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Wind speed modeling using a vector autoregressive process with a time-dependent intercept term

descriptionPublicationkeyboard_double_arrow_right Article , Journal 01 May 2016Publisher:Elsevier BVJournal:International Journal of Electrical Power & Energy Systems, volume 77, pages 91-99 (issn: 0142-0615,

Authors: Seppänen, Janne; Mellin, Ilkka; Ekström, Jussi; Millar, Robert; Mammarella, Ivan; Komppula, Mika; Lehtonen; +2 Authors

doi: 10.1016/j.ijepes.2015.11.027

Wind speed modeling using a vector autoregressive process with a time-dependent intercept term

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Abstract

Abstract The effect of wind power on the electric power system is becoming increasingly important as more wind power is installed. This paper presents a Vector-Autoregressive-To-Anything (VARTA) process with a time-dependent intercept to model wind speeds in multiple locations. The model considers both temporal and spatial dependency structures in detail. It can be used in Monte Carlo simulations to assess the risk of very high or low wind speeds occurring in multiple locations at the same time and during consecutive hours. The long term simulation and short term forecasting results are assessed using measurements from 21 locations in Finland. A discussion on the applicability of the presented wind speed simulation method for the risk assessment of power systems is given.

Related Organizations

University of Helsinki
Finland
Finnish Meteorological Institute
Finland
Aalto University
Finland

Keywords

ta213, Vector autoregressive model, Rank correlation, Generalized Pareto distribution, Monte Carlo simulation, Forecasting, Wind speed

Impact byBIP!

	citations This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	28
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Top 10%
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Top 10%
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Top 10%