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In this work, we extend the data-driven It\^{o} stochastic differential equation (SDE) framework for the pathwise assessment of short-term forecast errors to account for the time-dependent upper bound that naturally constrains the…

统计方法学 · 统计学 2024-06-18 Khaoula Ben Chaabane , Ahmed Kebaier , Marco Scavino , Raúl Tempone

The stochastic differential equation (SDE)-based random process models of volatile renewable energy sources (RESs) jointly capture the evolving probability distribution and temporal correlation in continuous time. It has enabled recent…

机器学习 · 计算机科学 2023-12-12 Yiwei Qiu , Jin Lin , Zhipeng Zhou , Ningyi Dai , Feng Liu , Yonghua Song

The output of solar power generation is significantly dependent on the available solar radiation. Thus, with the proliferation of PV generation in the modern power grid, forecasting of solar irradiance is vital for proper operation of the…

应用统计 · 统计学 2022-09-05 Kwasi Opoku , Svetlana Lucemo , Qun Zhou Sun , Aleksandar Dimitrovski

We develop a data-driven methodology based on parametric It\^{o}'s Stochastic Differential Equations (SDEs) to capture the real asymmetric dynamics of forecast errors. Our SDE framework features time-derivative tracking of the forecast,…

统计方法学 · 统计学 2021-02-11 Renzo Caballero , Ahmed Kebaier , Marco Scavino , Raúl Tempone

Macroscopic models for spatially extended systems under random influences are often described by stochastic partial differential equations (SPDEs). Some techniques for understanding solutions of such equations, such as estimating…

动力系统 · 数学 2009-03-27 Jinqiao Duan

Spatio-temporal problems exist in many areas of knowledge and disciplines ranging from biology to engineering and physics. However, solution strategies based on classical statistical techniques often fall short due to the large number of…

应用统计 · 统计学 2017-06-15 Emil B. Iversen , Rune Juhl , Jan K. Møller , Jan Kleissl , Henrik Madsen , Juan M. Morales

In this paper, a stochastic model with regime switching is developed for solar photo-voltaic (PV) power in order to provide short-term probabilistic forecasts. The proposed model for solar PV power is physics inspired and explicitly…

应用统计 · 统计学 2017-09-19 Raksha Ramakrishna , Anna Scaglione , Vijay Vittal

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

数据分析、统计与概率 · 物理学 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

A novel method for real-time solar generation forecast using weather data, while exploiting both spatial and temporal structural dependencies is proposed. The network observed over time is projected to a lower-dimensional representation…

机器学习 · 计算机科学 2022-06-20 Mohammad Alqudah , Tatjana Dokic , Mladen Kezunovic , Zoran Obradovic

As renewable distributed energy resources (DERs) penetrate the power grid at an accelerating speed, it is essential for operators to have accurate solar photovoltaic (PV) energy forecasting for efficient operations and planning. Generally,…

机器学习 · 统计学 2017-09-26 Hossein Sangrody , Morteza Sarailoo , Ning Zhou , Nhu Tran , Mahdi Motalleb , Elham Foruzan

In the probabilistic energy forecasting literature, emphasis is mainly placed on deriving marginal predictive densities for which each random variable is dealt with individually. Such marginals description is sufficient for power systems…

应用统计 · 统计学 2016-03-23 Faranak Golestaneh , Pierre Pinson , Hoay Beng Gooi

It is critical yet challenging for deep learning models to properly characterize uncertainty that is pervasive in real-world environments. Although a lot of efforts have been made, such as heteroscedastic neural networks (HNNs), little work…

机器学习 · 计算机科学 2021-03-30 Peng Cui , Zhijie Deng , Wenbo Hu , Jun Zhu

Nowadays, with the unprecedented penetration of renewable distributed energy resources (DERs), the necessity of an efficient energy forecasting model is more demanding than before. Generally, forecasting models are trained using observed…

机器学习 · 统计学 2017-07-18 Hossein Sangrody , Morteza Sarailoo , Ning Zhou , Ahmad Shokrollahi , Elham Foruzan

This work presents a robust framework for quantifying solar irradiance variability and forecastability through the Stochastic Coefficient of Variation (sCV) and the Forecastability (F). Traditional metrics, such as the standard deviation,…

Surface solar irradiance (SSI) plays a crucial role in tackling climate change - as an abundant, non-fossil energy source, exploited primarily via photovoltaic (PV) energy production. With the growing contribution of SSI to total energy…

大气与海洋物理 · 物理学 2023-12-20 Alberto Carpentieri , Doris Folini , Jussi Leinonen , Angela Meyer

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

系统与控制 · 电气工程与系统科学 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

For short-term solar irradiance forecasting, the traditional point forecasting methods are rendered less useful due to the non-stationary characteristic of solar power. The amount of operating reserves required to maintain reliable…

机器学习 · 计算机科学 2023-08-02 Sakshi Mishra , Praveen Palanisamy

There is a history of simple forecast error growth models designed to capture the key properties of error growth in operational numerical weather prediction (NWP) models. We propose here such a scalar model that relies on the previous ones…

大气与海洋物理 · 物理学 2025-10-02 Eviatar Bach , Dan Crisan , Michael Ghil

Power systems engineers are actively developing larger power plants out of photovoltaics imposing some major challenges which include its intermittent power generation and its poor dispatchability. The issue is that PV is a variable…

系统与控制 · 电气工程与系统科学 2023-03-17 Hugo Riggs , Shahid Tufail , Mohd Tariq , Arif Sarwat

Renewable energy is essential for energy security and global warming mitigation. However, power generation from renewable energy sources is uncertain due to volatile weather conditions and complex equipment operations. To improve…

统计方法学 · 统计学 2020-07-09 Yuchen Shi , Nan Chen
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