INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.
KAUST DepartmentApplied Mathematics and Computational Science Program
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Online Publication Date2017-10-03
Print Publication Date2017
Permanent link to this recordhttp://hdl.handle.net/10754/626375
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AbstractReliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.
CitationElkantassi S, Kalligiannaki E, Tempone R (2017) INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS. Proceedings of the 2nd International Conference on Uncertainty Quantification in Computational Sciences and Engineering (UNCECOMP 2017) . Available: http://dx.doi.org/10.7712/120217.5377.16899.
JournalProceedings of the 2nd International Conference on Uncertainty Quantification in Computational Sciences and Engineering (UNCECOMP 2017)