IDEAS home Printed from https://ideas.repec.org/a/gam/jeners/v11y2018i7p1763-d156242.html
   My bibliography  Save this article

Quantile Regression Post-Processing of Weather Forecast for Short-Term Solar Power Probabilistic Forecasting

Author

Listed:
  • Luca Massidda

    (CRS4, Center for Advanced Studies, Research and Development in Sardinia, loc. Piscina Manna ed. 1, 09010 Pula (CA), Italy)

  • Marino Marrocu

    (CRS4, Center for Advanced Studies, Research and Development in Sardinia, loc. Piscina Manna ed. 1, 09010 Pula (CA), Italy)

Abstract

The inclusion of photo-voltaic generation in the distribution grid poses technical difficulties related to the variability of the solar source and determines the need for Probabilistic Forecasting procedures (PF). This work describes a new approach for PF based on quantile regression using the Gradient-Boosted Regression Trees (GBRT) method fed by numerical weather forecasts of the European Centre for Medium Range Weather Forecast (ECMWF) Integrated Forecasting System (IFS) and Ensemble Prediction System (EPS). The proposed methodology is compared with the forecasts obtained with Quantile Regression using only IFS forecasts (QR), with the uncalibrated EPS forecasts and with the EPS forecasts calibrated with a Variance Deficit (VD) procedure. The proposed methodology produces forecasts with a temporal resolution equal to or better than the meteorological forecast (1 h for the IFS and 3 h for EPS) and, in the case examined, is able to provide higher performances than those obtained with the other methods over a forecast horizon of up to 72 h.

Suggested Citation

  • Luca Massidda & Marino Marrocu, 2018. "Quantile Regression Post-Processing of Weather Forecast for Short-Term Solar Power Probabilistic Forecasting," Energies, MDPI, vol. 11(7), pages 1-20, July.
    • Handle: RePEc:gam:jeners:v:11:y:2018:i:7:p:1763-:d:156242
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/1996-1073/11/7/1763/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/1996-1073/11/7/1763/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Kraas, Birk & Schroedter-Homscheidt, Marion & Pulvermüller, Benedikt & Madlener, Reinhard, 2011. "Economic Assessment of a Concentrating Solar Power Forecasting System for Participation in the Spanish Electricity Market," FCN Working Papers 12/2011, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
    2. Luoma, Jennifer & Mathiesen, Patrick & Kleissl, Jan, 2014. "Forecast value considering energy pricing in California," Applied Energy, Elsevier, vol. 125(C), pages 230-237.
    3. Alessandrini, S. & Delle Monache, L. & Sperati, S. & Cervone, G., 2015. "An analog ensemble for short-term probabilistic solar power forecast," Applied Energy, Elsevier, vol. 157(C), pages 95-110.
    4. Antonio Bracale & Pierluigi Caramia & Guido Carpinelli & Anna Rita Di Fazio & Gabriella Ferruzzi, 2013. "A Bayesian Method for Short-Term Probabilistic Forecasting of Photovoltaic Generation in Smart Grid Operation and Control," Energies, MDPI, vol. 6(2), pages 1-15, February.
    5. Azhar Ahmed Mohammed & Zeyar Aung, 2016. "Ensemble Learning Approach for Probabilistic Forecasting of Solar Power Generation," Energies, MDPI, vol. 9(12), pages 1-17, December.
    6. Huang, Jing & Perry, Matthew, 2016. "A semi-empirical approach using gradient boosting and k-nearest neighbors regression for GEFCom2014 probabilistic solar power forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1081-1086.
    7. P. Pinson, 2012. "Very-short-term probabilistic forecasting of wind power with generalized logit–normal distributions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 61(4), pages 555-576, August.
    8. Mashud Rana & Irena Koprinska, 2016. "Neural Network Ensemble Based Approach for 2D-Interval Prediction of Solar Photovoltaic Power," Energies, MDPI, vol. 9(10), pages 1-17, October.
    9. Nonnenmacher, Lukas & Kaur, Amanpreet & Coimbra, Carlos F.M., 2016. "Day-ahead resource forecasting for concentrated solar power integration," Renewable Energy, Elsevier, vol. 86(C), pages 866-876.
    10. Hong, Tao & Pinson, Pierre & Fan, Shu & Zareipour, Hamidreza & Troccoli, Alberto & Hyndman, Rob J., 2016. "Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond," International Journal of Forecasting, Elsevier, vol. 32(3), pages 896-913.
    11. Claudio Monteiro & Tiago Santos & L. Alfredo Fernandez-Jimenez & Ignacio J. Ramirez-Rosado & M. Sonia Terreros-Olarte, 2013. "Short-Term Power Forecasting Model for Photovoltaic Plants Based on Historical Similarity," Energies, MDPI, vol. 6(5), pages 1-20, May.
    12. Yuan, Shengxi & Kocaman, Ayse Selin & Modi, Vijay, 2017. "Benefits of forecasting and energy storage in isolated grids with large wind penetration – The case of Sao Vicente," Renewable Energy, Elsevier, vol. 105(C), pages 167-174.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tamara Schröter & André Richter & Jens Götze & André Naumann & Jenny Gronau & Martin Wolter, 2020. "Substation Related Forecasts of Electrical Energy Storage Systems: Transmission System Operator Requirements," Energies, MDPI, vol. 13(23), pages 1-26, November.
    2. Tatiana Gabderakhmanova & Mattia Marinelli, 2022. "Multi-Energy System Demonstration Pilots on Geographical Islands: An Overview across Europe," Energies, MDPI, vol. 15(11), pages 1-26, May.
    3. Jayesh Thaker & Robert Höller, 2022. "A Comparative Study of Time Series Forecasting of Solar Energy Based on Irradiance Classification," Energies, MDPI, vol. 15(8), pages 1-26, April.
    4. Sun, Mucun & Feng, Cong & Zhang, Jie, 2020. "Probabilistic solar power forecasting based on weather scenario generation," Applied Energy, Elsevier, vol. 266(C).
    5. Takahiro Takamatsu & Hideaki Ohtake & Takashi Oozeki & Tosiyuki Nakaegawa & Yuki Honda & Masahiro Kazumori, 2021. "Regional Solar Irradiance Forecast for Kanto Region by Support Vector Regression Using Forecast of Meso-Ensemble Prediction System," Energies, MDPI, vol. 14(11), pages 1-18, June.
    6. Le Gal La Salle, Josselin & Badosa, Jordi & David, Mathieu & Pinson, Pierre & Lauret, Philippe, 2020. "Added-value of ensemble prediction system on the quality of solar irradiance probabilistic forecasts," Renewable Energy, Elsevier, vol. 162(C), pages 1321-1339.
    7. Phathutshedzo Mpfumali & Caston Sigauke & Alphonce Bere & Sophie Mulaudzi, 2019. "Day Ahead Hourly Global Horizontal Irradiance Forecasting—Application to South African Data," Energies, MDPI, vol. 12(18), pages 1-28, September.
    8. Hiroki Yamamoto & Junji Kondoh & Daisuke Kodaira, 2022. "Assessing the Impact of Features on Probabilistic Modeling of Photovoltaic Power Generation," Energies, MDPI, vol. 15(15), pages 1-17, July.
    9. Yang, Dazhi & van der Meer, Dennis, 2021. "Post-processing in solar forecasting: Ten overarching thinking tools," Renewable and Sustainable Energy Reviews, Elsevier, vol. 140(C).
    10. Seungbeom Nam & Jin Hur, 2018. "Probabilistic Forecasting Model of Solar Power Outputs Based on the Naïve Bayes Classifier and Kriging Models," Energies, MDPI, vol. 11(11), pages 1-15, November.
    11. Takahiro Takamatsu & Hideaki Ohtake & Takashi Oozeki, 2022. "Support Vector Quantile Regression for the Post-Processing of Meso-Scale Ensemble Prediction System Data in the Kanto Region: Solar Power Forecast Reducing Overestimation," Energies, MDPI, vol. 15(4), pages 1-18, February.
    12. Yang, Dazhi & Yang, Guoming & Liu, Bai, 2023. "Combining quantiles of calibrated solar forecasts from ensemble numerical weather prediction," Renewable Energy, Elsevier, vol. 215(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fatemi, Seyyed A. & Kuh, Anthony & Fripp, Matthias, 2018. "Parametric methods for probabilistic forecasting of solar irradiance," Renewable Energy, Elsevier, vol. 129(PA), pages 666-676.
    2. Seungbeom Nam & Jin Hur, 2018. "Probabilistic Forecasting Model of Solar Power Outputs Based on the Naïve Bayes Classifier and Kriging Models," Energies, MDPI, vol. 11(11), pages 1-15, November.
    3. Pedro, Hugo T.C. & Coimbra, Carlos F.M. & David, Mathieu & Lauret, Philippe, 2018. "Assessment of machine learning techniques for deterministic and probabilistic intra-hour solar forecasts," Renewable Energy, Elsevier, vol. 123(C), pages 191-203.
    4. Luis Mazorra-Aguiar & Philippe Lauret & Mathieu David & Albert Oliver & Gustavo Montero, 2021. "Comparison of Two Solar Probabilistic Forecasting Methodologies for Microgrids Energy Efficiency," Energies, MDPI, vol. 14(6), pages 1-26, March.
    5. Yang, Dazhi & van der Meer, Dennis, 2021. "Post-processing in solar forecasting: Ten overarching thinking tools," Renewable and Sustainable Energy Reviews, Elsevier, vol. 140(C).
    6. David, Mathieu & Luis, Mazorra Aguiar & Lauret, Philippe, 2018. "Comparison of intraday probabilistic forecasting of solar irradiance using only endogenous data," International Journal of Forecasting, Elsevier, vol. 34(3), pages 529-547.
    7. Mitrentsis, Georgios & Lens, Hendrik, 2022. "An interpretable probabilistic model for short-term solar power forecasting using natural gradient boosting," Applied Energy, Elsevier, vol. 309(C).
    8. Ahmed, R. & Sreeram, V. & Mishra, Y. & Arif, M.D., 2020. "A review and evaluation of the state-of-the-art in PV solar power forecasting: Techniques and optimization," Renewable and Sustainable Energy Reviews, Elsevier, vol. 124(C).
    9. Nonnenmacher, Lukas & Kaur, Amanpreet & Coimbra, Carlos F.M., 2016. "Day-ahead resource forecasting for concentrated solar power integration," Renewable Energy, Elsevier, vol. 86(C), pages 866-876.
    10. Ferruzzi, Gabriella & Cervone, Guido & Delle Monache, Luca & Graditi, Giorgio & Jacobone, Francesca, 2016. "Optimal bidding in a Day-Ahead energy market for Micro Grid under uncertainty in renewable energy production," Energy, Elsevier, vol. 106(C), pages 194-202.
    11. Antonio Bracale & Pasquale De Falco, 2015. "An Advanced Bayesian Method for Short-Term Probabilistic Forecasting of the Generation of Wind Power," Energies, MDPI, vol. 8(9), pages 1-22, September.
    12. Giovanni Brusco & Alessandro Burgio & Daniele Menniti & Anna Pinnarelli & Nicola Sorrentino & Pasquale Vizza, 2017. "Quantification of Forecast Error Costs of Photovoltaic Prosumers in Italy," Energies, MDPI, vol. 10(11), pages 1-17, November.
    13. González Ordiano, Jorge Ángel & Gröll, Lutz & Mikut, Ralf & Hagenmeyer, Veit, 2020. "Probabilistic energy forecasting using the nearest neighbors quantile filter and quantile regression," International Journal of Forecasting, Elsevier, vol. 36(2), pages 310-323.
    14. Derek W. Bunn & Angelica Gianfreda & Stefan Kermer, 2018. "A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market," Energies, MDPI, vol. 11(10), pages 1-13, October.
    15. Barukčić, M. & Hederić, Ž. & Hadžiselimović, M. & Seme, S., 2018. "A simple stochastic method for modelling the uncertainty of photovoltaic power production based on measured data," Energy, Elsevier, vol. 165(PB), pages 246-256.
    16. Kelachukwu J. Iheanetu, 2022. "Solar Photovoltaic Power Forecasting: A Review," Sustainability, MDPI, vol. 14(24), pages 1-31, December.
    17. Qiang Ni & Shengxian Zhuang & Hanmin Sheng & Song Wang & Jian Xiao, 2017. "An Optimized Prediction Intervals Approach for Short Term PV Power Forecasting," Energies, MDPI, vol. 10(10), pages 1-16, October.
    18. Aitazaz Ali Raja & Pierre Pinson & Jalal Kazempour & Sergio Grammatico, 2022. "A Market for Trading Forecasts: A Wagering Mechanism," Papers 2205.02668, arXiv.org, revised Oct 2022.
    19. Francisco Martínez-Álvarez & Alicia Troncoso & José C. Riquelme, 2017. "Recent Advances in Energy Time Series Forecasting," Energies, MDPI, vol. 10(6), pages 1-3, June.
    20. Promphak Dawan & Kobsak Sriprapha & Songkiate Kittisontirak & Terapong Boonraksa & Nitikorn Junhuathon & Wisut Titiroongruang & Surasak Niemcharoen, 2020. "Comparison of Power Output Forecasting on the Photovoltaic System Using Adaptive Neuro-Fuzzy Inference Systems and Particle Swarm Optimization-Artificial Neural Network Model," Energies, MDPI, vol. 13(2), pages 1-18, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jeners:v:11:y:2018:i:7:p:1763-:d:156242. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.