Wind speed forecasting based on second order blind identification and autoregressive model

Abstract

Wind power presents undesirable intermittencies due to the considerable variations in the wind speed which may affect adversely the smooth operation of the grid. Effective wind forecast is essential in order to report the amount of energy supply with high accuracy, which is crucial for planning energy resources for power system operators. In this paper a new statistical method is presented based on independent component analysis (ICA) and autoregressive (AR) model. ICA is utilized in order to exploit the hidden factors which may exist in the wind speed time-series. ICA methods based on exploiting the time structure like second order blind identification (SOBI) can be used as a preliminary step in wind speed forecasting.