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TitleSimulation of Short-term Wind Speed Forecast Errors using a Multi-variate ARMA(1,1)
File Size1.8 MB
Total Pages95
Table of Contents
                            Introduction
	The WILMAR Project
	Thesis Objective - Wind Speed Forecast Error Module
Previous Research on Wind Speed and Wind Power Forecast Erro
Short-term Wind Power Prediction Models
	Time Series Models
	Physical Models
	Statistical Models
Models Used in this Thesis Project
	Numerical Weather Prediction Models
		DMI HIgh-Resolution Limited-Area Model (HIRLAM)
		DWD LM (Lokal-Modell)
	Wind Power Prediction Models
		Prediktor
		Wind Power Prediction Tool (WPPT)
Time-Series Models
	Uni-Variate ARMA(1,1) Method
	Multivariate ARMA(1,1) Time Series Method
Data
	DMI Prediktor and DWD Prediktor Data Sets
	Wind Power Prediction Tool Data Set
Results
	Measures of Wind Speed Forecast Error
	Aggregate Wind Speed Forecast Errors
	Variation of Wind Speed Forecast Errors
	Variation of Wind Speed Forecast Errors with Length of Data
	Using Wind Power Measurements to Calculate Wind Speed Foreca
Wind Speed Forecast Error Simulations using the Multi-Variat
Recommendations for ARMA(1,1) Parameters
	Recommendations for Uni-Variate ARMA(1,1) Parameters
	Recommendations for Multi-Variate ARMA(1,1) Parameters
	Improvement of Wind Speed Forecasts Over Time
Conclusions
	Applications of Simulated Wind Speed Forecast Errors
	Assumptions of the Multi-Variate ARMA(1,1) Time-Series Model
	Errors in the Wind Speed Forecast Error Distribution Dependi
Topics for Further Investigation
	Time-Series Models
		Improvements to the Multi-Variate ARMA(1,1) Time-Series Mode
		Other Time-Series Models
	Wind Speed Forecast Error Simulation in Other Situations
	Wind Power Forecast Error Simulation
Glossary
References
                        

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