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This paper studies the use of conformal prediction (CP), an emerging probabilistic forecasting method, for day-ahead photovoltaic power predictions to enhance participation in electricity markets. First, machine learning models are used to…

机器学习 · 计算机科学 2024-04-01 Yvet Renkema , Nico Brinkel , Tarek Alskaif

We propose to estimate the weight matrix used for forecast reconciliation as parameters in a general linear model in order to quantify its uncertainty. This implies that forecast reconciliation can be formulated as an orthogonal projection…

统计方法学 · 统计学 2024-02-12 Jan Kloppenborg Møller , Peter Nystrup , Poul G. Hjorth , Henrik Madsen

Renewable energies are deployed worldwide to mitigate climate change and push power systems towards sustainability. However, the weather-dependent nature of renewable energy sources often hinders their integration to national grids.…

物理与社会 · 物理学 2020-02-24 Fausto A. Canales , Jakub Jurasz , Alexandre Beluco , Alexander Kies

Accurate prediction of wind ramp events is critical for ensuring the reliability and stability of the power systems with high penetration of wind energy. This paper proposes a classification based approach for estimating the future class of…

机器学习 · 计算机科学 2016-10-18 Saurav Gupta , Nitin Anand Shrivastava , Abbas Khosravi , Bijaya Ketan Panigrahi

Capturing the uncertainty in probabilistic wind power forecasts is challenging, especially when uncertain input variables, such as the weather, play a role. Since ensemble weather predictions aim to capture the uncertainty in the weather…

应用统计 · 统计学 2022-04-26 Kaleb Phipps , Sebastian Lerch , Maria Andersson , Ralf Mikut , Veit Hagenmeyer , Nicole Ludwig

Forecast combinations have flourished remarkably in the forecasting community and, in recent years, have become part of the mainstream of forecasting research and activities. Combining multiple forecasts produced from single (target) series…

统计方法学 · 统计学 2022-09-26 Xiaoqian Wang , Rob J Hyndman , Feng Li , Yanfei Kang

Wind energy is becoming an increasingly crucial component of a sustainable grid, but its inherent variability and limited predictability present challenges for grid operators. The energy sector needs novel forecasting techniques that can…

应用统计 · 统计学 2023-12-05 Zheng Dong , Hanyu Zhang , Shixiang Zhu , Yao Xie , Pascal Van Hentenryck

The exceptional benefits of wind power as an environmentally responsible renewable energy resource have led to an increasing penetration of wind energy in today's power systems. This trend has started to reshape the paradigms of power…

最优化与控制 · 数学 2014-10-01 Alvaro Lorca , Andy Sun

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

In this paper, a model predictive control scheme for wind farms is presented. Our approach considers wake dynamics including their influence on local wind conditions and allows to track a given power reference. In detail, a Gaussian wake…

系统与控制 · 电气工程与系统科学 2024-05-22 Arnold Sterle , Christian A. Hans , Jörg Raisch

This paper presents a formal framework and proposes algorithms to extend forecast reconciliation to discrete-valued data to extend forecast reconciliation to discrete-valued data, including low counts. A novel method is introduced based on…

统计方法学 · 统计学 2024-04-16 Bohan Zhang , Anastasios Panagiotelis , Yanfei Kang

We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

交易与市场微观结构 · 定量金融 2021-07-01 Peter Tankov , Laura Tinsi

The ever-growing use of wind energy makes necessary the optimization of turbine operations through pitch angle controllers and their maintenance with early fault detection. It is crucial to have accurate and robust models imitating the…

机器学习 · 计算机科学 2023-07-28 Alfonso Gijón , Ainhoa Pujana-Goitia , Eugenio Perea , Miguel Molina-Solana , Juan Gómez-Romero

Accurate high-resolution spatial and temporal wind speed data is critical for estimating the wind energy potential of a location. For real-time wind speed prediction, statistical models typically depend on high-quality (near) real-time data…

应用统计 · 统计学 2026-02-24 Eamonn Organ , Maeve Upton , Denis Allard , Lionel Benoit , James Sweeney

Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper extends forecast reconciliation to the open question of…

统计方法学 · 统计学 2025-10-27 Daniele Girolimetto , Anastasios Panagiotelis , Tommaso Di Fonzo , Han Li

It is expected, and regionally observed, that energy demand will soon be covered by a widespread deployment of renewable energy sources. However, the weather and climate driven energy sources are characterized by a significant spatial and…

物理与社会 · 物理学 2020-02-20 J. Jurasz , F. A. Canales , A. Kies , M. Guezgouz , A. Beluco

This paper presents a novel hybrid approach for constricting probabilistic forecasts that combines both the Quantile Regression Averaging (QRA) method and the factor-based averaging scheme. The performance of the approach is evaluated on…

应用统计 · 统计学 2024-11-20 Katarzyna Maciejowska , Tomasz Serafin , Bartosz Uniejewski

Wind energy makes a significant contribution to global power generation. Predicting wind turbine capacity is becoming increasingly crucial for cleaner production. For this purpose, a new information priority accumulated grey model with time…

应用统计 · 统计学 2019-10-22 Jie Xia , Xin Ma , Wenqing Wu , Baolian Huang , Wanpeng Li

Power curves capture the relationship between wind speed and output power for a specific wind turbine. Accurate regression models of this function prove useful in monitoring, maintenance, design, and planning. In practice, however, the…

While circular data occur in a wide range of scientific fields, the methodology for distributional modeling and probabilistic forecasting of circular response variables is rather limited. Most of the existing methods are built on the…

统计方法学 · 统计学 2025-10-07 Moritz N. Lang , Lisa Schlosser , Torsten Hothorn , Georg J. Mayr , Reto Stauffer , Achim Zeileis