Calibrated probabilistic forecasting at the Stateline wind energy center: The regime-switching space-time time (RST) technique
Presenting person: Prof. Dr. Tilmann Gneiting, University of Washington, SeattleTh. 2005-06-23 (16:15), H6
With the global proliferation of wind power, accurate short-term forecasts of wind resources at wind energy sites are becoming paramount. Regime-switching space-time (RST) models merge meteorological and statistical expertise to obtain accurate and calibrated, fully probabilistic forecasts of wind speed and wind power. The model formulation is parsimonious, yet takes account of all the salient features of wind speed: alternating atmospheric regimes, temporal and spatial autocorrelation, diurnal and seasonal non-stationarity, conditional heteroscedasticity, and non-Gaussianity. The RST method identifies forecast regimes at the wind energy site and fits a conditional predictive model for each regime. Geographically dispersed meteorological observations in the vicinity of the wind farm are used as off-site predictors.
We applied the RST technique to 2-hour ahead forecasts of hourly average wind speed near the Stateline wind farm in the US Pacific Northwest. In July 2003, for instance, the RST forecasts had root-mean-square error (RMSE) 28.6% less than the persistence forecasts. For each month in the test period, the RST forecasts had lower RMSE than forecasts using state-of-the-art vector time series techniques. The RST method provides probabilistic forecasts in the form of predictive cumulative distribution functions, and those were well calibrated and sharp. The RST prediction intervals were substantially shorter on average than prediction intervals derived from univariate time series techniques.
These results suggest that quality meteorological data from sites upwind of wind farms can be efficiently used to improve short-term forecasts of wind resources. It is anticipated that the RST technique can be successfully applied at wind energy sites all over the world.
Joint work with Kristin Larson, Kenneth Westrick, Marc Genton and Eric Aldrich
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