Wind energy: forecasting challenges for its operational management

DOI10.1214/13-STS445zbMath1331.91140arXiv1312.6471OpenAlexW1982129843WikidataQ57674760 ScholiaQ57674760MaRDI QIDQ5965042

Pierre Pinson

Publication date: 2 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.6471

zbMATH Keywords

stochastic optimizationquantile regressiondecision-makingelectricity marketsforecast verificationGaussian copulalinear and nonlinear regressionparametric and nonparametric predictive densitiespower systems operationsrenewable energyspace-time trajectories

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Economic time series analysis (91B84) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Statistical methods; economic indices and measures (91B82)

Related Items (16)

Stochastic simulation of predictive space-time scenarios of wind speed using observations and physical model outputs ⋮ Reconciling temporal hierarchies of wind power production with forecast-dependent variance structures ⋮ Evaluating the impacts of climate change on diurnal wind power cycles using multiple regional climate models ⋮ Probabilistic wind speed forecasting on a grid based on ensemble model output statistics ⋮ On the limits of probabilistic forecasting in nonlinear times series analysis ⋮ A Non‐Gaussian Spatio‐Temporal Model for Daily Wind Speeds Based on a Multi‐Variate Skew‐t Distribution ⋮ Comments on: Space-time wind speed forecasting for improved power system dispatch ⋮ Incorporating geostrophic wind information for improved space-time short-term wind speed forecasting ⋮ Copula calibration ⋮ Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation ⋮ Predictive Distribution Modeling Using Transformation Forests ⋮ Spatio-temporal short-term wind forecast: a calibrated regime-switching method ⋮ Stochastic dynamic programming approach to managing power system uncertainty with distributed storage ⋮ Uncertainty quantification in complex simulation models using ensemble copula coupling ⋮ Heat and electricity market coordination: a scalable complementarity approach ⋮ Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed

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