Multifractal description of wind power fluctuations using arbitrary order Hilbert spectral analysis

Rudy Calif, François G. Schmitt and Yongxiang Huang

Physica A: Statistical Mechanics and its Applications, 2013, vol. 392, issue 18, 4106-4120

Abstract: The objectives are to study and model the aggregate wind power fluctuations dynamics in the multifractal framework. We present here the analysis of aggregate power output sampled at 1 Hz during three years. We decompose the data into several Intrinsic Mode Functions (IMFs) using Empirical Mode Decomposition (EMD). We use a new approach, arbitrary order Hilbert spectral analysis, a combination of the EMD approach with Hilbert spectral analysis (or Hilbert–Huang Transform) and the classical structure-function analysis to extract the scaling exponents or multifractal spectrum ζ(q): this function provides a full characterization of a process at all intensities and all scales. The application of both methods, i.e. structure-function and arbitrary-order Hilbert spectral analyses, gives similar results indicating that the aggregate power output from a wind farm, possesses intermittent and multifractal properties. In order to check this result, we generate stochastic simulations of a Multifractal Random Walk (MRW) using a log-normal stochastic equation. We show that the simulation results are fully compatible with the experimental results.

Keywords: Wind farm; Intermittency; Multifractal analysis; Empirical mode decomposition; Hilbert spectral analysis; Multifractal random walk (search for similar items in EconPapers)
Date: 2013
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:phsmap:v:392:y:2013:i:18:p:4106-4120

DOI: 10.1016/j.physa.2013.04.038

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