IDEAS home Printed from https://ideas.repec.org/a/gam/jeners/v15y2022i7p2698-d788188.html
   My bibliography  Save this article

A New Wind Speed Scenario Generation Method Based on Principal Component and R-Vine Copula Theories

Author

Listed:
  • Hui Hwang Goh

    (School of Electrical Engineering, Guangxi University, Nanning 530004, China)

  • Gumeng Peng

    (School of Electrical Engineering, Guangxi University, Nanning 530004, China)

  • Dongdong Zhang

    (School of Electrical Engineering, Guangxi University, Nanning 530004, China)

  • Wei Dai

    (School of Electrical Engineering, Guangxi University, Nanning 530004, China)

  • Tonni Agustiono Kurniawan

    (College of Environment and Ecology, Xiamen University, Xiamen 361102, China)

  • Kai Chen Goh

    (Department of Technology Management, Faculty of Construction Management and Business, University Tun Hussein Onn Malaysia, Parit Raja 86400, Malaysia)

  • Chin Leei Cham

    (Faculty of Engineering (FOE), BR4081, Multimedia University, Persiaran Multimedia, Cyberjaya 63100, Malaysia)

Abstract

The intermittent and uncertain properties of wind power have presented enormous obstacles to the planning and steady operation of power systems. In this context, as an effective technique to study wind power uncertainty, the development of an accurate wind speed scenario generation method is of great significance for evaluating the impact of wind power in the power system. In the case of several wind farms, accurate scenario generation involves precise acquisition of the correlation between wind speeds and the greatest retention of statistical properties of wind speed data. Under this goal, this research provided a new method for scenario development based on principle component (PC) and R-vine copula theories that incorporates the spatiotemporal correlation of wind speeds. By integrating with PC theory, this strategy avoids the dimension disaster induced by employing R-vine copula alone while taking benefit of its flexibility. The simulation results utilizing the historical wind speeds of three adjacent wind farms as samples showed that the method described in this article could effectively preserve the statistical properties of wind speed data. Eight evaluation indicators covering three facets of the scenario generation method were used to compare the proposed method holistically to two other commonly used scenario generation methods. The results indicated that this method’s accuracy was increased further. Additionally, the validity and necessity of applying R-vine copula in this model was demonstrated through comparisons to C-vine and D-vine copulas.

Suggested Citation

  • Hui Hwang Goh & Gumeng Peng & Dongdong Zhang & Wei Dai & Tonni Agustiono Kurniawan & Kai Chen Goh & Chin Leei Cham, 2022. "A New Wind Speed Scenario Generation Method Based on Principal Component and R-Vine Copula Theories," Energies, MDPI, vol. 15(7), pages 1-21, April.
  • Handle: RePEc:gam:jeners:v:15:y:2022:i:7:p:2698-:d:788188
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/1996-1073/15/7/2698/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/1996-1073/15/7/2698/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Deng, Jingchuan & Li, Hongru & Hu, Jinxing & Liu, Zhenyu, 2021. "A new wind speed scenario generation method based on spatiotemporal dependency structure," Renewable Energy, Elsevier, vol. 163(C), pages 1951-1962.
    2. Eryilmaz, Serkan & Kan, Cihangir, 2020. "Reliability based modeling and analysis for a wind power system integrated by two wind farms considering wind speed dependence," Reliability Engineering and System Safety, Elsevier, vol. 203(C).
    3. D’Amico, Guglielmo & Petroni, Filippo & Prattico, Flavio, 2013. "First and second order semi-Markov chains for wind speed modeling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(5), pages 1194-1201.
    4. Dißmann, J. & Brechmann, E.C. & Czado, C. & Kurowicka, D., 2013. "Selecting and estimating regular vine copulae and application to financial returns," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 52-69.
    5. Li, M.S. & Lin, Z.J. & Ji, T.Y. & Wu, Q.H., 2018. "Risk constrained stochastic economic dispatch considering dependence of multiple wind farms using pair-copula," Applied Energy, Elsevier, vol. 226(C), pages 967-978.
    6. So-Kumneth Sim & Philipp Maass & Pedro G. Lind, 2018. "Wind Speed Modeling by Nested ARIMA Processes," Energies, MDPI, vol. 12(1), pages 1-18, December.
    7. Morales, J.M. & Mínguez, R. & Conejo, A.J., 2010. "A methodology to generate statistically dependent wind speed scenarios," Applied Energy, Elsevier, vol. 87(3), pages 843-855, March.
    8. Zhou, Shaowu & Xiao, Qing & Wu, Lianghong, 2020. "Probabilistic power flow analysis with correlated wind speeds," Renewable Energy, Elsevier, vol. 145(C), pages 2169-2177.
    9. Xiao, Qing & Zhou, Shaowu, 2018. "Probabilistic power flow computation considering correlated wind speeds," Applied Energy, Elsevier, vol. 231(C), pages 677-685.
    10. Chen, Jun & Rabiti, Cristian, 2017. "Synthetic wind speed scenarios generation for probabilistic analysis of hybrid energy systems," Energy, Elsevier, vol. 120(C), pages 507-517.
    11. Li, Jinghua & Zhou, Jiasheng & Chen, Bo, 2020. "Review of wind power scenario generation methods for optimal operation of renewable energy systems," Applied Energy, Elsevier, vol. 280(C).
    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. Li, Yanting & Peng, Xinghao & Zhang, Yu, 2022. "Forecasting methods for wind power scenarios of multiple wind farms based on spatio-temporal dependency structure," Renewable Energy, Elsevier, vol. 201(P1), pages 950-960.
    2. Tonni Agustiono Kurniawan & Mohd Hafiz Dzarfan Othman & Xue Liang & Muhammad Ayub & Hui Hwang Goh & Tutuk Djoko Kusworo & Ayesha Mohyuddin & Kit Wayne Chew, 2022. "Microbial Fuel Cells (MFC): A Potential Game-Changer in Renewable Energy Development," Sustainability, MDPI, vol. 14(24), pages 1-20, December.
    3. Dhaval Dalal & Muhammad Bilal & Hritik Shah & Anwarul Islam Sifat & Anamitra Pal & Philip Augustin, 2023. "Cross-Correlated Scenario Generation for Renewable-Rich Power Systems Using Implicit Generative Models," Energies, MDPI, vol. 16(4), pages 1-20, February.

    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. Eryilmaz, Serkan & Kan, Cihangir, 2020. "Reliability based modeling and analysis for a wind power system integrated by two wind farms considering wind speed dependence," Reliability Engineering and System Safety, Elsevier, vol. 203(C).
    2. Hu, Jinxing & Li, Hongru, 2022. "A transfer learning-based scenario generation method for stochastic optimal scheduling of microgrid with newly-built wind farm," Renewable Energy, Elsevier, vol. 185(C), pages 1139-1151.
    3. Carta, José A. & Díaz, Santiago & Castañeda, Alberto, 2020. "A global sensitivity analysis method applied to wind farm power output estimation models," Applied Energy, Elsevier, vol. 280(C).
    4. Krishna, Attoti Bharath & Abhyankar, Abhijit R., 2023. "Time-coupled day-ahead wind power scenario generation: A combined regular vine copula and variance reduction method," Energy, Elsevier, vol. 265(C).
    5. Zhu, Xiaoxun & Liu, Ruizhang & Chen, Yao & Gao, Xiaoxia & Wang, Yu & Xu, Zixu, 2021. "Wind speed behaviors feather analysis and its utilization on wind speed prediction using 3D-CNN," Energy, Elsevier, vol. 236(C).
    6. Li, Yanting & Peng, Xinghao & Zhang, Yu, 2022. "Forecasting methods for wind power scenarios of multiple wind farms based on spatio-temporal dependency structure," Renewable Energy, Elsevier, vol. 201(P1), pages 950-960.
    7. Mavromatidis, Georgios & Orehounig, Kristina & Carmeliet, Jan, 2018. "A review of uncertainty characterisation approaches for the optimal design of distributed energy systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 88(C), pages 258-277.
    8. Anderson Mitterhofer Iung & Fernando Luiz Cyrino Oliveira & André Luís Marques Marcato, 2023. "A Review on Modeling Variable Renewable Energy: Complementarity and Spatial–Temporal Dependence," Energies, MDPI, vol. 16(3), pages 1-24, January.
    9. Dong, Wei & Chen, Xianqing & Yang, Qiang, 2022. "Data-driven scenario generation of renewable energy production based on controllable generative adversarial networks with interpretability," Applied Energy, Elsevier, vol. 308(C).
    10. Yang, Mao & Wang, Da & Xu, Chuanyu & Dai, Bozhi & Ma, Miaomiao & Su, Xin, 2023. "Power transfer characteristics in fluctuation partition algorithm for wind speed and its application to wind power forecasting," Renewable Energy, Elsevier, vol. 211(C), pages 582-594.
    11. Nagler, Thomas & Czado, Claudia, 2016. "Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 69-89.
    12. Benoumechiara Nazih & Bousquet Nicolas & Michel Bertrand & Saint-Pierre Philippe, 2020. "Detecting and modeling critical dependence structures between random inputs of computer models," Dependence Modeling, De Gruyter, vol. 8(1), pages 263-297, January.
    13. Rahimiyan, Morteza, 2014. "A statistical cognitive model to assess impact of spatially correlated wind production on market behaviors," Applied Energy, Elsevier, vol. 122(C), pages 62-72.
    14. Hafezi, Reza & Akhavan, AmirNaser & Pakseresht, Saeed & Wood, David A., 2019. "A Layered Uncertainties Scenario Synthesizing (LUSS) model applied to evaluate multiple potential long-run outcomes for Iran's natural gas exports," Energy, Elsevier, vol. 169(C), pages 646-659.
    15. Talbi, Marwa & Bedoui, Rihab & de Peretti, Christian & Belkacem, Lotfi, 2021. "Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches," Resources Policy, Elsevier, vol. 73(C).
    16. Nguyen, Hoang & Virbickaitė, Audronė, 2023. "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Energy Economics, Elsevier, vol. 124(C).
    17. Song, Yupeng & Basu, Biswajit & Zhang, Zili & Sørensen, John Dalsgaard & Li, Jie & Chen, Jianbing, 2021. "Dynamic reliability analysis of a floating offshore wind turbine under wind-wave joint excitations via probability density evolution method," Renewable Energy, Elsevier, vol. 168(C), pages 991-1014.
    18. Nagler Thomas & Czado Claudia & Schellhase Christian, 2017. "Nonparametric estimation of simplified vine copula models: comparison of methods," Dependence Modeling, De Gruyter, vol. 5(1), pages 99-120, January.
    19. Rezitis, Anthony N. & Rokopanos, Andreas, 2019. "Impact of trade liberalisation on dairy market price co-movements between the EU, Oceania, and the United States," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 63(3), July.
    20. Brechmann, Eike & Czado, Claudia & Paterlini, Sandra, 2014. "Flexible dependence modeling of operational risk losses and its impact on total capital requirements," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 271-285.

    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:15:y:2022:i:7:p:2698-:d:788188. 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.