Combined time-varying forecast based on the proper scoring approach for wind power generation

Xingying Chen, Yu Jiang, Kun Yu, Yingchen Liao, Jun Xie, Qiuwei Wu

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    Abstract

    Compared with traditional point forecasts, combined forecast have been proposed as an effective method to provide more accurate forecasts than individual model. However, the literature and research focus on wind-power combined forecasts are relatively limited. Here, based on forecasting error distribution, a proper scoring approach is applied to combine plausible models to form an overall time-varying model for the next day forecasts, rather than weights-based combination. To validate the effectiveness of the proposed method, real data of 3 years were used for testing. Simulation results demonstrate that the proposed method improves the accuracy of overall forecasts, even compared with a numerical weather prediction.
    Original languageEnglish
    JournalThe Journal of Engineering
    Pages (from-to)67-72
    ISSN2051-3305
    DOIs
    Publication statusPublished - 2017

    Keywords

    • Wind power plants
    • Power system planning and layout
    • Load forecasting
    • Mumerical weather prediction
    • Weights-based combination
    • Forecasting error distribution
    • Wind-power combined forecasts
    • Point forecasts
    • Wind power generation
    • Proper scoring approach
    • Combined time-varying forecasting

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