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Comprehensive evaluation of ARMA-GARCH(-M) approaches for modeling the mean and volatility of wind speed

Citations

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Cited by:

  1. Hao Chen & Qiulan Wan & Yurong Wang, 2014. "Refined Diebold-Mariano Test Methods for the Evaluation of Wind Power Forecasting Models," Energies, MDPI, vol. 7(7), pages 1-14, July.
  2. Wei Sun & Mohan Liu & Yi Liang, 2015. "Wind Speed Forecasting Based on FEEMD and LSSVM Optimized by the Bat Algorithm," Energies, MDPI, vol. 8(7), pages 1-23, June.
  3. Gallo, A.B. & Simões-Moreira, J.R. & Costa, H.K.M. & Santos, M.M. & Moutinho dos Santos, E., 2016. "Energy storage in the energy transition context: A technology review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 800-822.
  4. Wang, Deyun & Luo, Hongyuan & Grunder, Olivier & Lin, Yanbing, 2017. "Multi-step ahead wind speed forecasting using an improved wavelet neural network combining variational mode decomposition and phase space reconstruction," Renewable Energy, Elsevier, vol. 113(C), pages 1345-1358.
  5. Shen, Meng & Lu, Yujie & Wei, Kua Harn & Cui, Qingbin, 2020. "Prediction of household electricity consumption and effectiveness of concerted intervention strategies based on occupant behaviour and personality traits," Renewable and Sustainable Energy Reviews, Elsevier, vol. 127(C).
  6. Wang, Jianzhou & Xiong, Shenghua, 2014. "A hybrid forecasting model based on outlier detection and fuzzy time series – A case study on Hainan wind farm of China," Energy, Elsevier, vol. 76(C), pages 526-541.
  7. Zhang, Haipeng & Wang, Jianzhou & Qian, Yuansheng & Li, Qiwei, 2024. "Point and interval wind speed forecasting of multivariate time series based on dual-layer LSTM," Energy, Elsevier, vol. 294(C).
  8. Wang, Jianzhou & Song, Yiliao & Liu, Feng & Hou, Ru, 2016. "Analysis and application of forecasting models in wind power integration: A review of multi-step-ahead wind speed forecasting models," Renewable and Sustainable Energy Reviews, Elsevier, vol. 60(C), pages 960-981.
  9. Gallego, C. & Pinson, P. & Madsen, H. & Costa, A. & Cuerva, A., 2011. "Influence of local wind speed and direction on wind power dynamics – Application to offshore very short-term forecasting," Applied Energy, Elsevier, vol. 88(11), pages 4087-4096.
  10. Wang, Jian & Yang, Zhongshan, 2021. "Ultra-short-term wind speed forecasting using an optimized artificial intelligence algorithm," Renewable Energy, Elsevier, vol. 171(C), pages 1418-1435.
  11. Bayón, L. & Grau, J.M. & Ruiz, M.M. & Suárez, P.M., 2016. "A comparative economic study of two configurations of hydro-wind power plants," Energy, Elsevier, vol. 112(C), pages 8-16.
  12. Wu, Yunna & Zhang, Ting, 2021. "Risk assessment of offshore wave-wind-solar-compressed air energy storage power plant through fuzzy comprehensive evaluation model," Energy, Elsevier, vol. 223(C).
  13. Qunli Wu & Chenyang Peng, 2016. "A Least Squares Support Vector Machine Optimized by Cloud-Based Evolutionary Algorithm for Wind Power Generation Prediction," Energies, MDPI, vol. 9(8), pages 1-20, July.
  14. Zhang, Fei & Li, Peng-Cheng & Gao, Lu & Liu, Yong-Qian & Ren, Xiao-Ying, 2021. "Application of autoregressive dynamic adaptive (ARDA) model in real-time wind power forecasting," Renewable Energy, Elsevier, vol. 169(C), pages 129-143.
  15. Jiang, Ping & Liu, Zhenkun & Niu, Xinsong & Zhang, Lifang, 2021. "A combined forecasting system based on statistical method, artificial neural networks, and deep learning methods for short-term wind speed forecasting," Energy, Elsevier, vol. 217(C).
  16. repec:hum:wpaper:sfb649dp2015-026 is not listed on IDEAS
  17. Zhang, Xingfa & Zhang, Rongmao & Li, Yuan & Ling, Shiqing, 2022. "LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise," Journal of Econometrics, Elsevier, vol. 227(1), pages 228-240.
  18. Ma, Jinrui & Fouladirad, Mitra & Grall, Antoine, 2018. "Flexible wind speed generation model: Markov chain with an embedded diffusion process," Energy, Elsevier, vol. 164(C), pages 316-328.
  19. Arwade, Sanjay R. & Gioffrè, Massimiliano, 2014. "Validity of stationary probabilistic models for wind speed records of varying duration," Renewable Energy, Elsevier, vol. 69(C), pages 74-81.
  20. Nantian Huang & Chong Yuan & Guowei Cai & Enkai Xing, 2016. "Hybrid Short Term Wind Speed Forecasting Using Variational Mode Decomposition and a Weighted Regularized Extreme Learning Machine," Energies, MDPI, vol. 9(12), pages 1-19, November.
  21. Jung, Jaesung & Tam, Kwa-Sur, 2013. "A frequency domain approach to characterize and analyze wind speed patterns," Applied Energy, Elsevier, vol. 103(C), pages 435-443.
  22. Koo, Junmo & Han, Gwon Deok & Choi, Hyung Jong & Shim, Joon Hyung, 2015. "Wind-speed prediction and analysis based on geological and distance variables using an artificial neural network: A case study in South Korea," Energy, Elsevier, vol. 93(P2), pages 1296-1302.
  23. Jianguo Zhou & Xiaolei Xu & Xuejing Huo & Yushuo Li, 2019. "Forecasting Models for Wind Power Using Extreme-Point Symmetric Mode Decomposition and Artificial Neural Networks," Sustainability, MDPI, vol. 11(3), pages 1-23, January.
  24. Liu, Hui & Tian, Hong-qi & Pan, Di-fu & Li, Yan-fei, 2013. "Forecasting models for wind speed using wavelet, wavelet packet, time series and Artificial Neural Networks," Applied Energy, Elsevier, vol. 107(C), pages 191-208.
  25. Qinkai Han & Hao Wu & Tao Hu & Fulei Chu, 2018. "Short-Term Wind Speed Forecasting Based on Signal Decomposing Algorithm and Hybrid Linear/Nonlinear Models," Energies, MDPI, vol. 11(11), pages 1-23, November.
  26. Wang, Jujie & Li, Yaning, 2018. "Multi-step ahead wind speed prediction based on optimal feature extraction, long short term memory neural network and error correction strategy," Applied Energy, Elsevier, vol. 230(C), pages 429-443.
  27. Shen, Zhiwei & Ritter, Matthias, 2016. "Forecasting volatility of wind power production," Applied Energy, Elsevier, vol. 176(C), pages 295-308.
  28. Liu, Da & Niu, Dongxiao & Wang, Hui & Fan, Leilei, 2014. "Short-term wind speed forecasting using wavelet transform and support vector machines optimized by genetic algorithm," Renewable Energy, Elsevier, vol. 62(C), pages 592-597.
  29. Wu, Xuedong & Zhu, Zhiyu & Su, Xunliang & Fan, Shaosheng & Du, Zhaoping & Chang, Yanchao & Zeng, Qingjun, 2015. "A study of single multiplicative neuron model with nonlinear filters for hourly wind speed prediction," Energy, Elsevier, vol. 88(C), pages 194-201.
  30. Xiyun Yang & Guo Fu & Yanfeng Zhang & Ning Kang & Feng Gao, 2017. "A Naive Bayesian Wind Power Interval Prediction Approach Based on Rough Set Attribute Reduction and Weight Optimization," Energies, MDPI, vol. 10(11), pages 1-15, November.
  31. Dong, Lei & Wang, Lijie & Khahro, Shahnawaz Farhan & Gao, Shuang & Liao, Xiaozhong, 2016. "Wind power day-ahead prediction with cluster analysis of NWP," Renewable and Sustainable Energy Reviews, Elsevier, vol. 60(C), pages 1206-1212.
  32. Wang, Shuai & Wang, Jianzhou & Lu, Haiyan & Zhao, Weigang, 2021. "A novel combined model for wind speed prediction – Combination of linear model, shallow neural networks, and deep learning approaches," Energy, Elsevier, vol. 234(C).
  33. Neeraj Bokde & Andrés Feijóo & Nadhir Al-Ansari & Siyu Tao & Zaher Mundher Yaseen, 2020. "The Hybridization of Ensemble Empirical Mode Decomposition with Forecasting Models: Application of Short-Term Wind Speed and Power Modeling," Energies, MDPI, vol. 13(7), pages 1-23, April.
  34. Liu, Hui & Tian, Hong-qi & Li, Yan-fei, 2012. "Comparison of two new ARIMA-ANN and ARIMA-Kalman hybrid methods for wind speed prediction," Applied Energy, Elsevier, vol. 98(C), pages 415-424.
  35. Burlibaşa, A. & Ceangă, E., 2013. "Rotationally sampled spectrum approach for simulation of wind speed turbulence in large wind turbines," Applied Energy, Elsevier, vol. 111(C), pages 624-635.
  36. Gregory Benton & Wesley J. Maddox & Andrew Gordon Wilson, 2022. "Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes," Papers 2207.06544, arXiv.org.
  37. Tonglin Fu & Chen Wang, 2018. "A Hybrid Wind Speed Forecasting Method and Wind Energy Resource Analysis Based on a Swarm Intelligence Optimization Algorithm and an Artificial Intelligence Model," Sustainability, MDPI, vol. 10(11), pages 1-24, October.
  38. Erasmo Cadenas & Wilfrido Rivera & Rafael Campos-Amezcua & Christopher Heard, 2016. "Wind Speed Prediction Using a Univariate ARIMA Model and a Multivariate NARX Model," Energies, MDPI, vol. 9(2), pages 1-15, February.
  39. Qunli Wu & Chenyang Peng, 2015. "Wind Power Grid Connected Capacity Prediction Using LSSVM Optimized by the Bat Algorithm," Energies, MDPI, vol. 8(12), pages 1-15, December.
  40. Woochul Nam & Ki-Yong Oh, 2020. "Mutually Complementary Measure-Correlate-Predict Method for Enhanced Long-Term Wind-Resource Assessment," Mathematics, MDPI, vol. 8(10), pages 1-20, October.
  41. Qunli Wu & Huaxing Lin, 2019. "Short-Term Wind Speed Forecasting Based on Hybrid Variational Mode Decomposition and Least Squares Support Vector Machine Optimized by Bat Algorithm Model," Sustainability, MDPI, vol. 11(3), pages 1-18, January.
  42. Han, Qinkai & Ma, Sai & Wang, Tianyang & Chu, Fulei, 2019. "Kernel density estimation model for wind speed probability distribution with applicability to wind energy assessment in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 115(C).
  43. Gatzert, Nadine & Kosub, Thomas, 2016. "Risks and risk management of renewable energy projects: The case of onshore and offshore wind parks," Renewable and Sustainable Energy Reviews, Elsevier, vol. 60(C), pages 982-998.
  44. Lu, Peng & Ye, Lin & Pei, Ming & Zhao, Yongning & Dai, Binhua & Li, Zhuo, 2022. "Short-term wind power forecasting based on meteorological feature extraction and optimization strategy," Renewable Energy, Elsevier, vol. 184(C), pages 642-661.
  45. Qunli Wu & Chenyang Peng, 2016. "Wind Power Generation Forecasting Using Least Squares Support Vector Machine Combined with Ensemble Empirical Mode Decomposition, Principal Component Analysis and a Bat Algorithm," Energies, MDPI, vol. 9(4), pages 1-19, April.
  46. Wang, Jianzhou & Hu, Jianming & Ma, Kailiang & Zhang, Yixin, 2015. "A self-adaptive hybrid approach for wind speed forecasting," Renewable Energy, Elsevier, vol. 78(C), pages 374-385.
  47. Hur, J. & Baldick, R., 2016. "A new merit function to accommodate high wind power penetration of WGRs (wind generating resources)," Energy, Elsevier, vol. 108(C), pages 34-40.
  48. Masseran, Nurulkamal, 2016. "Modeling the fluctuations of wind speed data by considering their mean and volatility effects," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 777-784.
  49. Yang Zhang & Yidong Peng & Xiuli Qu & Jing Shi & Ergin Erdem, 2021. "A Finite Mixture GARCH Approach with EM Algorithm for Energy Forecasting Applications," Energies, MDPI, vol. 14(9), pages 1-22, April.
  50. Pei Du & Yu Jin & Kequan Zhang, 2016. "A Hybrid Multi-Step Rolling Forecasting Model Based on SSA and Simulated Annealing—Adaptive Particle Swarm Optimization for Wind Speed," Sustainability, MDPI, vol. 8(8), pages 1-25, August.
  51. Li, Zhigang & Qiu, Feng & Wang, Jianhui, 2016. "Data-driven real-time power dispatch for maximizing variable renewable generation," Applied Energy, Elsevier, vol. 170(C), pages 304-313.
  52. Cong, Ren & Lo, Alex Y., 2017. "Emission trading and carbon market performance in Shenzhen, China," Applied Energy, Elsevier, vol. 193(C), pages 414-425.
  53. Douak, Fouzi & Melgani, Farid & Benoudjit, Nabil, 2013. "Kernel ridge regression with active learning for wind speed prediction," Applied Energy, Elsevier, vol. 103(C), pages 328-340.
  54. Feng, Cong & Cui, Mingjian & Hodge, Bri-Mathias & Zhang, Jie, 2017. "A data-driven multi-model methodology with deep feature selection for short-term wind forecasting," Applied Energy, Elsevier, vol. 190(C), pages 1245-1257.
  55. Zafirakis, Dimitrios & Chalvatzis, Konstantinos J. & Baiocchi, Giovanni & Daskalakis, George, 2013. "Modeling of financial incentives for investments in energy storage systems that promote the large-scale integration of wind energy," Applied Energy, Elsevier, vol. 105(C), pages 138-154.
  56. Gatzert, Nadine & Vogl, Nikolai, 2016. "Evaluating investments in renewable energy under policy risks," Energy Policy, Elsevier, vol. 95(C), pages 238-252.
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