Probabilistic Short-Term Wind Forecasting Based on Pinball Loss Optimization [electronic resource] : Preprint

• Ngôn ngữ: eng
• Ký hiệu phân loại: 333.914 *Water for generation of energy
• Thông tin xuất bản: Washington, D.C. : Oak Ridge, Tenn. : United States. Dept. of Energy. Office of Energy Efficiency and Renewable Energy ; Distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy, 2018
• Mô tả vật lý: Size: 503 KB : , digital, PDF file.
• Bộ sưu tập: Metadata
• ID: 258130
• Chủ đề: 1. 17 wind energy; 2. Machine learning; 3. Optimization; 4. Probabilistic wind forecasting; 5. Surrogate model

Tóm tắt

Probabilistic wind power forecasts that quantify the uncertainty in wind output have the potential to aid in the economic grid integration of wind power at large penetration levels. In this paper, a novel probabilistic wind forecasting approach based on pinball loss optimization is proposed, in conjunction with a multi-model machine learning based ensemble deterministic forecasting framework. By assuming the pointforecasted value as the mean at each point, one unknown parameter (i.e., standard deviation) of a predictive distribution at each forecasting point is determined by minimizing the pinball loss. A surrogate model is developed to represent the unknown distribution parameter as a function of deterministic forecasts. This surrogate model can be used together with deterministic forecasts to predict the unknown distribution parameter and thereby generate probabilistic forecasts. Numerical results of case studies show that the proposed method has improved the pinball loss by up to 35% compared to a baseline quantile regression forecasting model.