Discussion of “Prediction Intervals for Short-Term Wind Farm Generation Forecasts” and “Combined Nonparametric Prediction Intervals for Wind Power Generation”

Abstract

A new score for the evaluation of interval forecasts, the so-called coverage width-based criterion (CWC), was proposed and utilized.. This score has been used for the tuning (in-sample) and genuine evaluation (out-ofsample) of prediction intervals for various applications, e.g., electric load [1], electricity prices [2], general purpose prediction [3], and wind power generation [4], [5]. Indeed, two papers by the same authors appearing in the IEEE Transactions On Sustainable Energy employ that score and use it to conclude on the comparative quality of alternative approaches to interval forecasting of wind power generation.