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A conditional model of wind power forecast errors and its application in scenario generation

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  • Wang, Zhiwen
  • Shen, Chen
  • Liu, Feng

Abstract

In power system operation, characterizing the stochastic nature of wind power is an important albeit challenging issue. It is well known that distributions of wind power forecast errors often exhibit significant variability with respect to different forecast values. Therefore, appropriate probabilistic models that can provide accurate information for conditional forecast error distributions are of great need. On the basis of Gaussian mixture model, this paper constructs analytical conditional distributions of forecast errors for multiple wind farms with respect to different forecast values. The accuracy of the proposed probabilistic models is verified by using historical data. Thereafter, a sampling method is proposed to generate scenarios from the conditional distributions which are non-Gaussian and interdependent. The efficiency of the proposed sampling method is verified.

Suggested Citation

  • Wang, Zhiwen & Shen, Chen & Liu, Feng, 2018. "A conditional model of wind power forecast errors and its application in scenario generation," Applied Energy, Elsevier, vol. 212(C), pages 771-785.
    • Handle: RePEc:eee:appene:v:212:y:2018:i:c:p:771-785
    DOI: 10.1016/j.apenergy.2017.12.039
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    8. Seyfi, Seyed Mohammad Sina & Sharifi, Azin & Arian, Hamidreza, 2021. "Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 190(C), pages 1056-1079.
    9. Yu, Ruiguo & Liu, Zhiqiang & Li, Xuewei & Lu, Wenhuan & Ma, Degang & Yu, Mei & Wang, Jianrong & Li, Bin, 2019. "Scene learning: Deep convolutional networks for wind power prediction by embedding turbines into grid space," Applied Energy, Elsevier, vol. 238(C), pages 249-257.
    10. Ma, Chao & Xu, Ximeng & Pang, Xiulan & Li, Xiaofeng & Zhang, Pengfei & Liu, Lu, 2024. "Scenario-based ultra-short-term rolling optimal operation of a photovoltaic-energy storage system under forecast uncertainty," Applied Energy, Elsevier, vol. 356(C).
    11. Ziqiang Zhou & Fei Tang & Dichen Liu & Chenxu Wang & Xin Gao, 2020. "Probabilistic Assessment of Distribution Network with High Penetration of Distributed Generators," Sustainability, MDPI, vol. 12(5), pages 1-20, February.
    12. Croonenbroeck, Carsten & Stadtmann, Georg, 2019. "Renewable generation forecast studies – Review and good practice guidance," Renewable and Sustainable Energy Reviews, Elsevier, vol. 108(C), pages 312-322.
    13. Zifa Liu & Xinyi Li & Haiyan Zhao, 2023. "Short-Term Wind Power Forecasting Based on Feature Analysis and Error Correction," Energies, MDPI, vol. 16(10), pages 1-24, May.
    14. Zhang, Yi & Cheng, Chuntian & Cao, Rui & Li, Gang & Shen, Jianjian & Wu, Xinyu, 2021. "Multivariate probabilistic forecasting and its performance’s impacts on long-term dispatch of hydro-wind hybrid systems," Applied Energy, Elsevier, vol. 283(C).
    15. Tang, Chenghui & Wang, Yishen & Xu, Jian & Sun, Yuanzhang & Zhang, Baosen, 2018. "Efficient scenario generation of multiple renewable power plants considering spatial and temporal correlations," Applied Energy, Elsevier, vol. 221(C), pages 348-357.
    16. Jia, Mengshuo & Huang, Shaowei & Wang, Zhiwen & Shen, Chen, 2021. "Privacy-preserving distributed parameter estimation for probability distribution of wind power forecast error," Renewable Energy, Elsevier, vol. 163(C), pages 1318-1332.
    17. Seyed Mohammad Sina Seyfi & Azin Sharifi & Hamidreza Arian, 2020. "Portfolio Risk Measurement Using a Mixture Simulation Approach," Papers 2011.07994, arXiv.org.
    18. Li, M.S. & Lin, Z.J. & Ji, T.Y. & Wu, Q.H., 2018. "Risk constrained stochastic economic dispatch considering dependence of multiple wind farms using pair-copula," Applied Energy, Elsevier, vol. 226(C), pages 967-978.
    19. Liu, Ling & Wang, Jujie & Li, Jianping & Wei, Lu, 2023. "Dual-meta pool method for wind farm power forecasting with small sample data," Energy, Elsevier, vol. 267(C).
    20. Ussama Assad & Muhammad Arshad Shehzad Hassan & Umar Farooq & Asif Kabir & Muhammad Zeeshan Khan & S. Sabahat H. Bukhari & Zain ul Abidin Jaffri & Judit Oláh & József Popp, 2022. "Smart Grid, Demand Response and Optimization: A Critical Review of Computational Methods," Energies, MDPI, vol. 15(6), pages 1-36, March.
    21. Jian Yang & Yu Liu & Shangguang Jiang & Yazhou Luo & Nianzhang Liu & Deping Ke, 2022. "A Method of Probability Distribution Modeling of Multi-Dimensional Conditions for Wind Power Forecast Error Based on MNSGA-II-Kmeans," Energies, MDPI, vol. 15(7), pages 1-21, March.
    22. Song, Ziyou & Feng, Shuo & Zhang, Lei & Hu, Zunyan & Hu, Xiaosong & Yao, Rui, 2019. "Economy analysis of second-life battery in wind power systems considering battery degradation in dynamic processes: Real case scenarios," Applied Energy, Elsevier, vol. 251(C), pages 1-1.
    23. Ye, Lin & Peng, Yishu & Li, Yilin & Li, Zhuo, 2024. "A novel informer-time-series generative adversarial networks for day-ahead scenario generation of wind power," Applied Energy, Elsevier, vol. 364(C).
    24. Li Han & Rongchang Zhang & Xuesong Wang & Yu Dong, 2018. "Multi-Time Scale Rolling Economic Dispatch for Wind/Storage Power System Based on Forecast Error Feature Extraction," Energies, MDPI, vol. 11(8), pages 1-27, August.

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