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Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models

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  • Jan Kloppenborg Møller
  • Marco Zugno
  • Henrik Madsen

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  • Jan Kloppenborg Møller & Marco Zugno & Henrik Madsen, 2016. "Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(3), pages 189-205, April.
    • Handle: RePEc:wly:jforec:v:35:y:2016:i:3:p:189-205
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    Cited by:

    1. Gensler, André & Sick, Bernhard & Vogt, Stephan, 2018. "A review of uncertainty representations and metaverification of uncertainty assessment techniques for renewable energies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 96(C), pages 352-379.
    2. 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).
    3. Ricardo J. Bessa & Corinna Möhrlen & Vanessa Fundel & Malte Siefert & Jethro Browell & Sebastian Haglund El Gaidi & Bri-Mathias Hodge & Umit Cali & George Kariniotakis, 2017. "Towards Improved Understanding of the Applicability of Uncertainty Forecasts in the Electric Power Industry," Energies, MDPI, vol. 10(9), pages 1-48, September.
    4. Khatereh Ghasvarian Jahromi & Davood Gharavian & Hamid Reza Mahdiani, 2023. "Wind power prediction based on wind speed forecast using hidden Markov model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 101-123, January.
    5. Loukatou, Angeliki & Howell, Sydney & Johnson, Paul & Duck, Peter, 2018. "Stochastic wind speed modelling for estimation of expected wind power output," Applied Energy, Elsevier, vol. 228(C), pages 1328-1340.
    6. Loukatou, Angeliki & Johnson, Paul & Howell, Sydney & Duck, Peter, 2021. "Optimal valuation of wind energy projects co-located with battery storage," Applied Energy, Elsevier, vol. 283(C).
    7. 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.
    8. Jónsdóttir, Guðrún Margrét & Milano, Federico, 2019. "Data-based continuous wind speed models with arbitrary probability distribution and autocorrelation," Renewable Energy, Elsevier, vol. 143(C), pages 368-376.

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