Probabilistic Solar Forecasting Using Quantile Regression Models

نویسندگان

  • Philippe Lauret
  • Mathieu David
  • Hugo T. C. Pedro
چکیده

In this work, we assess the performance of three probabilistic models for intra-day solar forecasting. More precisely, a linear quantile regression method is used to build three models for generating 1 h–6 h-ahead probabilistic forecasts. Our approach is applied to forecasting solar irradiance at a site experiencing highly variable sky conditions using the historical ground observations of solar irradiance as endogenous inputs and day-ahead forecasts as exogenous inputs. Day-ahead irradiance forecasts are obtained from the Integrated Forecast System (IFS), a Numerical Weather Prediction (NWP) model maintained by the European Center for Medium-Range Weather Forecast (ECMWF). Several metrics, mainly originated from the weather forecasting community, are used to evaluate the performance of the probabilistic forecasts. The results demonstrated that the NWP exogenous inputs improve the quality of the intra-day probabilistic forecasts. The analysis considered two locations with very dissimilar solar variability. Comparison between the two locations highlighted that the statistical performance of the probabilistic models depends on the local sky conditions.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An Empirical Analysis of Constrained Support Vector Quantile Regression for Nonparametric Probabilistic Forecasting of Wind Power

Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision making processes in the smart power gird for better integrating renewable energies such as wind. Whereas point forecasting provides a single expected value, probabilistic forecasts provide more information in the form of quantiles, prediction intervals, or full predictive densities. Th...

متن کامل

Estimation of predictive hydrological uncertainty using quantile regression: examples from the National Flood Forecasting System (England and Wales)

Abstract. In this paper, a technique is presented for assessing the predictive uncertainty of rainfall-runoff and hydraulic forecasts. The technique conditions forecast uncertainty on the forecasted value itself, based on retrospective Quantile Regression of hindcasted water level forecasts and forecast errors. To test the robustness of the method, a number of retrospective forecasts for differ...

متن کامل

Currency Exchange Rate Forecasts Using Quantile Regression

In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual mo...

متن کامل

Modeling and Forecasting the Brazilian Term Structure of Interest Rates by an Extended Nelson-siegel Class of Models: a Quantile Autoregression Approach

Introducing a five factor more flexible model this paper verifies the in-sample fitting and the out-of-sample forecasting performance of several extensions of the Nelson and Siegel (1987) parametric model which was reinterpreted by Diebold and Li (2006). We used different rules for fixing the parameters λ that govern the models ́ exponential components shapes, and predictions were made for diffe...

متن کامل

Probabilistic Forecasting of Solar Power: An Ensemble Learning Approach

Probabilistic forecasts account for the uncertainty in the prediction helping the decision makers take optimal decisions. With the emergence of renewable technologies and the uncertainties involved with the power generated through them, probabilistic forecasts can come to the rescue. Wind power is a mature technology and is in place for decades now, various probabilistic forecasting techniques ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2017