Skip to main content

The Role of Ensemble Forecasting in Integrating Renewables into Power Systems: From Theory to Real-Time Applications

  • Chapter
  • First Online:
Integration of Large-Scale Renewable Energy into Bulk Power Systems

Part of the book series: Power Electronics and Power Systems ((PEPS))

Abstract

The growth of renewable energy sources (RES) in Europe continues on the basis of consumer paid financial incentives. The structure and size of these incentives reflect the resource and the national targets. For the competitiveness of RES, the aim is to keep the incentives as low as possible without stalling the development, which is likely to happen if the risk for the investments grows. This could be triggered by an increase in the integration cost of RES into the power system, because of too much concurrent generation and also lack of regulating capacity. A direct marketing approach combined with ensemble forecasts is the key element to integrate RES successful into the power systems via increased reliability, early detection of risk, detailed forecasting and integrated day-ahead and intra-day balancing strategy.We start this chapter with a review of existing ensemble forecasting techniques to form a profound understanding of the possibilities that lie in using ensemble forecasting in the power industry. This is followed by a demonstration of the risk in the power system caused by RES at times of extreme events with a number of different ensemble simulations. A review of the evolution of wind energy and PV is used to explain how much effort it took to trigger the evolution and illustrate in this way also what it would take to grow another energy source such as ocean wave energy to the same level. We describe the transition to direct marketing and how this increases the available regulating capacity. Our conclusion is that competitive trading and balancing of RES will need to take advantage of ensemble techniques, because decision making will be driven by an economic analysis including various risk factors. We have reason to expect that the risk analysis combined with moderate expectations to economic growth will make the market offer more competitive prices. The evolution seems straightforward, because each of the technologies are mature, but there is still a major gain from exploiting the synergies.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 149.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 199.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 199.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Act on granting priority to renewable energy sources. Renewable Energy Sources Act—EEG (2012) Consolidated (non-binding) version of the Act in the version applicable as at 1 Jan 2012, https://www.clearingstelle-eeg.de/files/node/8/EEG_2012_Englische_Version.pdf

  2. Gesetz für den Ausbau erneuerbarer Energien—EEG (2014), http://www.erneuerbare-energien.de

  3. Press release (2014), http://www.marketcoupling.com/market-info-and-press/news/news-archive/date/2014-1. Accessed 01 Feb 2014

  4. Gesetz ber die Elektrizitäts- und Gasversorgung (Energiewirtschaftsgesetz-EnWG), dated 7. Juli 2005, last modified on 21. Juli 2014, http://www.bmwi.de/DE/Service/gesetze,did=22154.html

  5. Web page content (2015) Grid Control Cooperation, https://www.regelleistung.net/ip/action/static/gcc. Release 15.2

  6. C. Möhrlen, Uncertainty in wind energy forecasting, Ph.D. dissertation, University College Cork, Ireland, DP2004 MHR (2004), http://library.ucc.ie/record=b1501384~S0

  7. J.U. Jørgensen, C. Möhrlen, Increasing the competition on reserve for balancing wind power with the help of ensemble forecasts, in Proceedings of 10th International Workshop on Large-Scale Integration of Wind Power into Power Systems as well as on Transmission Networks for Offshore Wind Power Plants, Aarhus, Denmark (2011), http://download.weprog.com/public_paper_WIW11_032_joergensen_et_al.pdf, ISBN: 978-3-98 13870-3-2. Accessed Nov 2011

  8. C. Möhrlen, J.U. Jørgensen, Forecasting wind power in high wind penetration markets using multi-scheme ensemble prediction methods, in Proceedings of German Wind Energy Conference DEWEK, Bremen (2006), http://download.weprog.com/mseps-dewek-2006.pdf. Accessed Nov 2006

  9. C. Möhrlen, J.U. Jørgensen, A new algorithm for Upscaling and Short-term forecasting of wind power using Ensemble forecasts, in Proceedings of 8th International Workshop on Large-Scale Integration of Wind Power (2009), http://www.weprog.com/files/weprog_windintegration_2009_p54_paper.pdf, ISBN: 978-3-9813870-1-8. Accessed Nov 2009

  10. C. Möhrlen, J.U. Jørgensen, Using Ensembles for Large-scale Forecasting of Wind Power in a European SuperGrid context, in Proceedings of the German Wind Energy Conference DEWEK, Bremen (2010), http://download.weprog.com/moehrlen_dewek2010_s10_p4.pdf. Accessed Oct 2010

  11. C. Möhrlen, J.U. Jørgensen, Reserve forecasting for enhanced Renewable Energy management, in Proceedings of 12th International Workshop on Large-Scale Integration of Wind Power into Power Systems as well as on Transmission Networks for Offshore Wind Farms, Berlin (2014), http://download.weprog.com/Paper_WIW14-1035_moehrlen_joergensen_online.pdf, ISBN: 978-3-98-13870-9-4. Accessed Nov 2014

  12. K. Sattler, H. Feddersen, An European Flood Forecasting System EFFS: Treatment of Uncertainties in the Prediction of Heavy Rainfall using Different Ensemble Approaches with DMI-HIRLAM (Scientific Report 03-07 of the Danish Meteorological Institute, 2003). ISSN Nr: 0905-3263 (printed), ISSN Nr: 1399-1949 (online), ISBN-Nr: 87-7478-480-3

    Google Scholar 

  13. Renewables International Magazine Online (2014) Spanish feed-in tariffs a wrapup, http://www.renewablesinternational.net/spanish-feed-in-tariffs-a-wrapup/150/537/71424/

  14. TIGGE—the THORPEX Interactive Grand Global Ensemble (2015), http://tigge.ecmwf.int. Accessed ECMWF, 2015

  15. R.L. Harrison, Introduction to monte carlo simulation. Proc. Proc. AIP Conf. 1204, 1721 (2010). doi:10.1063/1.3295638, PMCID: PMC2924739, NIHMSID: NIHMS219206

  16. S. Alessandrini, S. Sperati, P. Pinson, A comparison between the ECMWF and COSMO ensemble prediction systems applied to short-term wind power forecasting on real data. Appl. Energy 107, 271–280 (2013)

    Article  Google Scholar 

  17. C. Brankovic, T.N. Palmer, F. Molteni, S. Tibaldi, U. Cubasch, Extended-range predictions with ECMWF models: time-lagged ensemble forecasting. Q. J. R. Meteorol. Soc. 116, 867–912 (1990)

    Article  Google Scholar 

  18. R. Buizza, T.N. Palmer, The singular vector structure of the atmosphere global circulation. J. Atmos. Sci. 52, 1434–1456 (1995)

    Article  Google Scholar 

  19. R. Buizza, Potential forecast skill of ensemble prediction, and spread and skill distributions of the ECMWF ensemble prediction system. Mon. Weather Rev. 125, 99119 (1997)

    Article  Google Scholar 

  20. R. Buizza, P.L. Houtekamer, G. Pellerin, Z. Toth, Y. Zhu, M. Wei, A comparison of the ECMWF, MSC, and NCEP global ensemble prediction systems. Mon. Weather Rev. 133, 10761097 (2005)

    Article  Google Scholar 

  21. K.K.W. Cheung, A review of ensemble forecasting techniques with a focus on tropical cyclone forecasting. Meteorol. Appl. 8, 315332 (2001). doi:10.1017/S1350482701003073

    Article  Google Scholar 

  22. L. Delle Monache, F.A. Eckel, D.L. Rife, B. Nagarajan, K. Searight, Probabilistic weather prediction with an analog ensemble. Mon. Weather Rev. 141, 34983516 (2013). doi:10.1175/MWR-D-12-00281.1

    Article  Google Scholar 

  23. E.S. Epstein, Stochastic dynamic prediction. Tellus 6, 739759 (1969)

    Google Scholar 

  24. G. Evensen, Sequential data assimilation with a nonlinear quasigeostrophic model using monte carlo methods to forecast error statistics. J. Geophys. Res. 99(C5), 10143–10162 (1994)

    Article  Google Scholar 

  25. I.-L. Frogner, T. Iversen, High-resolution limited-area ensemble predictions based on low-resolution targeted singular vectors. Quart. J. R. Meteor. Soc. 128, 13211341 (2002)

    Article  Google Scholar 

  26. A. Schierenbeck, D. Gräber, S. Semmig, A. Weber, Ein distanzbasiertes Hochrechnungsverfahren für die Einspeisung von Photovoltaik. Energiewirtschaftliche Tagesfragen, 60, Heft 12, 2010

    Google Scholar 

  27. R. Hagedorn, L.A. Smith, Communicating the value of probabilistic forecasts with weather roulette. Meteorol. Appl. 16(2), 143–155 (2009)

    Article  Google Scholar 

  28. T.M. Hamill, Interpretation of rank histograms for verifying ensemble forecasts. Mon. Weather Rev. 129, 550–560 (2001)

    Article  Google Scholar 

  29. D. Heizenreder, S. Trepte, M. Denhard, SRNWP-PEPS: a regional multi-model ensemble in Europe. Eur. Forecast. Newsl. 11, 29–35 (2006)

    Google Scholar 

  30. P.L. Houtekamer, The construction of optimal perturbations. Mon. Weather Rev. 123, 28882898 (1995)

    Google Scholar 

  31. P.L. Houtekamer, J. Derome, H. Ritchie, H.L. Mitchell, A system simulation approach to ensemble prediction. Mon. Weather Rev. 124, 1225–1242 (1996a)

    Article  Google Scholar 

  32. P.L. Houtekamer, L. Lefaivre, J. Derome, The RPN ensemble prediction system, in Proceedings of ECMWF Seminar on Predictability, Reading, United Kingdom, Vol. II (ECMWF, Shinfield Park, Reading, Berkshire RG2 9AX, United Kingdom, 1996b), pp. 121–146

    Google Scholar 

  33. P.L. Houtekamer, L. Herschel, H.L. Mitchell, Data assimilation using an ensemble kalman filter technique. Mont. Weather Rev. 126(3), 796–811 (1998)

    Article  Google Scholar 

  34. P.L. Houtekamer, H.L. Mitchell, Ensemble Kalman filtering. Q. J. R. Meteorol. Soc. 131, 32693289 (2005). doi:10.1256/qj.05.135

  35. P.L. Houtekamer, H.L. Mitchell, A sequential Ensemble Kalman Filter for atmospheric data assimilation. Mon. Weather Rev. 129, 123–137 (2007)

    Google Scholar 

  36. P.L. Houtekamer, H.L. Mitchell, X. Deng, Model error representation in an operational ensemble Kalman filter. Mon. Weather Rev. 137, 2126–2143 (2008)

    Article  Google Scholar 

  37. C. von Junk, L. Bremen, M. Kühn, S. Späth, D. Heinemann, Comparison of postprocessing methods for the calibration of 100-m wind ensemble forecasts at off- and onshore sites. J. Appl. Meteorol. Climatol. 53, 950969 (2014)

    Article  Google Scholar 

  38. R.W. Katz, M. Ehrendorfer, Bayesian approach to decision making using ensemble weather forecasts. Weather Forecast. 21, 220231 (2006)

    Article  Google Scholar 

  39. S. Lang, C. Möhrlen, J. Jørgensen, B. Gallachir, E. McKeogh, Application of a multi-scheme ensemble prediction system for wind power forecasting in Ireland and comparison with validation results from Denmark, in Proceedings of European Wind Energy Conference, Greece, 2006

    Google Scholar 

  40. Y.-H. Lee, Loss Functions in Time series forecasting, Unicersity White Paper, University of Califoria, Dept. of Economics (2007)

    Google Scholar 

  41. E.N. Lorenz, Energy and numerical weather prediction. Tellus 12, 364–373 (1960)

    Google Scholar 

  42. C.E. Leith, Theoretcal skill of monte carlo forecasts. Mon. Weather Rev. 102, 409–418 (1974)

    Article  Google Scholar 

  43. Z. Meng, F. Zhang, Tests of an ensemble kalman filter for mesoscale and regional-scale data assimilation. Part II: imperfect model experiments. MWR 135, 1403–1423 (2007). doi:10.1175/MWR3352.1

    Article  Google Scholar 

  44. C. Möhrlen, M. Pahlow, J.U. Jørgensen, Untersuchung verschiedener Handelsstrategien für Wind- und Solarenergie unter Berücksichtigung der EEG 2012 Novellierung, Zeitschrift f. Energiewirtschaft, No. 1/2012, 36(1), 9–25 (2012)

    Google Scholar 

  45. H.L. Mitchell, P.L. Houtekamer, Ensemble Kalman filter configurations and their performance with the logistic map. Mon. Weather. Rev. 137, 43254343 (2009)

    Article  Google Scholar 

  46. F. Molteni, R. Buizza, T.N. Palmer, T. Petroliagis, The ECMWF ensemble system: methodology and validation. Q. J. R. Meteorol. Soc. 122, 73–119 (1996)

    Article  Google Scholar 

  47. F. Molteni, R. Buizza, C. Marsigli, A. Montani, F. Nerozzi, T. Paccagnella, A strategy for high-resolution ensemble prediction. I: Definition of representative members and global-model experiments. Q. J. R Meteorol. Soc. 127, 20692094 (2001)

    Google Scholar 

  48. A.H. Murphy, E.S. Epstein, A note in probability forecasts and ‘Hedging’. J. Appl. Meteorol. 6, 1002–1004 (1967)

    Article  Google Scholar 

  49. A.H. Murphy, The value of climatological, categorical and probabilistic forecasts in the cost-loss situation. Mon. Weather Rev. 105, 803816 (1977)

    Article  Google Scholar 

  50. A.H. Murphy, M. Ehrendorfer, On the relationship between the accuracy and value of forecasts in the cost-loss ratio situation. Weather Forecast. 2, 243251 (1987)

    Article  Google Scholar 

  51. M. Pahlow, C. Möhrlen, J.U. Jørgensen, Application of cost functions for large-scale integration of wind power using a multi-scheme ensemble prediction technique, in Optimization Advances in Electric Power Systems, ed. by Edgardo D. Castronuovo (NOVA Publisher NY, 2008), pp. 151–180. ISBN: 978-1-60692-613-0

    Google Scholar 

  52. T.N. Palmer, F. Molteni, R. Mureau, R. Buizza, P. Chapelet, J. Tribbia, Ensemble Prediction, ECMWF Seminar proceedings, Validation of Models over Europe, vol. 1 (ECMWF, Shinfield Park, Reading, UK, 1993)

    Google Scholar 

  53. T.N. Palmer, J. Barkmeijer, R. Buizza, Y. Petroliagis, The ECMWF ensemble prediction system. Meteorol. Appl. 4, 301304 (1997)

    Article  Google Scholar 

  54. W.S. Parker, Predicting weather and climate: uncertainty, ensembles and probability. Stud. Hist. Philos. Mod. Phys. 41, 263272 (2010)

    Google Scholar 

  55. P. Pinson, Adaptive calibration of (u, v)-wind ensemble forecasts. Q. J. R. Meteorol. Soc. 138(666), 1273–1284 (2012)

    Article  Google Scholar 

  56. A.E. Raftery et al., Using bayesian model averaging to calibrate forecast ensembles. Mon. Weather Rev. 133, 1155–1174 (2005)

    Article  Google Scholar 

  57. N. Schuhen, T. Thorarinsdottir, T. Gneiting, Ensemble model output statistics for wind vectors. Mon. Weather Rev. 140, 3204–3219 (2012)

    Article  Google Scholar 

  58. D. Shepard, A two-dimensional interpolation function for irregularly-spaced data, in Proceedings of the 1968 23rd ACM National Conference (ACM, New York, 1968), pp. 517–524. doi:10.1145/800186.810616

  59. D.J. Stensrud, J.W. Bao, T.T. Warner, Using initial condition and model physics perturbations in short-range ensemble simulations of mesoscale convective systems. Mon. Weather Rev. 128, 2077–2107 (2000)

    Article  Google Scholar 

  60. D.J. Stensrud, H.E. Brooks, J. Du, S. Tracton, E. Rogers, Using ensembles for short-range forecasting. Mon. Weather Rev. 127, 433446 (1999)

    Article  Google Scholar 

  61. Z. Toth, E. Kalnay, Ensemble forecasting at NMC: the generation of perturbations. Bull. Am. Meteorol. Soc. 74, 2317–2330 (1993)

    Article  Google Scholar 

  62. Z. Toth, E. Kalnay, Ensemble forecasting at NCEP and the breeding method. Mon. Weather Rev. 125, 32973319 (1997)

    Article  Google Scholar 

  63. T. Thorarinsdottir, T. Gneiting, Probabilistic forecasts of wind speed: ensemble model output statistics by using heteroscedastic censored regression. J. R. Stat. Soc. 173A, 371–388 (2010)

    Article  Google Scholar 

  64. R.L. Winkler, A.H. Murphy, Decision analysis, in Probability, Statistics and Decision Making in the Atmospheric Sciences, ed. by A.H. Murphy, R.W. Katz (Westview Press, Boulder, Colorado, 1985), pp. 493524

    Google Scholar 

  65. D.S. Wilks, A skill score based on economic value for probability forecasts. Meteorol. Appl. 8, 209219 (2001)

    Article  Google Scholar 

  66. H. Zhang, Y. Pu, Beating the uncertainties: ensemble forecasting and ensemble-based data assimilation in modern numerical weather prediction. Adv. Meteorol. 2010, Article ID 432160, 10 (2010). doi:10.1155/2010/432160

Download references

Acknowledgements

The authors want to thank their valued customers, collaborators and partners for the inspiration to many of the topics presented in this chapter as well as the information provided to develop appropriate algorithms that can withstand in operational environments and in that way add value to the operation of the grid with growing amounts of renewable energies.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Corinna Möhrlen .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2017 Springer International Publishing AG

About this chapter

Cite this chapter

Möhrlen, C., Jørgensen, J.U. (2017). The Role of Ensemble Forecasting in Integrating Renewables into Power Systems: From Theory to Real-Time Applications. In: Du, P., Baldick, R., Tuohy, A. (eds) Integration of Large-Scale Renewable Energy into Bulk Power Systems. Power Electronics and Power Systems. Springer, Cham. https://doi.org/10.1007/978-3-319-55581-2_3

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-55581-2_3

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-55579-9

  • Online ISBN: 978-3-319-55581-2

  • eBook Packages: EnergyEnergy (R0)

Publish with us

Policies and ethics