Photovoltaic (PV) power generation has emerged as one of the lead renewable energy sources. Yet, its production is characterized by high uncertainty, being dependent on weather conditions like solar irradiance and temperature. Predicting PV production, even in the 24-hour forecast, remains a challenge and leads energy providers to left idling - often carbon emitting - plants. In this paper, we introduce a Long-Term Recurrent Convolutional Network using Numerical Weather Predictions (NWP) to predict, in turn, PV production in the 24-hour and 48-hour forecast horizons. This network architecture fully leverages both temporal and spatial weather data, sampled over the whole geographical area of interest. We train our model on an NWP dataset from the National Oceanic and Atmospheric Administration (NOAA) to predict spatially aggregated PV production in Germany. We compare its performance to the persistence model and state-of-the-art methods.
Adding NWP and physical model inputs to time-series models show better forecast prediction, yet limited computational resources as well as dataset sizes often prohibit studies to integrate an exhaustive list of these variables, especially in non-linear models. Instead, the impact of the variables is assessed by independent experiments @cite_7 of by fitting regression models like multiregression analyses @cite_23 or multivariate adaptive regression splines @cite_5 . Eventually, a subset of the variables may be selected for prediction. These variables selection analyses are conducted at specific locations, at four PV plants in Greece @cite_7 , one PV plant in Southern Italy @cite_23 and in Macau @cite_18 , while the variables impact on the prediction is likely to be location-dependent.
@cite_5 @cite_18 @cite_23 @cite_7
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In this paper, we tackle the problem of power prediction of several photovoltaic (PV) plants spread over an extended geographic area and connected to a power grid. The paper is intended to be a comprehensive study of one-day ahead forecast of PV energy production along several dimensions of analysis: 1) The consideration of the spatio-temporal autocorrelation, which characterizes geophysical phenomena, to obtain more accurate predictions. 2) The learning setting to be considered, i.e., using simple output prediction for each hour or structured output prediction for each day. 3) The learning algorithms: We compare artificial neural networks, most often used for PV prediction forecast, and regression trees for learning adaptive models. The results obtained on two PV power plant datasets show that: taking into account spatio temporal autocorrelation is beneficial; the structured output prediction setting significantly outperforms the nonstructured output prediction setting; and regression trees provide better models than artificial neural networks. This paper proposes a method for selecting explanatory variables for global solar radiation forecasting. The weather conditions affect generation output of renewable energy significantly. As a result, smart grids increase the uncertainties caused by the power injections of photovoltaic (PV) and or wind power generation. To smooth smart grid operation, it is necessary to select the predicted input variables for the forecasting model. In this paper, how to select explanatory variables in the forecasting model of PV generation is discussed because Japan gives much higher priority to PV generation in the framework of future energy policy. The global solar radiation is one of the most important variables in dealing with PV generation output forecasting. This paper focuses on the relationship between the global solar radiation and its explanatory variables. The proposed method makes use of the CART (Classification and Regression Trees) algorithm of data mining method to select the explanatory or input variables in the forecasting model of global solar radiation. CART has the function to give priority to explanatory variables through an index called Variable Importance. The proposed method was applied to real data of global solar radiation in Tokyo, Japan. textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these dependencies by a convolutional neural network. In particular the focus is on multivariate time series forecasting. Effectively, we use multiple financial time series as input in the neural network, thus conditioning the forecast of a time series x(t) on both its own history as well as that of a second (or third) time series y(t). Training a model on multiple stock series allows the network to exploit the correlation structure between these series so that the network can learn the market dynamics in shorter sequences of data. We show that long-term temporal dependencies in and between financial time series can be learned by means of a deep convolutional neural network based on the WaveNet model [2]. The network makes use of dilated convolutions applied to multiple time series so that the receptive field of the network is wide enough to learn both short and long-term dependencies. The architecture includes batch normalization and uses a 1 × k convolution with parametrized skip connections from the input time series as well as the time series we condition on, in this way learning long-term interdependencies in an efficient manner [1]. This improves the forecast, while at the same time limiting the requirement for a long historical price series and reducing the noise. Knowing the strong performance of CNNs on classification problems we show that they can be applied successfully to forecasting financial time series, without the need of large samples of data. We compare the performance of the WaveNet model to a state-of-the-art fully convolutional network (FCN), and an autoregressive model popular in econometrics and show that our model is much better able to learn important dependencies in between financial time series resulting in a more robust and accurate forecast. Statistical and balance features of forecast errors are generally incorporated in the background constraint of variational data assimilation. Forecast error covariances are here estimated with a spectral approach and from a set of forecast differences; autocovariances are calculated with a nonseparable scheme, and multiple linear regressions are used in the formulation of cross covariances. Such an approach was first developed for global models; it is here adapted to ALADIN, a bi-Fourier high-resolution limited-area model, and extended to a multivariate study of humidity forecast errors. Results for autocovariances confirm the importance of nonseparability, in terms of both vertical variability of horizontal correlations and dependence of vertical correlations with horizontal scale; high-resolution spatial correlations are obtained, which should enable a high-resolution analysis. Moreover nonnegligible relationships are found between forecast errors of humidity and those of mass and wind fields.