Geoökologisches Kolloquium SS 2005
Alle Termine
Prof. Dr. Tilmann GneitingUniversity of Washington, Seattle
Donnerstag, 23.06.2005 16:15
H6Calibrated probabilistic forecasting at the Stateline wind energy center: The regime-switching space-time time (RST) technique
With the global proliferation of wind power, accurate short-term
forecasts of wind resources at wind energy sites are becoming
paramount. Regime-switching space-time (RST) models merge
meteorological and statistical expertise to obtain accurate and
calibrated, fully probabilistic forecasts of wind speed and wind
power. The model formulation is parsimonious, yet takes account of
all the salient features of wind speed: alternating atmospheric
regimes, temporal and spatial autocorrelation, diurnal and seasonal
non-stationarity, conditional heteroscedasticity, and non-Gaussianity.
The RST method identifies forecast regimes at the wind energy site and
fits a conditional predictive model for each regime. Geographically
dispersed meteorological observations in the vicinity of the wind farm
are used as off-site predictors.
We applied the RST technique to 2-hour ahead forecasts of hourly
average wind speed near the Stateline wind farm in the US Pacific
Northwest. In July 2003, for instance, the RST forecasts had
root-mean-square error (RMSE) 28.6% less than the persistence
forecasts. For each month in the test period, the RST forecasts had
lower RMSE than forecasts using state-of-the-art vector time series
techniques. The RST method provides probabilistic forecasts in the
form of predictive cumulative distribution functions, and those were
well calibrated and sharp. The RST prediction intervals were
substantially shorter on average than prediction intervals derived
from univariate time series techniques.
These results suggest that quality meteorological data from sites upwind of wind farms can be efficiently used to improve short-term forecasts of wind resources. It is anticipated that the RST technique can be successfully applied at wind energy sites all over the world.
Joint work with Kristin Larson, Kenneth Westrick, Marc Genton
and Eric Aldrich
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