Markov chain modeling for very-short-term wind power forecasting

被引:117
|
作者
Carpinone, A. [1 ]
Giorgio, M. [1 ]
Langella, R. [1 ]
Testa, A. [1 ]
机构
[1] Univ Naples 2, Dept Ind & Informat Engn, I-81031 Aversa, CE, Italy
关键词
Wind power; Markov chain models; Point forecast; Interval forecasts; Very-short-term forecasting; Statistical methods; QUANTILE REGRESSION; TIME-SERIES; GENERATION; PREDICTION; INTERVALS;
D O I
10.1016/j.epsr.2014.12.025
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
A Wind power forecasting method based on the use of discrete time Markov chain models is developed starting from real wind power time series data. It allows to directly obtain in an easy way an estimate of the wind power distributions on a very short-term horizon, without requiring restrictive assumptions on wind power probability distribution. First and Second Order Markov Chain Model are analytically described. Finally, the application of the proposed method is illustrated with reference to a set of real data. (C) 2015 The Authors. Published by Elsevier B.V.
引用
收藏
页码:152 / 158
页数:7
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