Time Adaptive Conditional Kernel Density Estimation for Wind Power Forecasting

• Autor(a) principal: Jianhui Wang
• Data de Publicação: 2012
• Outros Autores: Ricardo Jorge Bessa, Vladimiro Miranda, Audun Botterud, Emil Constantinescu
• Tipo de documento: Artigo
• Idioma: eng
• Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
• Texto Completo: http://repositorio.inesctec.pt/handle/123456789/3301

This paper reports the application of a new kernel density estimation model based on the Nadaraya-Watson estimator, for the problem of wind power uncertainty forecasting. The new model is described, including the use of kernels specific to the wind power problem. A novel time-adaptive approach is presented. The quality of the new model is benchmarked against a splines quantile regression model currently in use in the industry. The case studies refer to two distinct wind farms in the United States and show that the new model produces better results, evaluated with suitable quality metrics such as calibration, sharpness and skill score, even if the wind farms exhibit different wind behavior characteristics.