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Space-time wind speed forecasting for improved power system dispatch

Author

Listed:
  • Xinxin Zhu
  • Marc Genton
  • Yingzhong Gu
  • Le Xie
Abstract
To support large-scale integration of wind power into electric energy systems, state-of-the-art wind speed forecasting methods should be able to provide accurate and adequate information to enable efficient, reliable, and cost-effective scheduling of wind power. Here, we incorporate space-time wind forecasts into electric power system scheduling. First, we propose a modified regime-switching, space-time wind speed forecasting model that allows the forecast regimes to vary with the dominant wind direction and with the seasons, hence avoiding a subjective choice of regimes. Then, results from the wind forecasts are incorporated into a power system economic dispatch model, the cost of which is used as a loss measure of the quality of the forecast models. This, in turn, leads to cost-effective scheduling of system-wide wind generation. Potential economic benefits arise from the system-wide generation of cost savings and from the ancillary service cost savings. We illustrate the economic benefits using a test system in the northwest region of the United States. Compared with persistence and autoregressive models, our model suggests that cost savings from integration of wind power could be on the scale of tens of millions of dollars annually in regions with high wind penetration, such as Texas and the Pacific northwest. Copyright Sociedad de Estadística e Investigación Operativa 2014

Suggested Citation

  • Xinxin Zhu & Marc Genton & Yingzhong Gu & Le Xie, 2014. "Space-time wind speed forecasting for improved power system dispatch," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(1), pages 1-25, March.
    • Handle: RePEc:spr:testjl:v:23:y:2014:i:1:p:1-25
    DOI: 10.1007/s11749-014-0351-0
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    References listed on IDEAS

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    1. Jooyoung Jeon & James W. Taylor, 2012. "Using Conditional Kernel Density Estimation for Wind Power Density Forecasting," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(497), pages 66-79, March.
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    3. Tuohy, Aidan & Meibom, Peter & Denny, Eleanor & O'Malley, Mark, 2009. "Unit commitment for systems with significant wind penetration," MPRA Paper 34849, University Library of Munich, Germany.
    4. Gneiting, Tilmann, 2011. "Quantiles as optimal point forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 197-207.
    5. Hering, Amanda S. & Genton, Marc G., 2010. "Powering Up With Space-Time Wind Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 92-104.
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    Cited by:

    1. Ziel, Florian & Croonenbroeck, Carsten & Ambach, Daniel, 2016. "Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity," Applied Energy, Elsevier, vol. 177(C), pages 285-297.
    2. Amanda Hering, 2014. "Comments on: Space-time wind speed forecasting for improved power system dispatch," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(1), pages 34-44, March.
    3. Croonenbroeck, Carsten & Ambach, Daniel, 2015. "Censored spatial wind power prediction with random effects," Renewable and Sustainable Energy Reviews, Elsevier, vol. 51(C), pages 613-622.
    4. Daniel Ambach & Carsten Croonenbroeck, 2016. "Space-time short- to medium-term wind speed forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(1), pages 5-20, March.
    5. Julio César Cuenca Tinitana & Carlos Adrian Correa-Florez & Diego Patino & José Vuelvas, 2020. "Spatio-Temporal Kriging Based Economic Dispatch Problem Including Wind Uncertainty," Energies, MDPI, vol. 13(23), pages 1-26, December.
    6. Ye, Lin & Zhao, Yongning & Zeng, Cheng & Zhang, Cihang, 2017. "Short-term wind power prediction based on spatial model," Renewable Energy, Elsevier, vol. 101(C), pages 1067-1074.
    7. Daniel Ambach & Carsten Croonenbroeck, 2016. "Space-time short- to medium-term wind speed forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(1), pages 5-20, March.
    8. Amanda S. Hering & Karen Kazor & William Kleiber, 2015. "A Markov-Switching Vector Autoregressive Stochastic Wind Generator for Multiple Spatial and Temporal Scales," Resources, MDPI, vol. 4(1), pages 1-23, February.
    9. Liu, Yin & Davanloo Tajbakhsh, Sam & Conejo, Antonio J., 2021. "Spatiotemporal wind forecasting by learning a hierarchically sparse inverse covariance matrix using wind directions," International Journal of Forecasting, Elsevier, vol. 37(2), pages 812-824.
    10. Croonenbroeck, Carsten & Stadtmann, Georg, 2019. "Renewable generation forecast studies – Review and good practice guidance," Renewable and Sustainable Energy Reviews, Elsevier, vol. 108(C), pages 312-322.
    11. Lohmann, Timo & Hering, Amanda S. & Rebennack, Steffen, 2016. "Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling," European Journal of Operational Research, Elsevier, vol. 255(1), pages 243-258.
    12. Ambach, Daniel & Schmid, Wolfgang, 2015. "Periodic and long range dependent models for high frequency wind speed data," Energy, Elsevier, vol. 82(C), pages 277-293.

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