An Optimized Autoregressive Forecast Error Generator for Wind and Load Uncertainty Study
This paper presents a first-order autoregressive algorithm to generate real-time (RT), hour-ahead (HA), and day-ahead (DA) wind and load forecast errors. The methodology aims at producing random wind and load forecast time series reflecting the autocorrelation and cross-correlation of historical forecast data sets. Five statistical characteristics are considered: the means, standard deviations, autocorrelations, and cross-correlations. A stochastic optimization routine is developed to minimize the differences between the statistical characteristics of the generated time series and the targeted ones. An optimal set of parameters are obtained and used to produce the RT, HA, and DA forecasts in due order of succession. This method, although implemented as the first-order regressive random forecast error generator, can be extended to higher-order. Results show that the methodology produces random series with desired statistics derived from real data sets provided by the California Independent System Operator (CAISO). The wind and load forecast error generator is currently used in wind integration studies to generate wind and load inputs for stochastic planning processes. Our future studies will focus on reflecting the diurnal and seasonal differences of the wind and load statistics and implementing them in the random forecast generator.
- Research Organization:
- Pacific Northwest National Lab. (PNNL), Richland, WA (United States)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC05-76RL01830
- OSTI ID:
- 1030448
- Report Number(s):
- PNNL-SA-75696; 600303000; TRN: US201124%%209
- Journal Information:
- Wind Energy, Vol. 14, Issue 8
- Country of Publication:
- United States
- Language:
- English
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