wind power forecasting using non-linear armax models and...

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Frede Aakmann Tøgersen & Kim Emil AndersenWind & Site Competence Centre

Technology R & DVestas Wind Systems A/S

Wind Power Forecasting Using Non-Linear ARMAX

Models and Neural Networks

2 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Agenda

• Introducing a case study used in developing the forecast method• Explaining power curves for wind turbine generators• Fitting power curve model• Windspeed measured at turbine and power prediction• Numerical weather predictions models (NWP)• Correcting NWP data to turbine data using ARMAX models and NN• Future work

3 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

A case study

4 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Google Earth Map

5 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Tararua Wind Farm (Panoramio, Alan Blackley)

6 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Observed Power and Wind SpeedFrom physics the

power is related to the windspeed as given by the following formula.

Lower bound is 0 whereas upper bound is determined by components of the turbine

7 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Different Power Curves For Different Air Density

• Different theoretical power curves for different air densities.

• Mismatch is mostly due to the windspeed is measured behind rotor

• But can also be attributed to difficult climatic conditions (complex terrain)

8 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Five Parameters Logistic Model

9 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Other Variables Influencing Power Curves• TI: turbulence intensity,

coefficient of variation of windspeed

• Inflow angle: the angle between wind direction and rotor plane (depends on the orography of the site)

• Windshear: characterizes how fast windspeed increases with increasing height above ground

10 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

11 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Splitting Oberved Data After MET And CFD Data

From meteorological data:

• Wind speed, wind direction• Pressure, temperature, humidity giving air density• Turbulence kinetic energy (TKE), substitute for TI

From CFD (for each turbine)

Wind directions is split into usually 12 wind sectors

• Sectorwise wind shear• Sectorwise TI (if no TKE)• Sectorwise inflow angle

12 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Power Curves Fits

13 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

14 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Wind Speed in Two Weeks for One Turbine

15 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Power Prediction for One Turbine

16 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

One to One Correspondance?

17 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Weather Forecast

• Numerical weather prediction uses current weather conditions as input into mathematical models of the atmosphere to predict the weather. It usually operates on the scale of up to 1000 km.

• There exists numerous models, e.g. ETA, WRF, RAMS, MM5, ALADIN to mention a few

• Mesoscale meteorology is the study of weather systems smaller than synoptic scale systems but larger than microscale and storm- scale cumulus systems. Horizontal dimensions generally range from around 5 kilometers to several hundred kilometers.

18 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Turbine Layout and Grid Points from Mesoscale Model

19 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Wind Speed Predictions from Mesoscale Model

20 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Power Predictions from Mesoscale Model Wind Speeds

21 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

ARMAX modelsLinear model: ARMAX(p,q,b)

where

are the parameters of the autoregressive part of the model,

are the parameters of the moving average part of the model

are the parameters of the exogenous part of the model.

Standard statistical methods exist to estimate the parameters of the linear model

22 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Non-linear ARMAX models

• The model parameters depends on the functional form of

• No generic methods from the statistical community to estimate the parameters of the model.

• However neural network is able to approximate the model using non-linear activation functions at the nodes of the layers of the network.

23 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Output from Neural Network

• Forecasts is based on observed turbine data. These will not be available at prediction time but must be estimated by some iterative prediction method (not implemented yet)

24 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Output from Neural Network

25 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Output from Neural Network

26 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

Future work

• Implement a procedure for iterative predictions of future values of turbine data

• Other input variables to consider such as e.g. wind directions etc.• Explore how many training data is necessary for a good training and

reliable forecasts• How many mesoscale gridpoints is needed as input?• How do we find the optimal spatial resolution of the mesoscale

models?• How far into the future do we need or dare to forecast?• How often per day do we need to forecast?

27 | The 30th Annual International Symposium on Forecasting, June 21 – 23 2010

THANK YOU FOR YOUR ATTENTION

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