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Prediction intervals for global solar irradiation forecasting using regression trees methods

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  • Voyant, Cyril
  • Motte, Fabrice
  • Notton, Gilles
  • Fouilloy, Alexis
  • Nivet, Marie-Laure
  • Duchaud, Jean-Laurent

Abstract

A global horizontal irradiation prediction (from 1 h to 6 h) is performed using 2 persistence models (simple and “smart” ones) and 4 machine learning tools belonging to the regression trees methods family (normal, pruned, boosted and bagged). A prediction band is associated to each forecast using methodologies based on: bootstrap sampling and k-fold approach, mutual information, stationary time series process with clear sky model, quantiles estimation and cumulative distribution function. New reliability indexes (gamma index and gamma test) are built from the mean interval length (MIL) and prediction interval coverage probability (PCIP). With such methods and error metrics, good prediction bands are estimated for Ajaccio (France) with a MIL close to 113 Wh/m2, a PCIP reaching 70% and a gamma index lower than 0.9.

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  • Voyant, Cyril & Motte, Fabrice & Notton, Gilles & Fouilloy, Alexis & Nivet, Marie-Laure & Duchaud, Jean-Laurent, 2018. "Prediction intervals for global solar irradiation forecasting using regression trees methods," Renewable Energy, Elsevier, vol. 126(C), pages 332-340.
    • Handle: RePEc:eee:renene:v:126:y:2018:i:c:p:332-340
    DOI: 10.1016/j.renene.2018.03.055
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    6. Ghimire, Sujan & Deo, Ravinesh C. & Casillas-Pérez, David & Salcedo-Sanz, Sancho, 2022. "Improved Complete Ensemble Empirical Mode Decomposition with Adaptive Noise Deep Residual model for short-term multi-step solar radiation prediction," Renewable Energy, Elsevier, vol. 190(C), pages 408-424.
    7. John Boland & Adrian Grantham, 2018. "Nonparametric Conditional Heteroscedastic Hourly Probabilistic Forecasting of Solar Radiation," J, MDPI, vol. 1(1), pages 1-18, December.
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