Wind power scenario generation through state-space specifications for uncertainty analysis of wind power plants

Guzmán Díaz, Javier Gómez-Aleixandre and José Coto

Applied Energy, 2016, vol. 162, issue C, 30 pages

Abstract: This paper proposes the use of state space models to generate scenarios for the analysis of wind power plant (WPP) generation capabilities. The proposal is rooted on the advantages that state space models present for dealing with stochastic processes; mainly their structural definition and the use of Kalman filter to naturally tackle some involved operations. The specification proposed in this paper comprises a structured representation of individual Box–Jenkins models, with indications about further improvements that can be easily performed. These marginal models are combined to form a joint model in which the dependence structure is easily handled. Indications about the procedure to calibrate and check the model, as well as a validation of its statistical appropriateness, are provided.

Keywords: Wind power; Multivariate stochastic processes; Simulation; State space (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (17)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:appene:v:162:y:2016:i:c:p:21-30

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DOI: 10.1016/j.apenergy.2015.10.052

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