Abstract

This paper describes two methods for creating improved probabilistic wind power forecasts through the use of turbine-level data. The first is a feature engineering approach whereby deterministic power forecasts from the turbine level are used as explanatory variables in a wind farm level forecasting model. The second is a novel bottom-up hierarchical approach where the wind farm forecast is inferred from the joint predictive distribution of the power output from individual turbines. Notably, the latter produces probabilistic forecasts that are coherent across both turbine and farm levels, which the former does not. The methods are tested at two utility scale wind farms and are shown to provide consistent improvements of up to 5%, in terms of continuous ranked probability score compared to the best performing state-of-the-art benchmark model. The bottom-up hierarchical approach provides greater improvement at the site characterized by a complex layout and terrain, while both approaches perform similarly at the second location. We show that there is a clear benefit in leveraging readily available turbine-level information for wind power forecasting.

Highlights

  • T HE growth of weather dependent renewable energy sources is transforming power systems across the world with wide-ranging implications for system operation and market design

  • Energy forecasting is essential for reliable and economic power system operation due to the uncertain variation of supply and demand, which increases the difficulty of balancing the network and managing power flows [1]

  • The skill of probabilistic forecasts is evaluated using proper scoring rules and according the principle that it is desirable for density forecasts to be as sharp as possible subject to calibration [41]

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Summary

Introduction

T HE growth of weather dependent renewable energy sources is transforming power systems across the world with wide-ranging implications for system operation and market design. We are concerned with short-term forecasting, where the prediction horizon is several hours to days ahead. This type of forecast is used to inform trading strategies for participants in the day-ahead market and for power system operations. Numerical Weather Predictions (NWP) are key inputs into wind power forecasting models at such horizons [2]. Browell’s was supported by an EPSRC Doctoral Prize under Grant EP/M508159/1.

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