• Home
  • Search
  • Very-Short-Term Probabilistic Wind Power Forecasts by Sparse Vector Autoregression
  • Open Access IconOpen Access
  • Cite Icon302
  • https://doi.org/10.1109/tsg.2015.2424078Copy DOI Icon

Very-Short-Term Probabilistic Wind Power Forecasts by Sparse Vector Autoregression

Show More
  • Abstract
  • Literature Map
  • References
  • Citations
  • Similar Papers
Abstract

A spatio-temporal method for producing very-short-term parametric probabilistic wind power forecasts at a large number of locations is presented. Smart grids containing tens, or hundreds, of wind generators require skilled very-short-term forecasts to operate effectively and spatial information is highly desirable. In addition, probabilistic forecasts are widely regarded as necessary for optimal power system management as they quantify the uncertainty associated with point forecasts. Here, we work within a parametric framework based on the logit-normal distribution and forecast its parameters. The location parameter for multiple wind farms is modeled as a vector-valued spatio-temporal process and the scale parameter is tracked by modified exponential smoothing. A state-of-the-art technique for fitting sparse vector autoregressive models is employed to model the location parameter and demonstrates numerical advantages over conventional vector autoregressive models. The proposed method is tested on a dataset of 5 min mean wind power generation at 22 wind farms in Australia. Five-min ahead forecasts are produced and evaluated in terms of point, and probabilistic forecast skill scores and calibration. Conventional autoregressive and vector autoregressive models serve as benchmarks.

Similar Papers
  • Conference Article
  • Citations7

Uncertainty quantification for wind farm power generation

  • Jun 01, 2012
  • Abbas Khosravi +3
  • Research Article
  • Citations182

Very short-term forecasting of wind power generation using hybrid deep learning model

  • Mar 04, 2021
  • Journal of Cleaner Production
  • Md Alamgir Hossain +3
  • Research Article
  • Citations33

Wind power prediction system for wind farm based on auto regressive statistical model and physical model

  • Jan 01, 2014
  • Journal of Renewable and Sustainable Energy
  • Bingheng Wu +4
  • Research Article
  • Citations25

Probabilistic wind power forecasting for newly-built wind farms based on multi-task Gaussian process method

  • Jul 21, 2023
  • Renewable Energy
  • Qishu Liao +4
  • Research Article
  • Citations30

Contesting facts about wind farms in Australia and the legitimacy of adverse health effects.

  • Feb 01, 2017
  • Health: An Interdisciplinary Journal for the Social Study of Health, Illness and Medicine
  • Shannon Clark +1
  • Research Article
  • Citations237

A New Fuzzy-Based Combined Prediction Interval for Wind Power Forecasting

  • Jan 01, 2016
  • IEEE Transactions on Power Systems
  • Abdollah Kavousi-Fard +2
  • Research Article
  • Citations68

A multi-criteria decision-making framework for site selection of offshore wind farms in Australia

  • May 13, 2022
  • Ocean & Coastal Management
  • Carlo Bien Salvador +4
  • Research Article
  • Citations31

Bayesian bootstrapping in real-time probabilistic photovoltaic power forecasting

  • Jul 30, 2021
  • Solar Energy
  • Mokhtar Bozorg +5
  • Book Chapter
  • Citations1

Very-Short-Term Wind Power Forecasting for New-Built Wind Farms Based on Online Sparse Vector Autoregressive Model

  • Jan 01, 2023
  • Yang Xu +4
  • Research Article
  • Citations112

LASSO vector autoregression structures for very short‐term wind power forecasting

  • Sep 19, 2016
  • Wind Energy
  • Laura Cavalcante +3
  • Conference Article
  • Citations9

Probabilistic wind power forecasting: A multi-scheme ensemble technique with gradual coopetitive soft gating

  • Nov 01, 2017
  • Andre Gensler +1
  • Research Article
  • Citations103

K-nearest neighbors and a kernel density estimator for GEFCom2014 probabilistic wind power forecasting

  • Apr 06, 2016
  • International Journal of Forecasting
  • Yao Zhang +1
  • Research Article

Data-Driven Probabilistic Wind Power Forecasting and Dispatch with Alternating Direction Method of Multipliers over Complex Networks

  • Dec 28, 2025
  • Mathematics
  • Lina Sheng +4
  • Research Article
  • Citations286

Direct Quantile Regression for Nonparametric Probabilistic Forecasting of Wind Power Generation

  • Jul 01, 2017
  • IEEE Transactions on Power Systems
  • Can Wan +4
  • Research Article

Herding in Probabilistic Forecasts

  • Oct 01, 2020
  • SSRN Electronic Journal
  • Yanwei Jia +2
Cactus Communications logo

Copyright 2026 Cactus Communications. All rights reserved.