A decision‐making experiment under wind power forecast uncertainty

Abstract

As the penetration levels of renewable energy sources increase and climatic changes produce more and more extreme weather conditions, the uncertainty of weather and power production forecasts can no longer be ignored for grid operation and electricity market bidding. In order to support the energy indus-

IEA Wind Recommended Practice for the Implementation of Renewable Energy Forecasting Solutions

“…Nevertheless, the information provided is taken from existing documentation, partially coordinated by the IEA Wind Task 36, but also from general publications. This information can be found in the References Material, 1 and in the reviews on probabilistic methods for the power industry [1], on uncovering wind power forecasting uncertainty origins and development through the whole modeling chain [4] and on decision making under wind power uncertainty [5,6].…”

“…A PoE50 (probability of exceedance of 50%) needs to have equally high probability in every time step above and below. The IEA Task 36 WP 3 has been dealing with uncertainty forecasting and provides recommendations for such situations (see workpackage 2.2 Uncertainty, a [1][2][3][4][5][6] and section 15.1). Forecasting solution needs to be weather and time dependent, i.e.…”

“…These reviews will be the basis for the following definitions and recommendations for the selection of forecast solutions in which uncertainty forecasts are incorporated. Other work on decision-making under uncertainty [5,6] has indirectly also gone into these recommendations. It will describe how to best apply uncertainty forecasts in power system applications and identify potential gaps and pitfalls.…”

“…The basics of these methodologies have been described in this section. Detailed implementation information about the described probabilistic methodologies can be found in [1,3] and an IEA Wind Task 36 review article "Uncovering wind power forecasting uncertainty sources and their propagation through the whole modeling chain" [4] and on decision making under wind power uncertainty [5,6].…”

Uncovering wind power forecasting uncertainty sources and their propagation through the whole modelling chain

“…Even though there are quite a number of use cases of how to employ probabilistic forecasts in the decision making processes in power system management and trading (see e.g. [20,[22][23][24]), a common question posed is how to approach uncertainty in binary or discrete decision processes [21,[25][26][27].…”