2010
DOI: 10.1109/tpwrs.2009.2033277
|View full text |Cite
|
Sign up to set email alerts
|

ARIMA-Based Time Series Model of Stochastic Wind Power Generation

Abstract: This paper proposes a stochastic wind power model based on an autoregressive integrated moving average (ARIMA) process. The model takes into account the nonstationarity and physical limits of stochastic wind power generation. The model is constructed based on wind power measurement of one year from the Nysted offshore wind farm in Denmark. The proposed limited-ARIMA (LARIMA) model introduces a limiter and characterizes the stochastic wind power generation by mean level, temporal correlation and driving noise. … Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1
1

Citation Types

2
146
0

Year Published

2013
2013
2023
2023

Publication Types

Select...
8
2

Relationship

0
10

Authors

Journals

citations
Cited by 319 publications
(148 citation statements)
references
References 9 publications
(14 reference statements)
2
146
0
Order By: Relevance
“…step 2: Generate AOI(t) during a time period of t. step 3: Determine the characteristics of AOI(t) combining the autoregressive integrated moving average model (ARIMA) model [27]. step 4: Obtain the current RUL for a generator.…”
Section: Prediction Modelmentioning
confidence: 99%
“…step 2: Generate AOI(t) during a time period of t. step 3: Determine the characteristics of AOI(t) combining the autoregressive integrated moving average model (ARIMA) model [27]. step 4: Obtain the current RUL for a generator.…”
Section: Prediction Modelmentioning
confidence: 99%
“…For the latter case, various techniques have been developed, such as Markov Chain and Auto Regressive Moving Average (ARMA) models [10]. Since multiple wind farms are integrated, the spatial dependence among different wind sits should also be taken into consideration.…”
Section: Methodology For Optimal Siting and Sizingmentioning
confidence: 99%
“…statistical properties are time-invariant. In order to achieve that, time-series differentiation [34] has been employed in the case of wind power data, while for inflexible 8 demand data, mean subtraction and division by the standard deviation -to remove the diurnal component-has preceded the differentiation process. In order to meaningfully compare the solution efficiency of the seven implemented models (six models corresponding to the six different scenario trees and one model corresponding to the extended SDDP approach, which is denoted SDDPe in the remainder), the first-stage decisions taken by each model are used for Monte Carlo validation i.e.…”
Section: B 6h Operating Horizon Case Studymentioning
confidence: 99%