Forecasting method for global radiation time series without training phase: Comparison with other well-known prediction methodologies

Cyril Voyant, Fabrice Motte, Alexis Fouilloy, Gilles Notton, Christophe Paoli and Marie-Laure Nivet

Energy, 2017, vol. 120, issue C, 199-208

Abstract: Integration of unpredictable renewable energy sources into electrical networks intensifies the complexity of the grid management due to their intermittent and unforeseeable nature. Because of the strong increase of solar power generation the prediction of solar yields becomes more and more important. Electrical operators need an estimation of the future production. For nowcasting and short term forecasting, the usual technics based on machine learning need large historical data sets of good quality during the training phase of predictors. However data are not always available and induce an advanced maintenance of meteorological stations, making the method inapplicable for poor instrumented or isolated sites. In this work, we propose intuitive methodologies based on the Kalman filter use (also known as linear quadratic estimation), able to predict a global radiation time series without the need of historical data. The accuracy of these methods is compared to other classical data driven methods, for different horizons of prediction and time steps. The proposed approach shows interesting capabilities allowing to improve quasi-systematically the prediction. For one to 10 h horizons Kalman model performances are competitive in comparison to more sophisticated models such as ANN which require both consistent historical data sets and computational resources.

Keywords: Time series forecasting; Model free forecasting; Artificial neural networks; ARMA; Kalman filter (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:energy:v:120:y:2017:i:c:p:199-208

DOI: 10.1016/j.energy.2016.12.118

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