Solar energy production: Short-term forecasting and risk management

Cédric Join (), Michel Fliess (), Cyril Voyant () and Frédéric Chaxel ()
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Cédric Join: CRAN - Centre de Recherche en Automatique de Nancy - UL - Université de Lorraine - CNRS - Centre National de la Recherche Scientifique, AL.I.E.N. - ALgèbre pour Identification & Estimation Numériques, NON-A - Non-Asymptotic estimation for online systems - Centre Inria de l'Université de Lille - Inria - Institut National de Recherche en Informatique et en Automatique - CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 - Centrale Lille - Université de Lille - CNRS - Centre National de la Recherche Scientifique
Michel Fliess: LIX - Laboratoire d'informatique de l'École polytechnique [Palaiseau] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique, AL.I.E.N. - ALgèbre pour Identification & Estimation Numériques
Cyril Voyant: SPE - Laboratoire « Sciences pour l’Environnement » (UMR CNRS 6134 SPE) - CNRS - Centre National de la Recherche Scientifique - Università di Corsica Pasquale Paoli [Université de Corse Pascal Paoli], Centre hospitalier d'Ajaccio
Frédéric Chaxel: CRAN - Centre de Recherche en Automatique de Nancy - UL - Université de Lorraine - CNRS - Centre National de la Recherche Scientifique

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Abstract: Electricity production via solar energy is tackled via short-term forecasts and risk management. Our main tool is a new setting on time series. It allows the definition of "confidence bands" where the Gaussian assumption, which is not satisfied by our concrete data, may be abandoned. Those bands are quite convenient and easily implementable. Numerous computer simulations are presented.

Keywords: confidence bands; time series; intelligent knowledge-based systems; forecasts; persistence; solar energy; volatility; risk; normality tests (search for similar items in EconPapers)
Date: 2016-06-28
New Economics Papers: this item is included in nep-ene, nep-for and nep-rmg
Note: View the original document on HAL open archive server: https://polytechnique.hal.science/hal-01272152v3
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Citations: View citations in EconPapers (4)

Published in 8th IFAC Conference on Manufacturing Modelling, Management & Control, MIM 2016, Jun 2016, Troyes, France. ⟨10.1016/j.ifacol.2016.07.790⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01272152

DOI: 10.1016/j.ifacol.2016.07.790

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