Nonparametric conditional interval forecasts for PV power generation considering the temporal dependence

Songjian Chai; Ming Niu; Zhao Xu; Loi Lei Lai; Kit Po Wong

doi:10.1109/PESGM.2016.7741953

Nonparametric conditional interval forecasts for PV power generation considering the temporal dependence

Songjian Chai, Ming Niu, Zhao Xu, Loi Lei Lai, Kit Po Wong

The Hong Kong Polytechnic University

Research output: Chapter in book / Conference proceeding › Conference article published in proceeding or book › Academic research › peer-review

16 Citations (Scopus)

Abstract

The high penetration of solar PV generations brings about significant challenges for decision-makers of power system operation due to high volatility and uncertainty it involves. In recent years, it has been demonstrated by many researchers that the probabilistic interval forecast could significantly facilitate some decision-making cases, such as storage optimization, market bidding, reserves setting, as it can provide the uncertainty information associated with the point estimations. This paper proposes a nonparametric conditional interval forecast method for PV power generation which can capture the interdependence among the real power output and their point forecasts within all forecasting horizons of interests. The proposed model is tested using the dataset of PV generation power measurements and day-ahead point forecasts in Belgium. The results based on reliability and interval score performance metrics illustrate the effectiveness of the proposed model.

Original language	English
Title of host publication	2016 IEEE Power and Energy Society General Meeting, PESGM 2016
Publisher	IEEE Computer Society
Volume	2016-November
ISBN (Electronic)	9781509041688
DOIs	https://doi.org/10.1109/PESGM.2016.7741953
Publication status	Published - 10 Nov 2016
Event	2016 IEEE Power and Energy Society General Meeting, PESGM 2016 - Boston, United States Duration: 17 Jul 2016 → 21 Jul 2016

Conference

Conference	2016 IEEE Power and Energy Society General Meeting, PESGM 2016
Country/Territory	United States
City	Boston
Period	17/07/16 → 21/07/16

Keywords

Conditional forecast
Copula
Kernel density estimation
PV power forecast
Temporal dependence

ASJC Scopus subject areas

Energy Engineering and Power Technology
Nuclear Energy and Engineering
Renewable Energy, Sustainability and the Environment
Electrical and Electronic Engineering

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

More information

10.1109/PESGM.2016.7741953

Cite this

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title = "Nonparametric conditional interval forecasts for PV power generation considering the temporal dependence",

abstract = "The high penetration of solar PV generations brings about significant challenges for decision-makers of power system operation due to high volatility and uncertainty it involves. In recent years, it has been demonstrated by many researchers that the probabilistic interval forecast could significantly facilitate some decision-making cases, such as storage optimization, market bidding, reserves setting, as it can provide the uncertainty information associated with the point estimations. This paper proposes a nonparametric conditional interval forecast method for PV power generation which can capture the interdependence among the real power output and their point forecasts within all forecasting horizons of interests. The proposed model is tested using the dataset of PV generation power measurements and day-ahead point forecasts in Belgium. The results based on reliability and interval score performance metrics illustrate the effectiveness of the proposed model.",

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Chai, S, Niu, M, Xu, Z, Lai, LL & Wong, KP 2016, Nonparametric conditional interval forecasts for PV power generation considering the temporal dependence. in 2016 IEEE Power and Energy Society General Meeting, PESGM 2016. vol. 2016-November, 7741953, IEEE Computer Society, 2016 IEEE Power and Energy Society General Meeting, PESGM 2016, Boston, United States, 17/07/16. https://doi.org/10.1109/PESGM.2016.7741953

Nonparametric conditional interval forecasts for PV power generation considering the temporal dependence. / Chai, Songjian; Niu, Ming; Xu, Zhao et al.
2016 IEEE Power and Energy Society General Meeting, PESGM 2016. Vol. 2016-November IEEE Computer Society, 2016. 7741953.

Research output: Chapter in book / Conference proceeding › Conference article published in proceeding or book › Academic research › peer-review

TY - GEN

T1 - Nonparametric conditional interval forecasts for PV power generation considering the temporal dependence

AU - Chai, Songjian

AU - Niu, Ming

AU - Xu, Zhao

AU - Lai, Loi Lei

AU - Wong, Kit Po

PY - 2016/11/10

Y1 - 2016/11/10

N2 - The high penetration of solar PV generations brings about significant challenges for decision-makers of power system operation due to high volatility and uncertainty it involves. In recent years, it has been demonstrated by many researchers that the probabilistic interval forecast could significantly facilitate some decision-making cases, such as storage optimization, market bidding, reserves setting, as it can provide the uncertainty information associated with the point estimations. This paper proposes a nonparametric conditional interval forecast method for PV power generation which can capture the interdependence among the real power output and their point forecasts within all forecasting horizons of interests. The proposed model is tested using the dataset of PV generation power measurements and day-ahead point forecasts in Belgium. The results based on reliability and interval score performance metrics illustrate the effectiveness of the proposed model.

AB - The high penetration of solar PV generations brings about significant challenges for decision-makers of power system operation due to high volatility and uncertainty it involves. In recent years, it has been demonstrated by many researchers that the probabilistic interval forecast could significantly facilitate some decision-making cases, such as storage optimization, market bidding, reserves setting, as it can provide the uncertainty information associated with the point estimations. This paper proposes a nonparametric conditional interval forecast method for PV power generation which can capture the interdependence among the real power output and their point forecasts within all forecasting horizons of interests. The proposed model is tested using the dataset of PV generation power measurements and day-ahead point forecasts in Belgium. The results based on reliability and interval score performance metrics illustrate the effectiveness of the proposed model.

KW - Conditional forecast

KW - Copula

KW - Kernel density estimation

KW - PV power forecast

KW - Temporal dependence

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M3 - Conference article published in proceeding or book

VL - 2016-November

BT - 2016 IEEE Power and Energy Society General Meeting, PESGM 2016

PB - IEEE Computer Society

T2 - 2016 IEEE Power and Energy Society General Meeting, PESGM 2016

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Nonparametric conditional interval forecasts for PV power generation considering the temporal dependence

Abstract

Conference

Keywords

ASJC Scopus subject areas

UN SDGs

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