Wind power forecasting

A wind power forecast corresponds to an estimate of the expected production of one or more wind turbines (referred to as a wind farm) in the near future. By production is often meant available power for wind farm considered (with units kW or MW depending on the wind farm nominal capacity). Forecasts can also be expressed in terms of energy, by integrating power production over each time interval. Forecasting of the wind power generation may be considered at different time scales, depending on the intended application:

• from milliseconds up to a few minutes, forecasts can be used for the turbine active control. Such type of forecasts are usually referred to as very short-term forecasts

• for the following 48-72 hours, forecasts are needed for the power system management or energy trading. They may serve for deciding on the use of conventional power plants (unit commitment) and for the optimization of the scheduling of these plants (economic dispatch). Regarding the trading application, bids are usually required during the morning of day d for day d+1 from midnight to midnight. These forecasts are called short-term forecasts

• for longer time scales (up to 5-7 days ahead), forecasts may be considered for planning the maintenance of wind farms, or conventional power plants or transmission lines. For the specific case of offshore wind farms maintenance costs may be prohibitive, and thus an optimal planning of maintenance operations is of particular importance.

For the last two possibilities, the temporal resolution of wind power predictions ranges between 10 minutes and few hours (depending on the forecast length). Lately, most of the works for improving wind power forecasting solutions have focused on using more and more data as input to the models involved, or alternatively on the providing of reliable uncertainty estimates along with the traditionally provided predictions.

Reason for wind power forecasts
In the electricity grid at any moment balance must be maintained between electricity consumption and generation - otherwise disturbances in power quality or supply may occur. Wind generation is a direct function of wind speed and, in contrast to conventional generation systems, is not easily dispatchable. Fluctuations of wind generation thus receive a great amount of attention. Variability of wind generation can be regarded at various time scales. First, wind power production is subject to seasonal variations, i.e. it may be higher in winter in Northern Europe due to low-pressure meteorological systems or it may be higher in summer in the Mediterranean regions owing to strong summer breezes. There are also diurnal cycles, which may be substantial or not, mainly due to thermal effects. Finally, fluctuations are observed at the very short-term scale (at the minute or intra-minute scale). The variations are not of the same order for these three different timescales. Managing the variability of wind generation is the key aspect associated to the optimal integration of that renewable energy into electricity grids.

The challenges to face when wind generation is injected in a power system depend on the share of that renewable energy. It is a basic concept, the wind penetration which allows one to describe the share of wind generation in the electricity mix of a given power system. For Denmark, which is one of the country with the highest share of wind power in the electricity mix, the average wind power penetration over the year is of 16-20% (meaning that 16-20% of the electricity consumption is met wind energy), while the instantaneous penetration (that is, the instantaneous wind power production compared to the consumption to be met at a given time) may be above 100%!

The Transmission System Operator (TSO) is responsible for managing the electricity balance on the grid: at any time, electricity production has to match consumption. Therefore, the use of production means is scheduled in advance in order to respond to load profiles. The load corresponds to the total electricity consumption over the area of interest. Load profiles are usually given by load forecasts which are of high accuracy. For making up the daily schedule, TSOs may consider their own power production means, if they have any, and/or they can purchase power generation from Independent Power Producers (IPPs) and utilities, via bilateral contracts or electricity pools. In the context of deregulation, more and more players appear on the market, thus breaking the traditional situation of vertically-integrated utilities with quasi local monopolies. Two main mechanisms compose electricity markets. The first one is the spot market where participants propose quantities of energy for the following day at a given production cost. An auction system permits to settle the electricity spot price for the various periods depending on the different bids. The second mechanism is the balancing of power generation, which is coordinated by the TSO. Depending on the energy lacks and surplus (e.g. due to power plant failures or to intermittence in the case of wind power installations), the TSO determines the penalties that will be paid by IPPs who missed in their obligations. In some cases, an intra-day market is also present, in order to take corrective actions.

In order to illustrate this electricity market mechanism, let us consider the Dutch electricity market. Market participants, referred to as Program Responsible Parties (PRPs), submit their price-quantity bids before 11 am for the delivery period covering the following day from midnight to midnight. The Program Time Unit (PTU) on the balancing market is of 15 minutes. Balancing of the 15-minute averaged power is required from all electrical producers and consumers connected to the grid, who for this purpose may be organised in sub-sets. Since these sub-sets are referred to as Programmes, balancing on the 15-minute scale is referred to as Programme Balance. Programme Balance now is maintained by using the production schedules issued the day before delivery and measurement reports (distributed the day after delivery). When the measured power is not equal to the scheduled power, there is so-called Programme Imbalance:

Programme Imbalance is Realised sum of production and consumption minus Forecast sum of production and consumption.

Programme Imbalance is settled by the System Operator, with different tariffs for negative Programme Imbalance and positive Programme Imbalance. What therefore counts is the absolute value of the Programme Imbalance.

If only production from wind energy is taken into account, Programme Imbalance reduces to:

Programme imbalance by wind energy is Realised wind production minus Forecast wind production.

In the case of a positive Programme Imbalance by wind energy the realised wind production is bigger than the forecast wind production. And vice versa, in the case of a negative Programme Imbalance by wind energy.

If all other strategies to control Programme Imbalance are not considered, Programme Imbalance due to wind energy boils down to:

Programme imbalance by wind energy is Wind production forecast error.

Note that the costs for positive and negative imbalances may be asymmetric, depending on the balancing market mechanism. In general, wind power producers are penalized by such market system since a great part of their production may be subject to penalties.

In parallel to be used for market participation, wind power forecasts may be used for the optimal combined operation of wind and conventional generation, wind and hydro-power generation, or wind in combination with some energy storage devices. They also serve as a basis for quantifying the reserve needs for compensating the eventual lacks of wind production.

General methodology
There exists today a wealth of methods for short-term prediction of wind generation. The simplest ones are based on climatology or averages of past production values. They may be considered as reference forecasting methods since they are easy to implement, as well as benchmark when evaluating more advanced approaches. The most popular of these reference methods is certainly persistence. This naive predictor — commonly referred to as ‘what you see is what you get’ — states that the future wind generation will be the same as the last measured value. Despite its apparent simplicity, this naive method might be hard to beat for look-ahead times up to 4-6 hours ahead

Advanced approaches for short-term wind power forecasting necessitate predictions of meteorological variables as input. Then, they differ in the way predictions of meteorological variables are converted to predictions of wind power production, through the so-called power curve. Such advanced methods are traditionally divided into two groups. The first group, referred to as physical approach, focuses on the description of the wind flow around and inside the wind farm, and use the manufacturer's power curve, for proposing an estimation of the wind power output. In parallel the second group, referred to as statistical approach, concentrates on capturing the relation between meteorological predictions (and possibly historical measurements) and power output through statistical models whose parameters have to be estimated from data, without making any assumption on the physical phenomena.

Prediction of meteorological variables
Wind power generation is directly linked to weather conditions and thus the first aspect of wind power forecasting is the prediction of future values of the necessary weather variables at the level of the wind farm. This is done by using Numerical Weather Prediction (NWP) models. Such models are based on equations governing the motions and forces affecting motion of fluids. From the knowledge of the actual state of the atmosphere, the system of equations allows to estimate what the evolution of state variables, e.g. temperature, velocity, humidity and pressure, will be at a series of grid points. The meteorological variables that are needed as input for wind power prediction obviously include wind speed and direction, but also possibly temperature, pressure and humidity. The distance between grid points is called the spatial resolution of the NWPs. The mesh typically has spacing that varies between few kilometers and up to 50 kilometers for mesoscale models. Regarding the time axis, the forecast length of most of the operational models today is between 48 and 172 hours ahead, which is in adequacy with the requirements for the wind power application. The temporal resolution is usually between 1 and 3 hours. NWP models impose their temporal resolution to short-term wind power forecasting methods since they are used as a direct input.

Predictions of meteorological variables are provided by meteorological institutes. Meteorologists employ atmospheric models for weather forecasts on short and medium term periods. An atmospheric model is a numerical approximation of the physical description of the state of the atmosphere in the near future, and usually is run on a supercomputer. Each computation starts with initial conditions originating from recent measurements. The output consists of the expected average value of physical quantities at various vertical levels in a horizontal grid and stepping in time up to several hours after initiation. There are several reasons why atmospheric models only approximate reality. First of all, not all relevant atmospheric processes are included in the model. Also, the initial conditions may contain errors (which in a worse case propagate), and the output is only available for discrete points in space (horizontal as well as vertical) and time. Finally, the initial conditions age with time - they are already old when the computation starts let alone when the output is published. Predictions of meteorological variables are issued several times per day (commonly between 2 and 4 times per day), and are available few hours after the beginning of the forecast period. This is because some time is needed for acquiring and analyzing the wealth of measurements used as input to NWP models, then run the model and check and distribute the output forecast series. This gap is a blind spot in the forecasts from an atmospheric model. As an example in the Netherlands, KNMI publishes 4 times per day expected values of wind speed, wind direction, temperature and pressure for the period the between 0 and 48 hours after initialization of the atmospheric model Hirlam with measured data, and then the period before forecast delivery is of 4 hours.

Many different atmospheric models are available, ranging from academic research tools to fully operational instruments. Besides for the very nature of the model (physical processes or numerical schemes) there are some clear distinctive differences between them: time domain (from several hours to 6 days ahead), area (several 10.000 km² to an area covering half the planet), horizontal resolution (1 km to 100 km) and temporal resolution (1 hour to several hours).

One of the atmospheric models is the High Resolution Limited Area Model, abbreviated HiRLAM, which is frequently used in Europe. HiRLAM comes in many versions, that’s why it is better to speak about "a" HiRLAM rather than "the" HiRLAM. Each version is maintained by a national institute such as the Dutch KNMI, the Danish DMI or Finnish FMI. And each institute has several versions under her wing, divided into categories such as: operational, pre-operational, semi operational and for research purposes.

Other atmospheric models are UKMO in the UK, Lokalmodell in Germany, Alladin in France (Alladin and Lokalmodell are also used by some other country’s within Europe), and MM5 in the USA.

Physical approach to wind power forecasting
Meteorological forecasts are given at specific nodes of a grid covering an area. Since wind farms are not situated on these nodes, it is then needed to extrapolate these forecasts at the desired location and at turbine hub height. Physical-based forecasting methods consist of several sub-models which altogether deliver the translation from the wind forecast at a certain grid point and model level, to power forecast at the site considered. Every sub-model contains the mathematical description of the physical processes relevant to the translation. Knowledge of all relevant processes is therefore crucial when developing a purely physical prediction method (such as the early versions of the Danish Prediktor). The core idea of physical approaches is to refine the NWPs by using physical considerations about the terrain such as the roughness, orography and obstacles, and by modeling the local wind profile possibly accounting for atmospheric stability. The two main alternatives to do so are: (i) to combine the modeling of the wind profile (with a logarithmic assumption in most of the cases) and the geostrophic drag law for obtaining surface winds; (ii) to use a CFD (Computational Fluid Dynamics) code that allows one to accurately compute the wind field that the farm will see, considering a full description of the terrain.

When the wind at the level of the wind farm and at hub height is known, the second step consists in converting wind speed to power. Usually, that task is carried out with theoretical power curves. However, since several studies have shown the interest of using empirically derived power curve instead of theoretical ones, theoretical power curves are less and less considered. When applying a physical methodology, the modeling of the function which gives the wind generation from NWPs at given locations around the wind farm is done once for all. Then, the estimated transfer function is consequently applied to the available weather predictions at a given moment. In order to account for systematic forecasting errors that may be due to the NWP model or to their modeling approach, physical modelers often integrate Model Output Statistics (MOS) for post-processing power forecasts.

Statistical approach to wind power forecasting
Statistical prediction methods are based on one or several models that establish the relation between historical values of power, as well as historical and forecast values of meteorological variables, and wind power measurements. The physical phenomena are not decomposed and accounted for, even if expertise of the problem is crucial for choosing the right meteorological variables and designing suitable models. Model parameters are estimated from a set of past available data, and they are regularly updated during online operation by accounting for any newly available information (i.e. meteorological forecasts and power measurements).

Statistical models include linear and non-linear models, but also structural and black-box types of models. Structural models rely on the analyst’s expertise on the phenomenon of interest while black-box models require little subject-matter knowledge and are constructed from data in a fairly mechanical way. Concerning wind power forecasting, structural models would be those that include a modeling of the diurnal wind speed variations, or an explicit function of meteorological variable predictions. Black-box models include most of the artificial-intelligence-based models such as Neural-Networks (NNs) and Support Vector Machines (SVMs). However, some models are ‘in-between’ the two extremes of being completely black-box or structural. This is the case of expert systems, which learn from experience (from a dataset), and for which prior knowledge can be injected. We then talk about grey-box modeling. Statistical models are usually composed by an autoregressive part, for seizing the persistent behavior of the wind, and by a ‘meteorological’ part, which consists in the nonlinear transformation of meteorological variable forecasts. The autoregressive part permits to significantly enhance forecast accuracy for horizons up to 6-10 hours ahead, i.e. over a period during which the sole use of meteorological forecast information may not be sufficient for outperforming persistence.

Today, major developments of statistical approaches to wind power prediction concentrate on the use of multiple meteorological forecasts (from different meteorological offices) as input and forecast combination, as well as on the optimal use of spatially distributed measurement data for prediction error correction, or alternatively for issuing warnings on potentially large uncertainty.

Uncertainty of wind power forecasts
Predictions of wind power output are traditionally provided in the form of point forecasts, i.e. a single value for each look-ahead time, which corresponds to the expectation or most-likely outcome. They have the advantage of being easily understandable because this single value is expected to tell everything about future power generation. Today, a major part of the research efforts on wind power forecasting still focuses on point prediction only, with the aim of assimilating more and more observations in the models or refining the resolution of physical models for better representing wind fields at the very local scale for instance. These efforts may lead to a significant decrease of the level of prediction error.

However, even by better understanding and modeling both the meteorological and power conversion processes, there will always be an inherent and irreducible uncertainty in every prediction. This epistemic uncertainty corresponds to the incomplete knowledge one has of the processes that influence future events. Therefore, in complement to point forecasts of wind generation for the coming hours or days, of major importance is to provide means for assessing online the accuracy of these predictions. In practice today, uncertainty is expressed in the form of probabilistic forecasts or with risk indices provided along with the traditional point predictions. It can be shown that any decision related to wind power management and trading cannot be optimal without accounting for prediction uncertainty. For the example of the trading application, studies have shown that reliable estimation of prediction uncertainty allows wind power producer to significantly increase their income in comparison to the sole use of an advanced point forecasting method. Other studies of this type deal with optimal dynamic quantification of reserve requirements, optimal operation of combined systems including wind, or multi-area multi-stage regulation. More and more research efforts are expected on prediction uncertainty and related topics.

Weather prediction models

 * Documentation of HiRLAM at ECMWF
 * Description of HiRLAM at KNMI

Electricity market

 * Power exchange APX (Netherlands)
 * System Operator TenneT (Netherlands)
 * Nord Pool (Scandinavia)
 * Operadora del Mercado Ibérico de Energía - Polo Español, S.A. (Spain)

Wind power forecasting methods

 * European research project ANEMOS
 * Wind Power Prediction Tool (WPPT)
 * Prediktor (the first tool taking NWP into account, still running)
 * Aanbodvoorspeller duurzame energie (in Dutch)
 * Wind power forecasts for the intra-day and the day-ahead markets (Netherlands)
 * Scirocco (Netherlands)
 * Ecofys and Meteo Consult (Netherlands)
 * Meteologica (Spain)