1,451 research outputs found
Polyhedral Predictive Regions For Power System Applications
Despite substantial improvement in the development of forecasting approaches,
conditional and dynamic uncertainty estimates ought to be accommodated in
decision-making in power system operation and market, in order to yield either
cost-optimal decisions in expectation, or decision with probabilistic
guarantees. The representation of uncertainty serves as an interface between
forecasting and decision-making problems, with different approaches handling
various objects and their parameterization as input. Following substantial
developments based on scenario-based stochastic methods, robust and
chance-constrained optimization approaches have gained increasing attention.
These often rely on polyhedra as a representation of the convex envelope of
uncertainty. In the work, we aim to bridge the gap between the probabilistic
forecasting literature and such optimization approaches by generating forecasts
in the form of polyhedra with probabilistic guarantees. For that, we see
polyhedra as parameterized objects under alternative definitions (under
and norms), the parameters of which may be modelled and predicted.
We additionally discuss assessing the predictive skill of such multivariate
probabilistic forecasts. An application and related empirical investigation
results allow us to verify probabilistic calibration and predictive skills of
our polyhedra.Comment: 8 page
New forecast tools to enhance the value of VRE on the electricity market: Deliverable D4.9
Project TradeRES - New Markets Design & Models for 100% Renewable Power Systems: https://traderes.eu/about/ABSTRACT: The present deliverable was developed as part of the research activities of the TradeRES project Task 4.4 - Enhancing the value of VRE on the electricity markets with advanced forecasting and ramping tools.
This report presents the first version of deliverable 4.9, which consists on the description and implementation of the forecasting techniques aiming to identify and explore the time synergies of meteorological effects and electricity market designs in order to maximize the value of variable renewable energy systems and minimize market imbalances. An overview of key aspects that characterize a power forecast system is presented in
this deliverable through a literature review. This overview addresses the: i) forecast time horizon; ii) type of approach (physical, statistical or hybrid); iii) data pre-processing procedures; iv) type of forecast output; and v) the most common metrics used to evaluate the performance of the forecast systems.N/
A review on Day-Ahead Solar Energy Prediction
Accurate day-ahead prediction of solar energy plays a vital role in the planning of supply and demand in a power grid system. The previous study shows predictions based on weather forecasts composed of numerical text data. They can reflect temporal factors therefore the data versus the result might not always give the most accurate and precise results. That is why incorporating different methods and techniques which enhance accuracy is an important topic. An in-depth review of current deep learning-based forecasting models for renewable energy is provided in this paper
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Forecasting wind power for the day-ahead market using numerical weather prediction models and computational intelligence techniques
Wind power forecasting is essential for the integration of large amounts of wind power into the electric grid, especially during large rapid changes of wind generation. These changes, known as ramp events, may cause instability in the power grid. Therefore, detailed information of future ramp events could potentially improve the backup allocation process during the Day Ahead (DA) market (12 to 36 hours before the actual operation), allowing the reduction of resources needed, costs and environmental impact. It is well established in the literature that meteorological models are necessary when forecasting more than six hours into the future. Most state-of-the-art forecasting tools use a combination of Numerical Weather Prediction (NWP) forecasts and observations to estimate the power output of a single wind turbine or a whole wind farm. Although NWP systems can model meteorological processes that are related to large changes in wind power, these might be misplaced i.e. in the wrong physical position. A standard way to quantify such errors is by the use of NWP ensembles. However, these are computationally expensive. Here, an alternative is to use spatial fields, which are used to explore different numerical grid points to quantify variability. This strategy can achieve comparable results to typical numerical ensembles, which makes it a potential candidate for ramp characterisation
Shape and Time Distortion Loss for Training Deep Time Series Forecasting Models
International audienceThis paper addresses the problem of time series forecasting for non-stationarysignals and multiple future steps prediction. To handle this challenging task, weintroduce DILATE (DIstortion Loss including shApe and TimE), a new objectivefunction for training deep neural networks. DILATE aims at accurately predictingsudden changes, and explicitly incorporates two terms supporting precise shapeand temporal change detection. We introduce a differentiable loss function suitablefor training deep neural nets, and provide a custom back-prop implementation forspeeding up optimization. We also introduce a variant of DILATE, which providesa smooth generalization of temporally-constrained Dynamic Time Warping (DTW).Experiments carried out on various non-stationary datasets reveal the very goodbehaviour of DILATE compared to models trained with the standard Mean SquaredError (MSE) loss function, and also to DTW and variants. DILATE is also agnosticto the choice of the model, and we highlight its benefit for training fully connectednetworks as well as specialized recurrent architectures, showing its capacity toimprove over state-of-the-art trajectory forecasting approaches
Generation of scenarios from calibrated ensemble forecasts with a dual ensemble copula coupling approach
Probabilistic forecasts in the form of ensemble of scenarios are required for
complex decision making processes. Ensemble forecasting systems provide such
products but the spatio-temporal structures of the forecast uncertainty is lost
when statistical calibration of the ensemble forecasts is applied for each lead
time and location independently. Non-parametric approaches allow the
reconstruction of spatio-temporal joint probability distributions at a low
computational cost. For example, the ensemble copula coupling (ECC) method
rebuilds the multivariate aspect of the forecast from the original ensemble
forecasts. Based on the assumption of error stationarity, parametric methods
aim to fully describe the forecast dependence structures. In this study, the
concept of ECC is combined with past data statistics in order to account for
the autocorrelation of the forecast error. The new approach, called d-ECC, is
applied to wind forecasts from the high resolution ensemble system COSMO-DE-EPS
run operationally at the German weather service. Scenarios generated by ECC and
d-ECC are compared and assessed in the form of time series by means of
multivariate verification tools and in a product oriented framework.
Verification results over a 3 month period show that the innovative method
d-ECC outperforms or performs as well as ECC in all investigated aspects
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