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Probabilistic wind forecasting up to three months ahead using ensemble predictions for geopotential height

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  • Alonzo, Bastien
  • Tankov, Peter
  • Drobinski, Philippe
  • Plougonven, Riwal

Abstract

We develop a method for forecasting the distribution of the daily surface wind speed at timescales from 15-days to 3-months in France. On such long-term timescales, ensemble predictions of the surface wind speed have poor performance, however, the wind speed distribution may be related to the large-scale circulation of the atmosphere, for which the ensemble forecasts have better skill. The information from the large-scale circulation, represented by the 500 hPa geopotential height, is summarized into a single index by first running a PCA and then a polynomial regression. We estimate, over 20 years of daily data, the conditional probability density of the wind speed at a specific location given the index. We then use the ECMWF seasonal forecast ensemble to predict the index for horizons from 15-days to 3-months. These predictions are plugged into the conditional density to obtain a distributional forecast of surface wind. These probabilistic forecasts remain sharper than the climatology up to 1-month forecast horizon. Using a statistical postprocessing method to recalibrate the ensemble leads to further improvement of our probabilistic forecast, which then remains calibrated and sharper than the climatology up to 3-months horizon, particularly in the north of France in winter and fall.

Suggested Citation

  • Alonzo, Bastien & Tankov, Peter & Drobinski, Philippe & Plougonven, Riwal, 2020. "Probabilistic wind forecasting up to three months ahead using ensemble predictions for geopotential height," International Journal of Forecasting, Elsevier, vol. 36(2), pages 515-530.
  • Handle: RePEc:eee:intfor:v:36:y:2020:i:2:p:515-530
    DOI: 10.1016/j.ijforecast.2019.07.005
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    3. Lledó, Llorenç & Ramon, Jaume & Soret, Albert & Doblas-Reyes, Francisco-Javier, 2022. "Seasonal prediction of renewable energy generation in Europe based on four teleconnection indices," Renewable Energy, Elsevier, vol. 186(C), pages 420-430.

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