comparing Predictive Accuracy , 1994, Business Cycles.

[8]  N. Fisher,et al.  Statistical Analysis of Circular Data , 1993 .

[9]  K. Klink Climatological mean and interannual variance of United States surface wind speed, direction and velocity , 1999 .

[10]  P. S. Dokopoulos,et al.  Wind speed and power forecasting based on spatial correlation models , 1999 .

[11]  L. V. Cremades,et al.  Analysis and modelling of time series of surface wind speed and direction , 1999 .

[12]  L. Mark Berliner,et al.  Spatiotemporal Hierarchical Bayesian Modeling Tropical Ocean Surface Winds , 2001 .

[13]  Jef L. Teugels,et al.  Challenges in modelling stochasticity in wind , 2002 .

[14]  Gregor Giebel,et al.  The State-Of-The-Art in Short-Term Prediction of Wind Power. A Literature Overview , 2003 .

[15]  A. Azzalini,et al.  Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution , 2003, 0911.2342.

[16]  Pierre Pinson,et al.  Standardizing the Performance Evaluation of Short-Term Wind Power Prediction Models , 2005 .

[17]  Malik Beshir Malik,et al.  Applied Linear Regression , 2005, Technometrics.

[18]  Marc G. Genton,et al.  Predictive spatio-temporal models for spatially sparse environmental data , 2005 .

[19]  M. Lange,et al.  Physical Approach to Short-Term Wind Power Prediction , 2005 .

[20]  A. Azzalini The Skew‐normal Distribution and Related Multivariate Families * , 2005 .

[21]  M. Lange On the Uncertainty of Wind Power Predictions—Analysis of the Forecast Accuracy and Statistical Distribution of Errors , 2005 .

[22]  Eric M. Aldrich,et al.  Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center , 2006 .

[23]  Juan Romo,et al.  Introducing model uncertainty by moving blocks bootstrap , 2006 .

[24]  T. Gneiting,et al.  The continuous ranked probability score for circular variables and its application to mesoscale forecast ensemble verification , 2006 .

[25]  Andrew J. Patton,et al.  Testing Forecast Optimality Under Unknown Loss , 2007 .

[26]  A. Raftery,et al.  Strictly Proper Scoring Rules, Prediction, and Estimation , 2007 .

[27]  P. Pinson,et al.  Trading Wind Generation From Short-Term Probabilistic Forecasts of Wind Power , 2007, IEEE Transactions on Power Systems.

[28]  C.W. Potter,et al.  Wind Power Data for Grid Integration Studies , 2007, 2007 IEEE Power Engineering Society General Meeting.

[29]  James L. Powell,et al.  Time Series Models , 2021, Stochastic Limit Theory.

[30]  T. Gneiting Quantiles as Optimal Point Predictors , 2008 .

[31]  M. Genton,et al.  Robust Likelihood Methods Based on the Skew‐t and Related Distributions , 2008 .

[32]  Michael Milligan,et al.  Best Practices in Grid Integration of Variable Wind Power: Summary of Recent US Case Study Results and Mitigation Measures , 2010 .