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Ensemble forecast of photovoltaic power with online CRPS learning

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  • Thorey, J.
  • Chaussin, C.
  • Mallet, V.

Abstract

We provide probabilistic forecasts of photovoltaic (PV) production, for several PV plants located in France up to 6 days of lead time, with a 30-min timestep. First, we derive multiple forecasts from numerical weather predictions (ECMWF and Météo France), including ensemble forecasts. Second, our parameter-free online learning technique generates a weighted combination of the production forecasts for each PV plant. The weights are computed sequentially before each forecast using only past information. Our strategy is to minimize the Continuous Ranked Probability Score (CRPS). We show that our technique provides forecast improvements for both deterministic and probabilistic evaluation tools.

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  • Thorey, J. & Chaussin, C. & Mallet, V., 2018. "Ensemble forecast of photovoltaic power with online CRPS learning," International Journal of Forecasting, Elsevier, vol. 34(4), pages 762-773.
    • Handle: RePEc:eee:intfor:v:34:y:2018:i:4:p:762-773
    DOI: 10.1016/j.ijforecast.2018.05.007
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    Cited by:

    1. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
    2. Hassan, Muhammed A. & Bailek, Nadjem & Bouchouicha, Kada & Nwokolo, Samuel Chukwujindu, 2021. "Ultra-short-term exogenous forecasting of photovoltaic power production using genetically optimized non-linear auto-regressive recurrent neural networks," Renewable Energy, Elsevier, vol. 171(C), pages 191-209.
    3. Jonathan Berrisch & Florian Ziel, 2021. "CRPS Learning," Papers 2102.00968, arXiv.org, revised Nov 2021.
    4. 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).
    5. Berrisch, Jonathan & Ziel, Florian, 2023. "CRPS learning," Journal of Econometrics, Elsevier, vol. 237(2).
    6. Jingyue Wang & Zheng Qian & Jingyi Wang & Yan Pei, 2020. "Hour-Ahead Photovoltaic Power Forecasting Using an Analog Plus Neural Network Ensemble Method," Energies, MDPI, vol. 13(12), pages 1-17, June.
    7. Zhang, Shu & Wang, Yi & Zhang, Yutian & Wang, Dan & Zhang, Ning, 2020. "Load probability density forecasting by transforming and combining quantile forecasts," Applied Energy, Elsevier, vol. 277(C).

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