A Statistical Description of the Error on Wind Power Forecasts for Probabilistic Reserve Sizing

作者：Bruninx Kenneth^*; Delarue Erik

来源：IEEE Transactions on Sustainable Energy, 2014, 5(3): 995-1002.

DOI：10.1109/TSTE.2014.2320193

• Levy alpha-stable distribution
• probabilistic reserve sizing
• reserves
• statistical analysis
• wind power
• wind power forecast error (WPFE)

As the share of wind power in the electricity system rises, the limited predictability of wind power generation becomes increasingly critical for operating a power system reliably. In most operational and economic models, the wind power forecast error (WPFE) is often assumed to follow a Gaussian or the so-called beta-distribution. However, these distributions might not be suited to fully describe the skewed and heavy-tailed character of WPFE data. In this paper, the Levy alpha-stable distribution is proposed as an improved description of the WPFE. The method presented allows us to quantify the probability of a certain error, given a certain wind power forecast. Based on recent historical wind power data, the feasibility of the Levy alpha-stable distribution as a WPFE description is demonstrated. The added value of this improved statistical model of the WPFE is illustrated in a state-of-the-art probabilistic reserve sizing method. Results show that this new statistical description of the WPFE can hold important information for short-term economic and operational (reliability) studies for power systems with a significant wind power penetration.

• 出版日期2014-7