Please use this identifier to cite or link to this item:
|Title:||Time-Adaptive Quantile-Copula for Wind Power Probabilistic Forecasting|
Ricardo Jorge Bessa
|Abstract:||This paper presents a novel time-adaptive quantile-copula estimator for kernel density forecast and a discussion of how to select the adequate kernels for modeling the different variables of the problem. Results are presented for different case-studies and compared with splines quantile regression (QR). The datasets used are from NREL's Eastern Wind Integration and Transmission Study, and from a real wind farm located in the Midwest region of the United States. . The new probabilistic forecasting model is elegant and simple and yet displays advantages over the traditional QR approach. Especially notable is the quality of the results achieved with the time-adaptive version, namely when evaluated in terms of forecast calibration, which is a characteristic that is advantageous for both system operators and wind power producers.|
|Appears in Collections:||CPES - Indexed Articles in Journals|
Files in This Item:
|1.05 MB||Adobe PDF||View/Open Request a copy|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.