Probabilistic forecasts of wind power generation accounting for geographically dispersed information
Abstract
Forecasts of wind power generation in their probabilistic form are a necessary input to decision-making problems for reliable and economic power systems operations in a smart grid context. Thanks to the wealth of spatially distributed data, also of high temporal resolution, such forecasts may be optimized by accounting for spatio-temporal effects that are so far merely considered. The way these effects may be included in relevant models is described for the case of both parametric and nonparametric approaches to generating probabilistic forecasts. The resulting predictions are evaluated on the real-world test case of a large offshore wind farm in Denmark (Nysted, 165 MW), where a portfolio of 19 other wind farms is seen as a set of geographically distributed sensors, for lead times between 15 minutes and 8 hours. Forecast improvements are shown to mainly come from the spatio-temporal correction of the first order moments of predictive densities. The best performing approach, based on adaptive quantile regression, using spatially corrected point forecasts as input, consistently outperforms the state-of-theartbenchmark based on local information only, by 1.5%-4.6%, depending upon the lead time.