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Probabilistic forecasts of solar irradiance using stochastic differential equations

Author

Listed:
  • E. B. Iversen
  • J. M. Morales
  • J. K. Møller
  • H. Madsen

Abstract

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Suggested Citation

  • E. B. Iversen & J. M. Morales & J. K. Møller & H. Madsen, 2014. "Probabilistic forecasts of solar irradiance using stochastic differential equations," Environmetrics, John Wiley & Sons, Ltd., vol. 25(3), pages 152-164, May.
    • Handle: RePEc:wly:envmet:v:25:y:2014:i:3:p:152-164
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    Cited by:

    1. Iversen, Emil B. & Morales, Juan M. & Møller, Jan K. & Madsen, Henrik, 2016. "Short-term probabilistic forecasting of wind speed using stochastic differential equations," International Journal of Forecasting, Elsevier, vol. 32(3), pages 981-990.
    2. Mikkel L. Sørensen & Peter Nystrup & Mathias B. Bjerregård & Jan K. Møller & Peder Bacher & Henrik Madsen, 2023. "Recent developments in multivariate wind and solar power forecasting," Wiley Interdisciplinary Reviews: Energy and Environment, Wiley Blackwell, vol. 12(2), March.
    3. Chiacchio, Ferdinando & D’Urso, Diego & Famoso, Fabio & Brusca, Sebastian & Aizpurua, Jose Ignacio & Catterson, Victoria M., 2018. "On the use of dynamic reliability for an accurate modelling of renewable power plants," Energy, Elsevier, vol. 151(C), pages 605-621.
    4. Pedro, Hugo T.C. & Coimbra, Carlos F.M., 2015. "Nearest-neighbor methodology for prediction of intra-hour global horizontal and direct normal irradiances," Renewable Energy, Elsevier, vol. 80(C), pages 770-782.
    5. 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.
    6. 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.
    7. Sabarathinam Srinivasan & Suresh Kumarasamy & Zacharias E. Andreadakis & Pedro G. Lind, 2023. "Artificial Intelligence and Mathematical Models of Power Grids Driven by Renewable Energy Sources: A Survey," Energies, MDPI, vol. 16(14), pages 1-56, July.
    8. Thilker, Christian Ankerstjerne & Madsen, Henrik & Jørgensen, John Bagterp, 2021. "Advanced forecasting and disturbance modelling for model predictive control of smart energy systems," Applied Energy, Elsevier, vol. 292(C).
    9. 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.
    10. Chu, Yinghao & Li, Mengying & Pedro, Hugo T.C. & Coimbra, Carlos F.M., 2015. "Real-time prediction intervals for intra-hour DNI forecasts," Renewable Energy, Elsevier, vol. 83(C), pages 234-244.
    11. Wenqi Zhang & William Kleiber & Bri‐Mathias Hodge & Barry Mather, 2022. "A nonstationary and non‐Gaussian moving average model for solar irradiance," Environmetrics, John Wiley & Sons, Ltd., vol. 33(3), May.
    12. 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.
    13. 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.
    14. 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.
    15. Rosen, Karol & Angeles-Camacho, César & Elvira, Víctor & Guillén-Burguete, Servio Tulio, 2023. "Intra-hour photovoltaic forecasting through a time-varying Markov switching model," Energy, Elsevier, vol. 278(PB).
    16. Song, Xiaodong & Johnson, Paul & Duck, Peter, 2021. "A novel combination of Mycielski–Markov, regime switching and jump diffusion models for solar energy," Applied Energy, Elsevier, vol. 301(C).
    17. Chu, Yinghao & Coimbra, Carlos F.M., 2017. "Short-term probabilistic forecasts for Direct Normal Irradiance," Renewable Energy, Elsevier, vol. 101(C), pages 526-536.
    18. 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.

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