IDEAS home Printed from https://ideas.repec.org/a/eee/appene/v93y2012icp364-370.html
   My bibliography  Save this article

Probabilistic forecasting of the wave energy flux

Author

Listed:
  • Pinson, P.
  • Reikard, G.
  • Bidlot, J.-R.

Abstract

Wave energy will certainly have a significant role to play in the deployment of renewable energy generation capacities. As with wind and solar, probabilistic forecasts of wave power over horizons of a few hours to a few days are required for power system operation as well as trading in electricity markets. A methodology for the probabilistic forecasting of the wave energy flux is introduced, based on a log-Normal assumption for the shape of predictive densities. It uses meteorological forecasts (from the European Centre for Medium-range Weather Forecasts – ECMWF) and local wave measurements as input. The parameters of the models involved are adaptively and recursively estimated. The methodology is evaluated for 13 locations around North-America over a period of 15months. The issued probabilistic forecasts substantially outperform the various benchmarks considered, with improvements between 6% and 70% in terms of Continuous Rank Probability Score (CRPS), depending upon the test case and the lead time. It is finally shown that the log-Normal assumption can be seen as acceptable, even though it may be refined in the future.

Suggested Citation

  • Pinson, P. & Reikard, G. & Bidlot, J.-R., 2012. "Probabilistic forecasting of the wave energy flux," Applied Energy, Elsevier, vol. 93(C), pages 364-370.
  • Handle: RePEc:eee:appene:v:93:y:2012:i:c:p:364-370
    DOI: 10.1016/j.apenergy.2011.12.040
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0306261911008361
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.apenergy.2011.12.040?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Gneiting, Tilmann & Larson, Kristin & Westrick, Kenneth & Genton, Marc G. & Aldrich, Eric, 2006. "Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center: The Regime-Switching SpaceTime Method," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 968-979, September.
    2. P. Pinson, 2012. "Very-short-term probabilistic forecasting of wind power with generalized logit–normal distributions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 61(4), pages 555-576, August.
    3. Clément, Alain & McCullen, Pat & Falcão, António & Fiorentino, Antonio & Gardner, Fred & Hammarlund, Karin & Lemonis, George & Lewis, Tony & Nielsen, Kim & Petroncini, Simona & Pontes, M. -Teresa & Sc, 2002. "Wave energy in Europe: current status and perspectives," Renewable and Sustainable Energy Reviews, Elsevier, vol. 6(5), pages 405-431, October.
    4. Sanchez, Ismael, 2006. "Short-term prediction of wind energy production," International Journal of Forecasting, Elsevier, vol. 22(1), pages 43-56.
    5. Tilmann Gneiting & Fadoua Balabdaoui & Adrian E. Raftery, 2007. "Probabilistic forecasts, calibration and sharpness," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(2), pages 243-268, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Pierre-Julien Trombe & Pierre Pinson & Henrik Madsen, 2012. "A General Probabilistic Forecasting Framework for Offshore Wind Power Fluctuations," Energies, MDPI, vol. 5(3), pages 1-37, March.
    2. Gneiting, Tilmann, 2011. "Quantiles as optimal point forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 197-207, April.
    3. Baggio, Roberta & Muzy, Jean-François, 2024. "Improving probabilistic wind speed forecasting using M-Rice distribution and spatial data integration," Applied Energy, Elsevier, vol. 360(C).
    4. Gneiting, Tilmann, 2011. "Quantiles as optimal point forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 197-207.
    5. Zhang, Yao & Wang, Jianxue & Wang, Xifan, 2014. "Review on probabilistic forecasting of wind power generation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 32(C), pages 255-270.
    6. Georgios Anastasiades & Patrick McSharry, 2013. "Quantile Forecasting of Wind Power Using Variability Indices," Energies, MDPI, vol. 6(2), pages 1-34, February.
    7. Daniela Castro-Camilo & Raphaël Huser & Håvard Rue, 2019. "A Spliced Gamma-Generalized Pareto Model for Short-Term Extreme Wind Speed Probabilistic Forecasting," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(3), pages 517-534, September.
    8. Wen, Honglin & Pinson, Pierre & Gu, Jie & Jin, Zhijian, 2024. "Wind energy forecasting with missing values within a fully conditional specification framework," International Journal of Forecasting, Elsevier, vol. 40(1), pages 77-95.
    9. Yang, Dazhi & van der Meer, Dennis, 2021. "Post-processing in solar forecasting: Ten overarching thinking tools," Renewable and Sustainable Energy Reviews, Elsevier, vol. 140(C).
    10. Daniel Ambach & Robert Garthoff, 2016. "Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(1), pages 15-36, February.
    11. Taylor, James W., 2017. "Probabilistic forecasting of wind power ramp events using autoregressive logit models," European Journal of Operational Research, Elsevier, vol. 259(2), pages 703-712.
    12. Antonio Bracale & Pasquale De Falco, 2015. "An Advanced Bayesian Method for Short-Term Probabilistic Forecasting of the Generation of Wind Power," Energies, MDPI, vol. 8(9), pages 1-22, September.
    13. Jiang, Yu & Song, Zhe & Kusiak, Andrew, 2013. "Very short-term wind speed forecasting with Bayesian structural break model," Renewable Energy, Elsevier, vol. 50(C), pages 637-647.
    14. Wang, Yun & Chen, Tuo & Zou, Runmin & Song, Dongran & Zhang, Fan & Zhang, Lingjun, 2022. "Ensemble probabilistic wind power forecasting with multi-scale features," Renewable Energy, Elsevier, vol. 201(P1), pages 734-751.
    15. Jeon, Jooyoung & Taylor, James W., 2016. "Short-term density forecasting of wave energy using ARMA-GARCH models and kernel density estimation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 991-1004.
    16. Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019. "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, vol. 84(C).
    17. Casciaro, Gabriele & Ferrari, Francesco & Lagomarsino-Oneto, Daniele & Lira-Loarca, Andrea & Mazzino, Andrea, 2022. "Increasing the skill of short-term wind speed ensemble forecasts combining forecasts and observations via a new dynamic calibration," Energy, Elsevier, vol. 251(C).
    18. Thordis L. Thorarinsdottir & Tilmann Gneiting, 2010. "Probabilistic forecasts of wind speed: ensemble model output statistics by using heteroscedastic censored regression," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(2), pages 371-388, April.
    19. Lv, Jiaqing & Zheng, Xiaodong & Pawlak, Mirosław & Mo, Weike & Miśkowicz, Marek, 2021. "Very short-term probabilistic wind power prediction using sparse machine learning and nonparametric density estimation algorithms," Renewable Energy, Elsevier, vol. 177(C), pages 181-192.
    20. Werner Ehm & Tilmann Gneiting & Alexander Jordan & Fabian Krüger, 2016. "Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(3), pages 505-562, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:appene:v:93:y:2012:i:c:p:364-370. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/405891/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.