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Forecasting high‐frequency spatio‐temporal wind power with dimensionally reduced echo state networks

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  • Huang Huang
  • Stefano Castruccio
  • Marc G. Genton

Abstract

Fast and accurate hourly forecasts of wind speed and power are crucial in quantifying and planning the energy budget in the electric grid. Modelling wind at a high resolution brings forth considerable challenges given its turbulent and highly nonlinear dynamics. In developing countries, where wind farms over a large domain are currently under construction or consideration, this is even more challenging given the necessity of modelling wind over space as well. In this work, we propose a machine learning approach to model the nonlinear hourly wind dynamics in Saudi Arabia with a domain‐specific choice of knots to reduce spatial dimensionality. Our results show that for locations highlighted as wind abundant by a previous work, our approach results in an 11% improvement in the 2‐h‐ahead forecasted power against operational standards in the wind energy sector, yielding a saving of nearly one million US dollars over a year under current market prices in Saudi Arabia.

Suggested Citation

  • Huang Huang & Stefano Castruccio & Marc G. Genton, 2022. "Forecasting high‐frequency spatio‐temporal wind power with dimensionally reduced echo state networks," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(2), pages 449-466, March.
    • Handle: RePEc:bla:jorssc:v:71:y:2022:i:2:p:449-466
    DOI: 10.1111/rssc.12540
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