Search NASA⌕ Search

SEARCH · Search NASA

Results for “probabilistic wind forecasting”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2019

A two-step short-term probabilistic wind forecasting methodology based on predictive distribution optimization

With increasing wind penetrations into electric power systems, probabilistic wind forecasting becomes more critical to power system operations because of its capability of quantifying wind uncertainties. In this paper, a two-step probabilistic wind forecasting approach based on pinball loss optimization is developed. First, a multimodel machine learning-based ensemble deterministic forecasting framework is adopted to generate deterministic forecasts. The deterministic forecast is assumed to be the mean value of the predictive distribution at each forecasting time stamp. Then, the optimal unknown parameter (i.e., standard deviation) of the predictive distribution is estimated by a support vector regression surrogate model based on the deterministic forecasts. Lastly, probabilistic forecasts are generated from the predictive distribution. Numerical results of case studies at eight locations show that the developed two-step probabilistic forecasting methodology has improved the pinball loss metric score by up to 35% compared to a baseline quantile regression forecasting model.

17 WIND ENERGY↗
DOE OSTI2018

A Nonparametric Bayesian Framework for Short-Term Wind Power Probabilistic Forecast

To improve the energy system resilience and economic efficiency, the wind power as a renewable energy starts to be deeply integrated into smart power grids. However, the wind power forecast uncertainty brings operational challenges. In order to provide a reliable guidance on operational decisions, in this paper, we propose a short-term wind power probabilistic forecast. Specifically, to model the rich dynamic behaviors of underlying physical wind power stochastic process occurring in various meteorological conditions, we first introduce an infinite Markov switching autoregressive model. This nonparametric time series model can capture the important properties in the real world data to improve the prediction accuracy. Then, given finite historical data, the posterior distribution of flexible forecast model can correctly quantify the model estimation uncertainty. Built on it, we develop the posterior predictive distribution to rigorously quantify the overall forecasting uncertainty accounting for both inherent stochastic uncertainty and model estimation error. Furthermore, the proposed approach can provide accurate and reliable short-term wind power probabilistic forecast, which can be used to support smart power grids real-time risk management.

17 WIND ENERGY↗
DOE OSTI2018

Probabilistic Short-Term Wind Forecasting Based on Pinball Loss Optimization

Probabilistic wind power forecasts that quantify the uncertainty in wind output have the potential to aid in the economic grid integration of wind power at large penetration levels. In this paper, a novel probabilistic wind forecasting approach based on pinball loss optimization is proposed, in conjunction with a multi-model machine learning based ensemble deterministic forecasting framework. By assuming the point-forecasted value as the mean at each point, one unknown parameter (i.e., standard deviation) of a predictive distribution at each forecasting point is determined by minimizing the pinball loss. A surrogate model is developed to represent the unknown distribution parameter as a function of deterministic forecasts. This surrogate model can be used together with deterministic forecasts to predict the unknown distribution parameter and thereby generate probabilistic forecasts. Numerical results of case studies show that the proposed method has improved the pinball loss by up to 35% compared to a baseline quantile regression forecasting model.

17 WIND ENERGY↗
DOE OSTI2018

Probabilistic Short-Term Wind Forecasting Based on Pinball Loss Optimization: Preprint

Probabilistic wind power forecasts that quantify the uncertainty in wind output have the potential to aid in the economic grid integration of wind power at large penetration levels. In this paper, a novel probabilistic wind forecasting approach based on pinball loss optimization is proposed, in conjunction with a multi-model machine learning based ensemble deterministic forecasting framework. By assuming the pointforecasted value as the mean at each point, one unknown parameter (i.e., standard deviation) of a predictive distribution at each forecasting point is determined by minimizing the pinball loss. A surrogate model is developed to represent the unknown distribution parameter as a function of deterministic forecasts. This surrogate model can be used together with deterministic forecasts to predict the unknown distribution parameter and thereby generate probabilistic forecasts. Numerical results of case studies show that the proposed method has improved the pinball loss by up to 35% compared to a baseline quantile regression forecasting model.

17 WIND ENERGY↗
DOE OSTI2017

Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method: Preprint

Wind power ramps (WPRs) are particularly important in the management and dispatch of wind power, and they are currently drawing the attention of balancing authorities. With the aim to reduce the impact of WPRs for power system operations, this paper develops a probabilistic ramp forecasting method based on a large number of simulated scenarios. An ensemble machine learning technique is first adopted to forecast the basic wind power forecasting scenario and calculate the historical forecasting errors. A continuous Gaussian mixture model (GMM) is used to fit the probability distribution function (PDF) of forecasting errors. The cumulative distribution function (CDF) is analytically deduced. The inverse transform method based on Monte Carlo sampling and the CDF is used to generate a massive number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The probabilistic forecasting results of ramp duration and start time are generated based on all scenarios. Numerical simulations on publicly available wind power data show that within a predefined tolerance level, the developed probabilistic wind power ramp forecasting method is able to predict WPRs with a high level of sharpness and accuracy.

17 WIND ENERGY↗
DOE OSTI2018

Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method

Wind power ramps (WPRs) are particularly important in the management and dispatch of wind power and currently drawing the attention of balancing authorities. With the aim to reduce the impact of WPRs for power system operations, this paper develops a probabilistic ramp forecasting method based on a large number of simulated scenarios. An ensemble machine learning technique is first adopted to forecast the basic wind power forecasting scenario and calculate the historical forecasting errors. A continuous Gaussian mixture model (GMM) is used to fit the probability distribution function (PDF) of forecasting errors. The cumulative distribution function (CDF) is analytically deduced. The inverse transform method based on Monte Carlo sampling and the CDF is used to generate a massive number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The probabilistic forecasting results of ramp duration and start-time are generated based on all scenarios. Numerical simulations on publicly available wind power data show that within a predefined tolerance level, the developed probabilistic wind power ramp forecasting method is able to predict WPRs with a high level of sharpness and accuracy.

17 WIND ENERGY↗
DOE OSTI2018

A Copula-Based Conditional Probabilistic Forecast Model for Wind Power Ramps

Efficient management of wind ramping characteristics can significantly reduce wind integration costs for balancing authorities. By considering the stochastic dependence of wind power ramp (WPR) features, this paper develops a conditional probabilistic wind power ramp forecast (cp-WPRF) model based on Copula theory. The WPRs dataset is constructed by extracting ramps from a large dataset of historical wind power. Each WPR feature (e.g., rate, magnitude, duration, and start-time) is separately forecasted by considering the coupling effects among different ramp features. To accurately model the marginal distributions with a copula, a Gaussian mixture model (GMM) is adopted to characterize the WPR uncertainty and features. The Canonical Maximum Likelihood (CML) method is used to estimate parameters of the multivariable copula. The optimal copula model is chosen based on the Bayesian information criterion (BIC) from each copula family. Finally, the best conditions based cp-WPRF model is determined by predictive interval (PI) based evaluation metrics. Numerical simulations on publicly available wind power data show that the developed copula-based cp-WPRF model can predict WPRs with a high level of reliability and sharpness.

17 WIND ENERGY↗
DOE OSTI2017

Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators: Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators

Forecasts of available wind power are critical in key electric power systems operations planning problems, including economic dispatch and unit commitment. Such forecasts are necessarily uncertain, limiting the reliability and cost effectiveness of operations planning models based on a single deterministic or “point” forecast. A common approach to address this limitation involves the use of a number of probabilistic scenarios, each specifying a possible trajectory of wind power production, with associated probability. We present and analyze a novel method for generating probabilistic wind power scenarios, leveraging available historical information in the form of forecasted and corresponding observed wind power time series. We estimate non-parametric forecast error densities, specifically using epi-spline basis functions, allowing us to capture the skewed and non-parametric nature of error densities observed in real-world data. We then describe a method to generate probabilistic scenarios from these basis functions that allows users to control for the degree to which extreme errors are captured.We compare the performance of our approach to the current state-of-the-art considering publicly available data associated with the Bonneville Power Administration, analyzing aggregate production of a number of wind farms over a large geographic region. Finally, we discuss the advantages of our approach in the context of specific power systems operations planning problems: stochastic unit commitment and economic dispatch. Here, our methodology is embodied in the joint Sandia – University of California Davis Prescient software package for assessing and analyzing stochastic operations strategies.

17 WIND ENERGY↗
DOE OSTI2017

A Data-Driven Methodology for Probabilistic Wind Power Ramp Forecasting

With increasing wind penetration, wind power ramps (WPRs) are currently drawing great attention to balancing authorities, since these wind ramps largely affect power system operations. To help better manage and dispatch the wind power, this paper develops a data-driven probabilistic WPR forecasting (p-WPRF) method based on a large number of simulated scenarios. A machine learning technique is first adopted to forecast the basic wind power forecasting scenario and produce the historical forecasting errors. To accurately model the distribution of wind power forecasting errors, a generalized Gaussian mixture model is developed and the cumulative distribution function (CDF) is also analytically deduced. The inverse transform method based on the CDF is used to generate a large number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The p-WPRF is generated based on all generated scenarios under different weather and time conditions. Numerical simulations on publicly available wind power data show that the developed p-WPRF method can predict WPRs with a high level of reliability and accuracy.

17 WIND ENERGY↗
DOE OSTI2020

An Integrated Platform for Wind Plant Operations: From Atmosphere to Electrons to the Grid

Under the Atmosphere to Electrons to Grid project (A2e2g), the National Renewable Energy Laboratory (NREL) is developing an optimization platform for wind plant operations. The platform merges forecasting tools with aerodynamic and economic models in order to identify optimal operating schedules and controller functions that will maximize a wind plant's value streams for energy and other grid services. In this presentation, we will describe functionalities of the platform. We will also discuss the implications the use of the platform might have for understanding and valuing the capabilities of wind resources for power system operations.

A2E2G↗
DOE OSTI2021

Probabilistic Day-Ahead Forecasting Using an Analog Ensemble Approach for Wind Farm Grid Services

Wind resource assessment and wind power forecasting are used in research and industry to anticipate future power output at scales ranging from individual wind turbines to entire wind farms. Probabilistic day-ahead wind forecasting is useful for anticipating how a wind farm could potentially participate in the day-ahead market by providing upper and lower bounds for expected power generation, thus informing grid operators of its uncertainty. Understanding this uncertainty is part of a larger project focused on building a platform that combines efforts in weather forecasting, aerodynamic and economic modeling to create maximum value of a wind plant to better provide services to the grid. This effort is also known as the Atmosphere to Electrons to Grid (A2E2G) project. One method for producing a probabilistic forecast is through the analog ensemble approach (Delle Monache et al., 2011). This method leverages historical forecasts and their corresponding observations as a training data set from which future forecasts can be made. For some future forecast, the most similar historical forecasts (analogs) are identified on a regular time basis such as once per a 3-hour window. The most similar analogs, based on a metric such as root mean square error (RMSE), are recorded and their corresponding verifying observations are used as an ensemble member for this future forecast. Prior work in this area demonstrates improvements over raw Numerical Weather Prediction (NWP) forecasts and shows skill similar to techniques such as logistic regression and machine learning (Delle Monache et al., 2013; Alessandrini et al., 2015). Here, we take the High-Resolution Rapid Refresh model (HRRR) day-ahead forecast (0-36 hours) to create a probabilistic day-ahead forecast using an analog ensemble approach. The HRRR has an hourly temporal resolution, with a spatial resolution of 3 km. The 12 UTC HRRR model run is downloaded every day for one year from August 2019 - July 2020, with the first 11 months serving as a bank of analogs from which the forecasting algorithm can create a probabilistic forecast. Once downloaded, the original HRRR forecast is temporally interpolated to 5-minutes, aligning with both the temporal resolution of the observations as well as the timescale relevant for day-ahead power forecasts. The forecast is validated at the M2 tower at the Flatirons Campus of the National Renewable Energy Laboratory (NREL) at a typical wind turbine height of 80 m. Variables such as wind speed, wind direction, and turbulence intensity are incorporated into the probabilistic forecast model and weighted according to their relative importance to the forecast. Based on metrics such as mean bias error (MBE), mean absolute error (MAE), and root mean square error, the analog ensemble forecast outperforms the raw HRRR forecast during the testing period of July 2020. Figure 1 illustrates an example day-ahead forecast compared against the verifying observations. The general variability and ramps are captured throughout the day, with potential to further improve the analog ensemble model through machine learning techniques.

numerical weather prediction↗
DOE OSTI2023

Solar PV, Wind Generation, and Load Forecasting Dataset for ERCOT 2018: Performance-Based Energy Resource Feedback, Optimization, and Risk Management (P.E.R.F.O.R.M.)

This report describes the Advanced Research Projects Agency-Energy Performance-Based Energy Resource Feedback, Optimization, and Risk Management (PERFORM) Electric Reliability Council of Texas (ERCOT) dataset consisting of load, solar, and wind deterministic and probabilistic forecasts at three timescales. This dataset consists of 1 year of time-coincident load, wind, and solar actuals and probabilistic forecasts for a region similar to ERCOT. All the data are stored in Hierarchical Data Format 5 (HDF5) files and have been uploaded to an Amazon Web Services repository. The ERCOT data set has 2 years (2017, 2018) of actuals and 1 year (2018) of probabilistic forecasts. These data are provided at various spatial (i.e., site-level, zone-level, and system-level) and temporal scales (i.e., day-ahead, intraday, and intra-hour). Specifically, data are provided for 125 existing wind sites, 22 existing solar sites, 139 proposed wind sites, and 204 proposed solar sites.

14 SOLAR ENERGY↗
DOE OSTI2018

Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, the samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2014

The Wind Integration National Dataset (WIND) toolkit (Presentation)

Regional wind integration studies require detailed wind power output data at many locations to perform simulations of how the power system will operate under high penetration scenarios. The wind datasets that serve as inputs into the study must realistically reflect the ramping characteristics, spatial and temporal correlations, and capacity factors of the simulated wind plants, as well as being time synchronized with available load profiles.As described in this presentation, the WIND Toolkit fulfills these requirements by providing a state-of-the-art national (US) wind resource, power production and forecast dataset.

17 WIND ENERGY↗
DOE OSTI2022

How Can Probabilistic Solar Power Forecasts Be Used to Lower Costs and Improve Reliability in Power Spot Markets? A Review and Application to Flexiramp Requirements

Net load uncertainty in electricity spot markets is rapidly growing. There are five general approaches by which system operators and market participants can use probabilistic forecasts of wind, solar, and load to help manage this uncertainty. These include operator situation awareness, resource risk hedging, reserves procurement, definition of contingencies, and explicit stochastic optimization. We review these approaches, and then provide a case study in which a method for using probabilistic solar forecasts to define needs for reserves is developed and evaluated. The case study has three parts. First, we describe building blocks for enhancing the Watt-Sun solar forecasting system to produce probabilistic irradiance and power forecasts. Second, relationships between Watt-Sun forecasts for multiple sites in California and the system's need for flexible ramp capability (flexiramp) are defined by machine learning and statistical methods. Third, the performance of present methods to defining flexiramp requirements, which are not conditioned on weather and renewables forecasts, is compared with that of probabilistic solar forecast-based requirements, using a multi-timescale production costing model with an 1820-bus representation of the WECC power system. Significant potential savings in fuel and flexiramp procurement costs from using solar-informed reserve requirements are found.

14 SOLAR ENERGY↗