A validation frame for deterministic solar irradiance forecasts

Heinrich Morf

Renewable Energy, 2021, vol. 180, issue C, 1210-1221

Abstract: A novel validation frame for deterministic solar irradiance forecasts is presented. It bases on the perception that a perfect forecast of a random variable must be indistinguishable from its observation. In mathematical terms: The random variables observation and forecast must be exchangeable. This implies that they have the same probability distribution and that the pertaining copula is symmetric. The validation frame tallies the equality of the probability distributions of observed and forecast solar irradiance, the symmetry of the pertaining copula, and the forecasting skill with well-defined measures, namely the Kolmogorov-Smirnov test statistic, copula asymmetry, and Spearman's ρ. The three measures are scale-invariant under strictly increasing transformations of observation and forecast. Thus, the frame is particularly suited for benchmarking solar irradiance forecasts from different locations, different calendar days, and over different periods. The frame is demonstrated on 24-h-ahead solar irradiance forecasts from two sites with different climates. Yet, it can be applied to any forecast of a continuous random variable. Additional theoretical insights connect the method to present-day practice, such as the Murphy-Winkler framework and the skill score.

Keywords: Solar irradiance forecasting; Solar irradiance; Copula; Copula symmetry; Exchangeability; Stochastic modeling (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:renene:v:180:y:2021:i:c:p:1210-1221

DOI: 10.1016/j.renene.2021.08.032

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