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K-nearest neighbors for GEFCom2014 probabilistic wind power forecasting

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  • Mangalova, Ekaterina
  • Shesterneva, Olesya

Abstract

The paper deals with a forecasting procedure that aims to predict the probabilistic distribution of wind power generation. The k-nearest neighbors algorithm is adapted for this probabilistic forecasting task. It allows quantiles to be estimated without requiring assumptions as to the probability distribution. The influences of several factors (wind speed, wind direction and hour) on the normalized wind power are investigated. The feasibility of the approach is demonstrated through the probabilistic wind power forecasting track of the Global Energy Forecasting Competition 2014.

Suggested Citation

  • Mangalova, Ekaterina & Shesterneva, Olesya, 2016. "K-nearest neighbors for GEFCom2014 probabilistic wind power forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1067-1073.
    • Handle: RePEc:eee:intfor:v:32:y:2016:i:3:p:1067-1073
    DOI: 10.1016/j.ijforecast.2015.11.007
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    References listed on IDEAS

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    1. Mangalova, E. & Agafonov, E., 2014. "Wind power forecasting using the k-nearest neighbors algorithm," International Journal of Forecasting, Elsevier, vol. 30(2), pages 402-406.
    2. Hong, Tao & Pinson, Pierre & Fan, Shu, 2014. "Global Energy Forecasting Competition 2012," International Journal of Forecasting, Elsevier, vol. 30(2), pages 357-363.
    3. Hong, Tao & Pinson, Pierre & Fan, Shu & Zareipour, Hamidreza & Troccoli, Alberto & Hyndman, Rob J., 2016. "Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond," International Journal of Forecasting, Elsevier, vol. 32(3), pages 896-913.
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    Cited by:

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    2. Dai, Xiaoran & Liu, Guo-Ping & Hu, Wenshan, 2023. "An online-learning-enabled self-attention-based model for ultra-short-term wind power forecasting," Energy, Elsevier, vol. 272(C).
    3. Liu, Yin & Davanloo Tajbakhsh, Sam & Conejo, Antonio J., 2021. "Spatiotemporal wind forecasting by learning a hierarchically sparse inverse covariance matrix using wind directions," International Journal of Forecasting, Elsevier, vol. 37(2), pages 812-824.
    4. Ma, Long & Huang, Ling & Shi, Huifeng, 2023. "A novel spatial–temporal generative autoencoder for wind speed uncertainty forecasting," Energy, Elsevier, vol. 282(C).

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