Journal
IEEE TRANSACTIONS ON POWER SYSTEMS
Volume 29, Issue 4, Pages 1611-1622Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TPWRS.2014.2299767
Keywords
Distributional forecast; graphical learning; Markov chains; point forecast; short-term wind power forecast; spatio-temporal analysis; wind farm
Categories
Funding
- US National Science Foundation [CPS-1035906, CNS-1218484]
- DTRA [HDTRA1-09-1-0032]
- Power System Engineering Research Center
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In this paper, short-term forecast of wind farm generation is investigated by applying spatio-temporal analysis to extensive measurement data collected from a large wind farm where multiple classes of wind turbines are installed. Specifically, using the data of the wind turbines' power outputs recorded across two consecutive years, graph-learning based spatio-temporal analysis is carried out to characterize the statistical distribution and quantify the level crossing rate of the wind farm's aggregate power output. Built on these characterizations, finite-state Markov chains are constructed for each epoch of three hours and for each individual month, which accounts for the diurnal non-stationarity and the seasonality of wind farm generation. Short-term distributional forecasts and a point forecast are then derived by using the Markov chains and ramp trend information. The distributional forecast can be utilized to study stochastic unit commitment and economic dispatch problems via a Markovian approach. The developed Markov-chain-based distributional forecasts are compared with existing approaches based on high-order autoregressive models and Markov chains by uniform quantization, and the devised point forecasts are compared with persistence forecasts and high-order autoregressive model-based point forecasts. Numerical test results demonstrate the improved performance of the Markov chains developed by spatio-temporal analysis over existing approaches.
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