Statistical Analysis of Wind Power Forecast Error

Abstract

Wind power forecast error usually has been assumed to have a near Gaussian distribution. With a simple statistical analysis, it can be shown that this is not valid. To obtain a more appropriate probability density function (pdf) of the wind power forecast error, an indirect algorithm based on the Beta pdf is proposed. Measured one-year time series from two different wind farms are used to generate the forecast data. Three different forecast scenarios are simulated based on the persistence approach. This makes the results comparable to other forecast methods. It is found that the forecast error pdf has a variable kurtosis ranging from 3 (like the Gaussian) to over 10, and therefore it can be categorized as fat-tailed. A new approximation function for the parameters of the Beta pdf is proposed because results from former publications could not be confirmed. Besides, a linear approximation is developed to describe the relationship between the persistence forecast and the related mean measured power. An energy storage system (ESS), which reduces the forecast error and smooths the wind power output, is considered. Results for this case show the usefulness of the proposed forecast error pdf for finding the optimum rated ESS power.