Standardized Software for Wind Load Forecast Error Analyses and Predictions Based on Wavelet-ARIMA Models - Applications at Multiple Geographically Distributed Wind Farms
Given the multi-scale variability and uncertainty of wind generation and forecast errors, it is a natural choice to use time-frequency representation (TFR) as a view of the corresponding time series represented over both time and frequency. Here we use wavelet transform (WT) to expand the signal in terms of wavelet functions which are localized in both time and frequency. Each WT component is more stationary and has consistent auto-correlation pattern. We combined wavelet analyses with time series forecast approaches such as ARIMA, and tested the approach at three different wind farms located far away from each other. The prediction capability is satisfactory -- the day-ahead prediction of errors match the original error values very well, including the patterns. The observations are well located within the predictive intervals. Integrating our wavelet-ARIMA (‘stochastic’) model with the weather forecast model (‘deterministic’) will improve our ability significantly to predict wind power generation and reduce predictive uncertainty.