Link back to DTU OrbitCitation (APA): Dowell, J., & Pinson, P. (2016). Very-short-term wind power probabilistic forecasts by sparse vector autoregression. IEEE Transactions on Smart Grid, 7(2), 763 -770. DOI: 10.1109/TSG.2015 Abstract-A spatio-temporal method for producing very-shortterm parametric probabilistic wind power forecasts at a large number of locations is presented. Smart grids containing tens, or hundreds, of wind generators require skilled very-short-term forecasts to operate effectively, and spatial information is highly desirable. In addition, probabilistic forecasts are widely regarded as necessary for optimal power system management as they quantify the uncertainty associated with point forecasts. Here we work within a parametric framework based on the logit-normal distribution and forecast its parameters. The location parameter for multiple wind farms is modelled as a vector-valued spatiotemporal process, and the scale parameter is tracked by modified exponential smoothing. A state-of-the-art technique for fitting sparse vector autoregressive models is employed to model the location parameter and demonstrates numerical advantages over conventional vector autoregressive models. The proposed method is tested on a dataset of 5 minute mean wind power generation at 22 wind farms in Australia. 5-minute-ahead forecasts are produced and evaluated in terms of point and probabilistic forecast skill scores and calibration. Conventional autoregressive and vector autoregressive models serve as benchmarks.Index Terms-Probabilistic forecasting, wind power, power system operations, renewable energy.

This paper aims to produce a low-complexity predictor for the hourly mean wind speed and direction from 1 to 6 h ahead at multiple sites distributed around the UK. The wind speed and direction are modelled via the magnitude and phase of a complex-valued time series. A multichannel adaptive filter is set to predict this signal on the basis of its past values and the spatio-temporal correlation between wind signals measured at numerous geographical locations. The filter coefficients are determined by minimizing the mean square prediction error. To account for the time-varying nature of the wind data and the underlying system, we propose a cyclo-stationary Wiener solution, which is shown to produce an accurate predictor. An iterative solution, which provides lower computational complexity, increased robustness towards ill-conditioning of the data covariance matrices and the ability to track time-variations in the underlying system, is also presented. The approaches are tested on wind speed and direction data measured at various sites across the UK. Results show that the proposed techniques are able to predict wind speed as accurately as state-of-the-art wind speed forecasting benchmarks while simultaneously providing valuable directional information

This paper demonstrates that wave height forecasters chosen on statistical quality metrics result in sub-optimal decision support for offshore wind farm maintenance. Offshore access is constrained by wave height, but the majority of approaches to evaluating the effectiveness of a wave height forecaster utilize overall accuracy or error rates. This paper introduces a new metric more appropriate to the wind industry, which considers the economic impact of an incorrect forecast above or below critical wave height boundaries. The paper describes a process for constructing a value criteria where the implications between forecasting error and economic consequences are explicated in terms of opportunity costs and realized maintenance costs. A comparison between nine forecasting techniques for modeling and predicting wave heights based on historical data, including an ensemble aggregator, is described demonstrating that the performance ranking of forecasters is sensitive to the evaluation criteria. The results highlight the importance of appropriate metrics for wave height prediction specific to the wind industry, and the limitations of current models that minimize a metric that does not support decision making. With improved ability to forecast weather windows, maintenance scheduling is subject to less uncertainty, hence reducing costs related to vessel dispatch, and lost energy due to downtime

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In this paper we examine potential improvements in how load and generation forecast uncertainty is captured when setting reserve levels in power systems with significant renewable generation penetration and discuss the merit of proposed new methods in this area. One important difference between methods is whether reserves are defined based on the marginal distribution of forecast errors, as calculated from historic data, or whether the conditional distribution, specific to the time at which reserves are being scheduled, is used. This paper is a review of published current practice in markets which are at the leading edge of this problem, summarizing their experiences, and aligning it with academic modeling work. We conclude that the ultimate goal for all markets expected to manage high levels of renewable generation should be a reserve setting mechanism which utilizes the best understanding of meteorological uncertainties combined with traditional models of uncertainty arising from forced outages.