Statistical learning for wind power : a modeling and stability study towards forecasting

We focus on wind power modeling using machine learning techniques. We show on real data provided by the wind energy company Ma{\"i}a Eolis, that parametric models, even following closely the physical equation relating wind production to wind speed are outperformed by intelligent learning algorithms. In particular, the CART-Bagging algorithm gives very stable and promising results. Besides, as a step towards forecast, we quantify the impact of using deteriorated wind measures on the performances. We show also on this application that the default methodology to select a subset of predictors provided in the standard random forest package can be refined, especially when there exists among the predictors one variable which has a major impact

Prediction of power generation from a wind farm

Wind farms produce a variable power output depending on the wind speed. For management of power networks and for bidding for the supply of power, the future power available needs to be predicted for time intervals ahead of a few minutes to about 24 hours. This project used data from a wind farm and three meteorological stations to determine methods and ability to predict wind speed. Analyses using regression, neural networks, and a Kalman filter were examined. Prediction using a combination of local wind measure-ments and meteorological data appears to give the best results

Using conditional kernel density estimation for wind power density forecasting

Of the various renewable energy resources, wind power is widely recognized as one of the most promising. The management of wind farms and electricity systems can benefit greatly from the availability of estimates of the probability distribution of wind power generation. However, most research has focused on point forecasting of wind power. In this paper, we develop an approach to producing density forecasts for the wind power generated at individual wind farms. Our interest is in intraday data and prediction from 1 to 72 hours ahead. We model wind power in terms of wind speed and wind direction. In this framework, there are two key uncertainties. First, there is the inherent uncertainty in wind speed and direction, and we model this using a bivariate VARMA-GARCH (vector autoregressive moving average-generalized autoregressive conditional heteroscedastic) model, with a Student t distribution, in the Cartesian space of wind speed and direction. Second, there is the stochastic nature of the relationship of wind power to wind speed (described by the power curve), and to wind direction. We model this using conditional kernel density (CKD) estimation, which enables a nonparametric modeling of the conditional density of wind power. Using Monte Carlo simulation of the VARMA-GARCH model and CKD estimation, density forecasts of wind speed and direction are converted to wind power density forecasts. Our work is novel in several respects: previous wind power studies have not modeled a stochastic power curve; to accommodate time evolution in the power curve, we incorporate a time decay factor within the CKD method; and the CKD method is conditional on a density, rather than a single value. The new approach is evaluated using datasets from four Greek wind farms

Wind energy forecasting with neural networks: a literature review

Renewable energy is intermittent by nature and to integrate this energy into the Grid while assuring safety and stability the accurate forecasting of there newable energy generation is critical. Wind Energy prediction is based on the ability to forecast wind. There are many methods for wind forecasting based on the statistical properties of the wind time series and in the integration of meteorological information, these methods are being used commercially around the world. But one family of new methods for wind power fore castingis surging based on Machine Learning Deep Learning techniques. This paper analyses the characteristics of the Wind Speed time series data and performs a literature review of recently published works of wind power forecasting using Machine Learning approaches (neural and deep learning networks), which have been published in the last few years.Peer ReviewedPostprint (published version

Benefits of spatio-temporal modelling for short term wind power forecasting at both individual and aggregated levels

The share of wind energy in total installed power capacity has grown rapidly in recent years around the world. Producing accurate and reliable forecasts of wind power production, together with a quantification of the uncertainty, is essential to optimally integrate wind energy into power systems. We build spatio-temporal models for wind power generation and obtain full probabilistic forecasts from 15 minutes to 5 hours ahead. Detailed analysis of the forecast performances on the individual wind farms and aggregated wind power are provided. We show that it is possible to improve the results of forecasting aggregated wind power by utilizing spatio-temporal correlations among individual wind farms. Furthermore, spatio-temporal models have the advantage of being able to produce spatially out-of-sample forecasts. We evaluate the predictions on a data set from wind farms in western Denmark and compare the spatio-temporal model with an autoregressive model containing a common autoregressive parameter for all wind farms, identifying the specific cases when it is important to have a spatio-temporal model instead of a temporal one. This case study demonstrates that it is possible to obtain fast and accurate forecasts of wind power generation at wind farms where data is available, but also at a larger portfolio including wind farms at new locations. The results and the methodologies are relevant for wind power forecasts across the globe as well as for spatial-temporal modelling in general

Direct and indirect short-term aggregated turbine- and farm-level wind power forecasts integrating several NWP sources

The wind power sector is experiencing rapid growth, which creates new challenges for its electricity grid integration. Accurate wind power forecasting (WPF) is crucial for trading, balancing, and dispatching wind energy. In this paper, we examine the use of aggregated turbine- and farmlevel WPFs in the Nordic energy market. The turbine-level WPFs were retrieved from a previous study, while the farm-level WPFs were developed using the same methodology, incorporating inputs from three different numerical weather predictions (NWPs) and implementing both direct and indirect forecasting approaches. In the indirect WPF approach, we explore the impact of using wind direction as an input for the wind farm-level power performance model. The different WPFs are combined into one using weights related to up-to-date forecast errors. An automated and optimized machine-learning pipeline using data from a Norwegian wind farm is used to implement the proposed forecasting methods. The indirect approach, that uses the wind-downscaling model, improves the wind speed forecast accuracy compared to raw forecasts from the relevant NWPs. Additionally, we observed that the farm-level downscaling model exhibited lower error than those developed at the turbine level. The combined use of multiple NWP sources reduced forecasting errors by 8 %–30 % for direct and indirect WPFs, respectively. Direct and indirect forecasting methods present similar performance. Finally, the aggregated turbine-level improved WPF accuracy by 10 % and 15 % for RMSE and MAE, respectively, compared to farm-level WPF.publishedVersio

Spatio-temporal Modeling and Analysis for Wind Energy Applications

The promising potential of wind energy as a source for carbon-free electricity is still hampered by the uncertainty and limited predictability of the wind resource. The overarching theme of this dissertation is to leverage the advancements in statistical learning for developing a set of physics-informed statistical methods that can enrich our understanding of local wind dynamics, enhance our predictions of the wind resource and associated power, and ultimately assist in making better operational decisions. At the heart of the methods proposed in this dissertation, the wind field is modeled as a stochastic spatio-temporal process. Specifically, two sets of methods are presented. The first set of methods is concerned with the statistical modeling and analysis of the transport effect of wind—a physical property related to the prevailing flow of wind in a certain dominant direction. To unearth the influence of the transport effect, a statistical tool called the spatio-temporal lens is proposed for understanding the complex spatio-temporal correlations and interactions in local wind fields. Motivated by the findings of the spatio-temporal lens, a statistical model is proposed, which takes into account the transport effect in local wind fields by characterizing the spatial and temporal dependence in tandem. Substantial improvements in the accuracy of wind speed and power forecasts are achieved relative to several existing data-driven approaches. The second part of this dissertation comprises the development of an advanced spatio-temporal statistical model, called the calibrated regime-switching model. The proposed model captures the regime-switching dynamics in wind behavior, which are often reflected in sudden power generation ramps. Tested on 11 months of data, double-digit improvements in the accuracy of wind speed and power forecasts are achieved relative to six approaches in the wind forecasting literature. This dissertation contributes to both methodology development and wind energy applications. From a methodological point of view, the contributions are relevant to the literatures on spatiotemporal statistical learning and regime-switching modeling. On the application front, these methodological innovations can minimize the uncertainty associated with the large-scale integration of wind energy in power systems, thus, ultimately boosting the economic outlook of wind energy

Intelligent estimation of wind farm performance with direct and indirect ‘point’ forecasting approaches integrating several NWP models

Reliable wind power forecasting is essential for profitably trading wind energy in the electricity market and efficiently integrating wind-generated electricity into the power grids. In this paper, we propose short- and medium-term wind power forecasting systems targeted to the Nordic energy market, which integrate inputs on the wind flow conditions from three numerical weather prediction sources. A point forecasting scheme is adopted, which forecasts the power at the individual turbine level. Both direct and indirect forecasting approaches are considered and compared. An automated machine-learning pipeline, built and optimized using genetic programming, is implemented for developing the proposed forecasting models. The turbine level power forecasts using different approaches are then combined into a single forecast using a weighting method based on recent forecast errors. These are then aggregated for the wind farm level power estimates. The proposed forecasting schemes are implemented with data from a Norwegian wind farm. We found that in both the direct and indirect forecasting approaches, the forecasting errors could be reduced between 8% and 22%, while inputs from several NWP sources are used together. The wind downscaling model, which is used in the indirect forecasting approach, could significantly contribute to the model's accuracy. The performance of both the direct and indirect forecasting schemes is comparable for the studied wind farm.publishedVersionPaid Open Acces