Probabilistic Forecast for Multiple Wind Farms Based on Regular Vine Copulas

Abstract

The uncertain nature of wind power causes difficulties in power system operation scheduling. Probabilistic descriptions of the uncertainty have been studied for decades. However, probabilistic forecasts designed for the regional multiple wind farms are few. Although the traditional methods for the single wind farm can still be used, they have the limitations in capturing the spatial correlations among wind farms, and they are less robust when multivariate observations are not so complete. To improve the forecast quality in this case, we combine the multivariate distribution modeling and probabilistic forecasts in this paper. An advanced model—the regular vine copula, which can describe the wind farms’ dependence structure precisely and flexibly with various bivariate copulas as blocks, is used in this paper. Enough simulation data can be generated from the model, which can be easily used to form the conditional forecast distributions under multiple forecast conditions. A case of 10 wind farms in East China has been used to compare the proposed method with its competitors. The results showed the method's advantages of providing reliable and sharp forecast intervals, especially in the case with limited observations available.