Probabilistic wind power forecasting based on logarithmic transformation and boundary kernel》.pdf

Energy Conversion and Management 96 (2015) 440–451 Contents lists available at ScienceDirect Energy Conversion and Management journal homepage: www.elsevi /locate/enconman Probabilistic wind power forecasting based on logarithmic transformation and boundary kernel Yao Zhang a, Jianxue Wang a,⇑, Xu Luo b a School of Electrical Engineering, Xi’an Jiaotong University, Xi’an 710049, PR China b Southern California Edison, Rosemead, CA 91770, USA a r t i c l e i n f o a b s t r a c t s Article history: Probabilistic wind power forecasting not only produces the expectation of wind power output, but also Received 23 July 2014 gives quantitative information on the associated uncertainty, which is essential for making better deci- Accepted 2 March 2015 sions about power system and market operations with the increasing penetration of wind power genera- Available online 17 March 2015 tion. This paper presents a novel kernel density estimator for probabilistic wind power forecasting, addressing two characteristics of wind power which have adverse impacts on the forecast accuracy, Keywords: namely, the heavily skewed and double-bounded nature of wind power density. Logarithmic trans- Boundary kernel formation is used to reduce the skewness of wind power density, which improves the effectiveness of Kernel density estimator the kernel density estimator in a transformed scale. Transfo