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Adaptive modelling and forecasting of offshore wind power fluctuations with Markov‐switching autoregressive models

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  • Pierre Pinson
  • Henrik Madsen

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  • Pierre Pinson & Henrik Madsen, 2012. "Adaptive modelling and forecasting of offshore wind power fluctuations with Markov‐switching autoregressive models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(4), pages 281-313, July.
    • Handle: RePEc:wly:jforec:v:31:y:2012:i:4:p:281-313
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    Cited by:

    1. Zhang, Yao & Wang, Jianxue & Wang, Xifan, 2014. "Review on probabilistic forecasting of wind power generation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 32(C), pages 255-270.
    2. Song, Zhe & Jiang, Yu & Zhang, Zijun, 2014. "Short-term wind speed forecasting with Markov-switching model," Applied Energy, Elsevier, vol. 130(C), pages 103-112.
    3. Luigi Spezia & Andy Vinten & Roberta Paroli & Marc Stutter, 2021. "An evolutionary Monte Carlo method for the analysis of turbidity high‐frequency time series through Markov switching autoregressive models," Environmetrics, John Wiley & Sons, Ltd., vol. 32(8), December.
    4. Hu, Jianming & Wang, Jianzhou & Xiao, Liqun, 2017. "A hybrid approach based on the Gaussian process with t-observation model for short-term wind speed forecasts," Renewable Energy, Elsevier, vol. 114(PB), pages 670-685.
    5. Ines Würth & Laura Valldecabres & Elliot Simon & Corinna Möhrlen & Bahri Uzunoğlu & Ciaran Gilbert & Gregor Giebel & David Schlipf & Anton Kaifel, 2019. "Minute-Scale Forecasting of Wind Power—Results from the Collaborative Workshop of IEA Wind Task 32 and 36," Energies, MDPI, vol. 12(4), pages 1-30, February.
    6. H. Kent Baker & Satish Kumar & Debidutta Pattnaik, 2021. "Research constituents, intellectual structure, and collaboration pattern in the Journal of Forecasting: A bibliometric analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 577-602, July.
    7. Daniela Castro-Camilo & Raphaël Huser & Håvard Rue, 2019. "A Spliced Gamma-Generalized Pareto Model for Short-Term Extreme Wind Speed Probabilistic Forecasting," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(3), pages 517-534, September.
    8. Amanda S. Hering & Karen Kazor & William Kleiber, 2015. "A Markov-Switching Vector Autoregressive Stochastic Wind Generator for Multiple Spatial and Temporal Scales," Resources, MDPI, vol. 4(1), pages 1-23, February.
    9. Messner, Jakob W. & Pinson, Pierre, 2019. "Online adaptive lasso estimation in vector autoregressive models for high dimensional wind power forecasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1485-1498.
    10. Monbet, Valérie & Ailliot, Pierre, 2017. "Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 40-51.
    11. Chan, Wai-Sum, 2022. "On temporal aggregation of some nonlinear time-series models," Econometrics and Statistics, Elsevier, vol. 21(C), pages 38-49.
    12. Sommer, Benedikt & Pinson, Pierre & Messner, Jakob W. & Obst, David, 2021. "Online distributed learning in wind power forecasting," International Journal of Forecasting, Elsevier, vol. 37(1), pages 205-223.
    13. Suárez-Cetrulo, Andrés L. & Burnham-King, Lauren & Haughton, David & Carbajo, Ricardo Simón, 2022. "Wind power forecasting using ensemble learning for day-ahead energy trading," Renewable Energy, Elsevier, vol. 191(C), pages 685-698.
    14. Li, Chen, 2020. "Designing a short-term load forecasting model in the urban smart grid system," Applied Energy, Elsevier, vol. 266(C).
    15. Vrontos, Spyridon D. & Galakis, John & Vrontos, Ioannis D., 2021. "Modeling and predicting U.S. recessions using machine learning techniques," International Journal of Forecasting, Elsevier, vol. 37(2), pages 647-671.
    16. Poncela, Marta & Poncela, Pilar & Perán, José Ramón, 2013. "Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting," Applied Energy, Elsevier, vol. 108(C), pages 349-362.
    17. Ouyang, Tinghui & Zha, Xiaoming & Qin, Liang & He, Yusen & Tang, Zhenhao, 2019. "Prediction of wind power ramp events based on residual correction," Renewable Energy, Elsevier, vol. 136(C), pages 781-792.
    18. Kou, Peng & Gao, Feng & Guan, Xiaohong, 2013. "Sparse online warped Gaussian process for wind power probabilistic forecasting," Applied Energy, Elsevier, vol. 108(C), pages 410-428.
    19. Widén, Joakim & Carpman, Nicole & Castellucci, Valeria & Lingfors, David & Olauson, Jon & Remouit, Flore & Bergkvist, Mikael & Grabbe, Mårten & Waters, Rafael, 2015. "Variability assessment and forecasting of renewables: A review for solar, wind, wave and tidal resources," Renewable and Sustainable Energy Reviews, Elsevier, vol. 44(C), pages 356-375.
    20. Ricardo Bessa & Carlos Moreira & Bernardo Silva & Manuel Matos, 2014. "Handling renewable energy variability and uncertainty in power systems operation," Wiley Interdisciplinary Reviews: Energy and Environment, Wiley Blackwell, vol. 3(2), pages 156-178, March.
    21. Abdoos, Ali Akbar & Abdoos, Hatef & Kazemitabar, Javad & Mobashsher, Mohammad Mehdi & Khaloo, Hooman, 2023. "An intelligent hybrid method based on Monte Carlo simulation for short-term probabilistic wind power prediction," Energy, Elsevier, vol. 278(PA).
    22. Zheng, Chong-wei, 2021. "Global oceanic wave energy resource dataset—with the Maritime Silk Road as a case study," Renewable Energy, Elsevier, vol. 169(C), pages 843-854.
    23. Yunchuan Liu & Amir Ghasemkhani & Lei Yang, 2022. "Drifting Streaming Peaks-Over-Threshold-Enhanced Self-Evolving Neural Networks for Short-Term Wind Farm Generation Forecast," Future Internet, MDPI, vol. 15(1), pages 1-19, December.
    24. Mingzhe Zou & Sasa Z. Djokic, 2020. "A Review of Approaches for the Detection and Treatment of Outliers in Processing Wind Turbine and Wind Farm Measurements," Energies, MDPI, vol. 13(16), pages 1-30, August.

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