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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
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
Gesetz für den Ausbau erneuerbarer Energien—EEG (2014), http://www.erneuerbare-energien.de
Press release (2014), http://www.marketcoupling.com/market-info-and-press/news/news-archive/date/2014-1. Accessed 01 Feb 2014
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
Web page content (2015) Grid Control Cooperation, https://www.regelleistung.net/ip/action/static/gcc. Release 15.2
C. Möhrlen, Uncertainty in wind energy forecasting, Ph.D. dissertation, University College Cork, Ireland, DP2004 MHR (2004), http://library.ucc.ie/record=b1501384~S0
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
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
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
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
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
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
Renewables International Magazine Online (2014) Spanish feed-in tariffs a wrapup, http://www.renewablesinternational.net/spanish-feed-in-tariffs-a-wrapup/150/537/71424/
TIGGE—the THORPEX Interactive Grand Global Ensemble (2015), http://tigge.ecmwf.int. Accessed ECMWF, 2015
R.L. Harrison, Introduction to monte carlo simulation. Proc. Proc. AIP Conf. 1204, 1721 (2010). doi:10.1063/1.3295638, PMCID: PMC2924739, NIHMSID: NIHMS219206
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)
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)
R. Buizza, T.N. Palmer, The singular vector structure of the atmosphere global circulation. J. Atmos. Sci. 52, 1434–1456 (1995)
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)
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)
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
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
E.S. Epstein, Stochastic dynamic prediction. Tellus 6, 739759 (1969)
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)
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)
A. Schierenbeck, D. Gräber, S. Semmig, A. Weber, Ein distanzbasiertes Hochrechnungsverfahren für die Einspeisung von Photovoltaik. Energiewirtschaftliche Tagesfragen, 60, Heft 12, 2010
R. Hagedorn, L.A. Smith, Communicating the value of probabilistic forecasts with weather roulette. Meteorol. Appl. 16(2), 143–155 (2009)
T.M. Hamill, Interpretation of rank histograms for verifying ensemble forecasts. Mon. Weather Rev. 129, 550–560 (2001)
D. Heizenreder, S. Trepte, M. Denhard, SRNWP-PEPS: a regional multi-model ensemble in Europe. Eur. Forecast. Newsl. 11, 29–35 (2006)
P.L. Houtekamer, The construction of optimal perturbations. Mon. Weather Rev. 123, 28882898 (1995)
P.L. Houtekamer, J. Derome, H. Ritchie, H.L. Mitchell, A system simulation approach to ensemble prediction. Mon. Weather Rev. 124, 1225–1242 (1996a)
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
P.L. Houtekamer, L. Herschel, H.L. Mitchell, Data assimilation using an ensemble kalman filter technique. Mont. Weather Rev. 126(3), 796–811 (1998)
P.L. Houtekamer, H.L. Mitchell, Ensemble Kalman filtering. Q. J. R. Meteorol. Soc. 131, 32693289 (2005). doi:10.1256/qj.05.135
P.L. Houtekamer, H.L. Mitchell, A sequential Ensemble Kalman Filter for atmospheric data assimilation. Mon. Weather Rev. 129, 123–137 (2007)
P.L. Houtekamer, H.L. Mitchell, X. Deng, Model error representation in an operational ensemble Kalman filter. Mon. Weather Rev. 137, 2126–2143 (2008)
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)
R.W. Katz, M. Ehrendorfer, Bayesian approach to decision making using ensemble weather forecasts. Weather Forecast. 21, 220231 (2006)
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
Y.-H. Lee, Loss Functions in Time series forecasting, Unicersity White Paper, University of Califoria, Dept. of Economics (2007)
E.N. Lorenz, Energy and numerical weather prediction. Tellus 12, 364–373 (1960)
C.E. Leith, Theoretcal skill of monte carlo forecasts. Mon. Weather Rev. 102, 409–418 (1974)
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
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)
H.L. Mitchell, P.L. Houtekamer, Ensemble Kalman filter configurations and their performance with the logistic map. Mon. Weather. Rev. 137, 43254343 (2009)
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)
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)
A.H. Murphy, E.S. Epstein, A note in probability forecasts and ‘Hedging’. J. Appl. Meteorol. 6, 1002–1004 (1967)
A.H. Murphy, The value of climatological, categorical and probabilistic forecasts in the cost-loss situation. Mon. Weather Rev. 105, 803816 (1977)
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)
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
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)
T.N. Palmer, J. Barkmeijer, R. Buizza, Y. Petroliagis, The ECMWF ensemble prediction system. Meteorol. Appl. 4, 301304 (1997)
W.S. Parker, Predicting weather and climate: uncertainty, ensembles and probability. Stud. Hist. Philos. Mod. Phys. 41, 263272 (2010)
P. Pinson, Adaptive calibration of (u, v)-wind ensemble forecasts. Q. J. R. Meteorol. Soc. 138(666), 1273–1284 (2012)
A.E. Raftery et al., Using bayesian model averaging to calibrate forecast ensembles. Mon. Weather Rev. 133, 1155–1174 (2005)
N. Schuhen, T. Thorarinsdottir, T. Gneiting, Ensemble model output statistics for wind vectors. Mon. Weather Rev. 140, 3204–3219 (2012)
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
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)
D.J. Stensrud, H.E. Brooks, J. Du, S. Tracton, E. Rogers, Using ensembles for short-range forecasting. Mon. Weather Rev. 127, 433446 (1999)
Z. Toth, E. Kalnay, Ensemble forecasting at NMC: the generation of perturbations. Bull. Am. Meteorol. Soc. 74, 2317–2330 (1993)
Z. Toth, E. Kalnay, Ensemble forecasting at NCEP and the breeding method. Mon. Weather Rev. 125, 32973319 (1997)
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)
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
D.S. Wilks, A skill score based on economic value for probability forecasts. Meteorol. Appl. 8, 209219 (2001)
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
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
Corresponding author
Editor information
Editors and Affiliations
Rights 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)