“…If considering lead times from few minutes up to 2 h ahead, forecasts are then generated from purely statistical methods relying on local measurements only, as for instance in Gneiting, et al (2006) and Pinson and Madsen (2009b). For an overview of motivations, techniques and practical experience with wind-power forecasting, the reader is referred to Giebel, et al (2003) and Costa, et al (2008). Among the various types of forecasting products employed for wind-energy management, maintenance planning and trading, non-parametric density forecasts are becoming more and more popular, since benefits from their use have been demonstrated (Pinson, et al, 2007a;Matos and Bessa, 2009).…”