Probabilistic forecasting of wind power ramp events using autoregressive logit models

DOI10.1016/j.ejor.2016.10.041zbMath1395.62350OpenAlexW2540346834MaRDI QIDQ1751874

James W. Taylor

Publication date: 25 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://ora.ox.ac.uk/objects/uuid:ca990b8d-a847-4696-9bb8-774f824448ee

zbMATH Keywords

OR in energyprobability forecastingautoregressive logit modelswind power ramps

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Related Items (4)

A Bernoulli autoregressive moving average model applied to rainfall occurrence ⋮ Bayesian Quantile Regression for Big Data Analysis ⋮ Probabilistic forecasting of wave height for offshore wind turbine maintenance ⋮ Robust interval forecasting algorithm based on a probabilistic cluster model

Uses Software

• CAViaR

Cites Work

• Unnamed Item
• Spatial dependencies of wind power and interrelations with spot price dynamics
• Multivariate Bernoulli distribution
• A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction
• Some representations of the multivariate Bernoulli and binomial distributions
• Using Conditional Kernel Density Estimation for Wind Power Density Forecasting
• DYNAMIC TIME SERIES BINARY CHOICE
• Powering Up With Space-Time Wind Forecasting
• Probabilistic Forecasts, Calibration and Sharpness
• Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center

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