Space-time scenarios of wind power generation produced using a Gaussian copula with parametrized precision matrix

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Abstract

The emphasis in this work is placed on generating space-time trajectories (also referred to as scenarios) of wind power generation. This calls for prediction of multivariate densities describing wind power generation at a number of distributed locations and for a number of successive lead times. A modelling approach taking advantage of sparsity of precision matrices is introduced for the description of the underlying space-time dependence structure. The proposed parametrization of the dependence structure accounts for such important process characteristics as non-constant conditional precisions and direction-dependent cross-correlations. Accounting for the space-time effects is shown to be crucial for generating high quality scenarios.
Original languageEnglish
Place of PublicationKgs. Lyngby
PublisherTechnical University of Denmark
Number of pages25
Publication statusPublished - 2013
SeriesDTU Compute-Technical Report-2013
Number14
ISSN1601-2321

Keywords

  • Wind energy
  • Scenarios
  • Trajectories
  • Space-time
  • Precision matrix
  • Directional CAR

Cite this

Tastu, J., Pinson, P., & Madsen, H. (2013). Space-time scenarios of wind power generation produced using a Gaussian copula with parametrized precision matrix. Kgs. Lyngby: Technical University of Denmark. DTU Compute-Technical Report-2013, No. 14