Abstract
Wind ramps introduce significant uncertainty in wind power generation. Reliable system operation, however, requires accurate detection and forecast of wind ramps, especially at high wind generation penetration levels. In this chapter, a support vector machine (SVM) enhanced Markov model for short-term wind power forecast is developed, taking into account not only wind ramps but also the diurnal non-stationarity and the seasonality of wind farm generation. Specifically, using the historical data of the wind turbine power outputs recorded at an actual wind farm, multiple finite-state Markov chains that take into account the diurnal non-stationarity and the seasonality of wind generation are first developed to model the “normal” fluctuations of wind generation. To deal with the wind ramp dynamics, an SVM is then employed, based on one key observation from the measurement data that wind ramps often occur with specific patterns. Next, the forecast by the SVM is integrated cohesively into the finite-state Markov chain. Based on the SVM enhanced Markov model, both (short-term) distributional forecasts and point forecasts are then derived.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
Examples of the designed state space and the corresponding transition matrix can be found in Chap. 2.
References
K. Cory and B. Swezey, “Renewable portfolio standards in the states: balancing goals and implementation strategies.” NREL Technical Report TP-670-41409, Dec. 2007.
L. Xie, P. Carvalho, L. Ferreira, J. Liu, B. Krogh, N. Popli, and M. Ilic, “Wind integration in power systems: operational challenges and possible solutions,” Proc. IEEE, vol. 99, no. 1, pp. 214–232, 2011.
D. Lew, M. Milligan, G. Jordan, and R. Piwko, “The value of wind power forecasting,” NREL Conference Paper CP-5500-50814, Apr. 2011.
G. Giebel, R. Brownsword, G. Kariniotakis, M. Denhard, and C. Draxl, The State of the Art in Short-Term Prediction of Wind Power—A Literature Overview, 2nd Edition. ANEMOS.plus, 2011. [Online] Available: http://www.anemos-plus.eu/images/pubs/deliverables/aplus.deliverable_d1.2.stp_sota_v1.1.pdf http://www.anemos-plus.eu/images/pubs/URL.
C. Monteiro, H. Keko, R. Bessa, V. Miranda, A. Botterud, J. Wang, G. Conzelmann, and I. Porto, A quick guide to wind power forecating: state-of-the-art 2009. 2009. [Online] Available: http://www.dis.anl.gov/pubs/65614.pdf.
P. Pinson and H. Madsen, “Probabilistic Forecasting of Wind Power at the Minute Time-Scale with Markov-Switching Autoregressive Models,” in Probabilistic Methods Applied to Power Systems, 2008. PMAPS '08. Proceedings of the 10th International Conference on, pp. 1–8, May 2008.
P. Pinson and H. Madsen, “Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models,” Journal of Forecasting, vol. 31, no. 4, pp. 281–313, 2012.
P. Pinson, “Very-short-term probabilistic forecasting of wind power with generalized logit-normal distributions,” Journal of the Royal Statistical Society: Series C (Applied Statistics), vol. 61, no. 4, pp. 555–576, 2012.
T. S. Nielsen, H. Madsen, H. A. Nielsen, P. Pinson, G. Kariniotakis, N. Siebert, I. Marti, M. Lange, U. Focken, L. von Bremen, P. Louka, G. Kallos, and G. Galanis, “Short-term Wind Power Forecasting Using Advanced Statistical Methods,” in Proceedings of European wind energy conference, (Athens, Greece), pp. 1–9, 2006.
J. Catalao, H. M. I. Pousinho, and V. Mendes, “Hybrid wavelet-pso-anfis approach for short-term wind power forecasting in portugal,” IEEE Transactions on Sustainable Energy, vol. 2, no. 1, pp. 50–59, 2011.
P. Pinson and G. Kariniotakis, “Wind power forecasting using fuzzy neural networks enhanced with on-line prediction risk assessment,” in Power Tech Conference Proceedings, 2003 IEEE Bologna, vol. 2, 2003.
M. Mohandes, T. Halawani, S. Rehman, and A. A. Hussain, ”Support vector machines for wind speed prediction,” Renewable Energy, vol. 29, no. 6, pp. 939–947, 2004.
J. Zeng and W. Qiao, “Support vector machine-based short-term wind power forecasting,” in IEEE/PES Power Systems Conference and Exposition (PSCE), pp. 1–8, 2011.
E. G. Ortiz-Garcia, S. Salcedo-Sanz, A. M. Perez-Bellido, J. Gascon-Moreno, J. A. Portilla-Figueras, and L. Prieto, “Short-term wind speed prediction in wind farms based on banks of support vector machines,” Wind Energy, vol. 14, no. 2, pp. 193–207, 2011.
S. Santoso, M. Negnevitsky, and N. Hatziargyriou, “Data mining and analysis techniques in wind power system applications: abridged,” in Power Engineering Society General Meeting, 2006. IEEE, pp. 1–3, 2006.
A. Kusiak, H. Zheng, and Z. Song, “Wind farm power prediction: a data-mining approach,” Wind Energy, vol. 12, no. 3, pp. 275–293, 2009.
H. Y. Zheng and A. Kusiak, “Prediction of wind farm power ramp rates: A data-mining approach,” ASME Journal of Solar Energy Engineering, vol. 131, pp. 031011.1–031011.8, 2009.
C. Potter, E. Grimit, and B. Nijssen, “Potential benefits of a dedicated probabilistic rapid ramp event forecast tool,” in Power Systems Conference and Exposition, 2009. PSCE '09. IEEE/PES, pp. 1–5, 2009.
C. Ferreira, J. Gama, L. Matias, A. Botterud, and J. Wang, “A survey on wind power ramp forecasting.” Argonne National Laboratory Technical Report, Sept. 2011, available at http://www.dis.anl.gov/pubs/69166.pdf, Apr. 2009.
A. Bossavy, R. Girard, and G. Kariniotakis, “Forecasting ramps of wind power production with numerical weather prediction ensembles,” Wind Energy, vol. 16, pp. 51–63, 2013.
H. Zareipour, D. Huang, and W. Rosehart, “Wind power ramp events classification and forecasting: A data mining approach,” in Power and Energy Society General Meeting, 2011 IEEE, pp. 1–3, 2011.
Y. Altun, I. Tsochantaridis, and T. Hofmann, “Hidden markov support vector machines,” in Proceedings of the Twentieth International Conference on Machine Learning (ICML-2003), 2003.
M. Valstar and M. Pantic, ”Combined support vector machines and hidden markov models for modeling facial action temporal dynamics,” Human-computer Interaction, Lecture Notes in Computer Science, vol. 4796, pp. 118–127, 2007.
A. Sloin and D. Burshtein, “Support vector machine training for improved hidden markov modeling,” IEEE Trans. on Signal Process., vol. 56, no. 1, pp. 172–188, 2008.
“All island grid study—work stream 4, analysis of impacts and benefits.” Available at http://www.dcenr.gov.ie/Energy/North-South+Co-operation+in+the+Energy+Sector/All+Island+Electricity+Grid+Study.htm ectricity+Grid+Study.htm, January 2008.
“WILMAR (Wind Power Integration in Liberalised Electricity Markets).” Available at http://www.wilmar.risoe.dk/index.htm.
A. Papavasiliou, S. S. Oren, and R. P. ONeill, “Reserve requirements for wind power integration: A scenario-based stochastic programming framework,” IEEE Trans. Power Syst., vol. 26, no. 4, pp. 2197–2206, 2011.
A. Khosravi, S. Nahavandi, and D. Creighton, “Prediction intervals for short-term wind farm power generation forecasts,” IEEE Trans. on Sustain. Energy, vol. 4, no. 3, pp. 602–610, 201–3.
A. Khosravi and S. Nahavandi, “Combined nonparametric prediction intervals for wind power generation,” IEEE Trans. on Sustain. Energy, vol. 4, no. 4, pp. 849–856, 2013.
C. Wan, Z. Xu, P. Pinson, Z. Y. Dong, and K. P. Wong, “Optimal prediction intervals of wind power generation,” IEEE Trans. on Power Syst., vol. 29, no. 3, pp. 1166–1174, 2014.
M. He, L. Yang, J. Zhang, and V. Vittal, “A spatio-temporal analysis approach for short-term forecast of wind farm generation,” IEEE Trans. on Power Syst., vol. PP, no. 99, pp. 1–12, 2014.
P. Pinson, H. A. Nielsen, J. K. Moller, H. Madsen, and G. N. Kariniotakis, “Non-parametric probabilistic forecasts of wind power: required properties and evaluation,” Wind Energy, vol. 10, no. 6, pp. 497–516, 2007.
Q. Zhang and S. A. Kassam, “Finite-state Markov model for Rayleigh fading channels,” IEEE Trans. Commun., vol. 47, no. 11, pp. 1688–1692, 1999.
C.-W. Hsu and C.-J. Lin, “A comparison of methods for multiclass support vector machines,” IEEE Transactions on Neural Networks, vol. 13, no. 2, pp. 415–425, 2002.
C.-W. Hsu, C.-C. Chang, and C.-J. Lin, “A practical guide to support vector classification,” 2010.
C.-C. Chang and C.-J. Lin, “LIBSVM: A library for support vector machines,” ACM Transactions on Intelligent Systems and Technology, vol. 2, pp. 2–7:1–27:27, 2011. Software available at http://www.csie.ntu.edu.tw/cjlin/libsvm.
C. J. Burges, “A tutorial on support vector machines for pattern recognition,” Data Mining and Knowledge Discovery, vol. 2, pp. 121–167, 1998.
M. H. Hayes, Statistical Digital Signal Processing and Modeling. New York, NY, USA: Wiley, 1996.
T. Gneiting, F. Balabdaoui, and A. E. Raftery, “Probabilistic forecasts, calibration and sharpness,” Journal of the Royal Statistical Society, Series B, Statistical Methodology, vol. 69, pp. 243–268, 2007.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2014 The Author(s)
About this chapter
Cite this chapter
Yang, L., He, M., Zhang, J., Vittal, V. (2014). Support Vector Machine Enhanced Markov Model for Short TermWind Power Forecast. In: Spatio-Temporal Data Analytics for Wind Energy Integration. SpringerBriefs in Electrical and Computer Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-12319-6_3
Download citation
DOI: https://doi.org/10.1007/978-3-319-12319-6_3
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-12318-9
Online ISBN: 978-3-319-12319-6
eBook Packages: EnergyEnergy (R0)