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Probabilistic forecasting of the wind energy resource at the monthly to seasonal scale

Bastien Alonzo (), Philippe Drobinski (), Riwal Plougonven () and Peter Tankov ()
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Bastien Alonzo: IPSL; LMD; CNRS; Ecole Polytechnique; Université de Paris-Saclay; Laboratoire de Probabilités et Modéles Aléatoires, Université Paris Diderot-Paris 7
Philippe Drobinski: IPSL; LMD; CNRS; Ecole Polytechnique; Université de Paris-Saclay
Riwal Plougonven: IPSL; LMD; CNRS; Ecole Polytechnique; Université de Paris-Saclay
Peter Tankov: CREST; ENSAE ParisTech

No 2017-88, Working Papers from Center for Research in Economics and Statistics

Abstract: We build and evaluate a probabilistic model designed for forecasting the distribution of the daily mean wind speed at the seasonal timescale in France. On such long-term timescales, the variability of the surface wind speed is strongly in uenced by the atmosphere large-scale situation. Our aim is to predict the daily mean wind speed distribution at a speci c location using the information on the atmosphere large-scale situation, summarized by an index. To this end, we estimate, over 20 years of daily data, the conditional probability density function of the wind speed given the index. We next use the ECMWF seasonal forecast ensemble to predict the atmosphere large-scale situation and the index at the seasonal timescale. We show that the model is sharper than the climatology at the monthly horizon, even if it displays a strong loss of precision after 15 days. Using a statistical postprocessing method to recalibrate the ensemble forecast leads to further improvement of our probabilistic forecast, which then remains sharper than the climatology at the seasonal horizon.

Keywords: Wind energy; Wind speed forecasting; Seasonal forecasting; Probabilistic forecasting; Ensemble forecasts; Ensemble model output statistics (search for similar items in EconPapers)
Pages: 31 pages
Date: 2017-10-11
New Economics Papers: this item is included in nep-big, nep-ene and nep-for
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Citations: View citations in EconPapers (1)

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