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A two-step short-term probabilistic wind forecasting methodology based on predictive distribution optimization

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  • Sun, Mucun
  • Feng, Cong
  • Chartan, Erol Kevin
  • Hodge, Bri-Mathias
  • Zhang, Jie

Abstract

With increasing wind penetrations into electric power systems, probabilistic wind forecasting becomes more critical to power system operations because of its capability of quantifying wind uncertainties. In this paper, a two-step probabilistic wind forecasting approach based on pinball loss optimization is developed. First, a multimodel machine learning-based ensemble deterministic forecasting framework is adopted to generate deterministic forecasts. The deterministic forecast is assumed to be the mean value of the predictive distribution at each forecasting time stamp. Then, the optimal unknown parameter (i.e., standard deviation) of the predictive distribution is estimated by a support vector regression surrogate model based on the deterministic forecasts. Finally, probabilistic forecasts are generated from the predictive distribution. Numerical results of case studies at eight locations show that the developed two-step probabilistic forecasting methodology has improved the pinball loss metric score by up to 35% compared to a baseline quantile regression forecasting model.

Suggested Citation

  • Sun, Mucun & Feng, Cong & Chartan, Erol Kevin & Hodge, Bri-Mathias & Zhang, Jie, 2019. "A two-step short-term probabilistic wind forecasting methodology based on predictive distribution optimization," Applied Energy, Elsevier, vol. 238(C), pages 1497-1505.
    • Handle: RePEc:eee:appene:v:238:y:2019:i:c:p:1497-1505
    DOI: 10.1016/j.apenergy.2019.01.182
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    Cited by:

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    3. Sun, Mucun & Feng, Cong & Zhang, Jie, 2020. "Multi-distribution ensemble probabilistic wind power forecasting," Renewable Energy, Elsevier, vol. 148(C), pages 135-149.
    4. Caputo, Antonio C. & Federici, Alessandro & Pelagagge, Pacifico M. & Salini, Paolo, 2023. "Offshore wind power system economic evaluation framework under aleatory and epistemic uncertainty," Applied Energy, Elsevier, vol. 350(C).
    5. Duca, Victor E.L.A. & Fonseca, Thaís C.O. & Cyrino Oliveira, Fernando Luiz, 2023. "An overview of non-Gaussian state-space models for wind speed data," Energy, Elsevier, vol. 266(C).
    6. Liu, Yanli & Wang, Junyi, 2022. "Transfer learning based multi-layer extreme learning machine for probabilistic wind power forecasting," Applied Energy, Elsevier, vol. 312(C).
    7. Sun, Mucun & Feng, Cong & Zhang, Jie, 2019. "Conditional aggregated probabilistic wind power forecasting based on spatio-temporal correlation," Applied Energy, Elsevier, vol. 256(C).
    8. Abdoos, Ali Akbar & Abdoos, Hatef & Kazemitabar, Javad & Mobashsher, Mohammad Mehdi & Khaloo, Hooman, 2023. "An intelligent hybrid method based on Monte Carlo simulation for short-term probabilistic wind power prediction," Energy, Elsevier, vol. 278(PA).

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