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Data & Decision Science for Energy Transition
Towards a seamless approach for
photovoltaic forecasting
Thomas Carriere, George Kariniotakis
EGU2020 Sharing Geosciences Online 1
2
Motivation
 Large variety of forecasting products required for electricity markets:
Day-ahead schedule:
Horizon +12 to +36 hours
Resolution ~1 hour
Intra-day market:
Horizon +30 minutes
Resolution ~30 minutes
Storage planning:
Horizon as close to real-time as possible
Resolution as high as possible
3
Motivation
 PV power forecasting models are often designed for one specific
horizon/resolution
 In this work we propose a single model to cover all PV forecasting
products
 This effectively simplifies the usage of PV power forecasts in several
decision-making processes
4
Motivation
 Proposition based on the Analog Ensemble (AnEn) method
 Combine heterogenous sources of input
 Forecasts adapted to market time frames:
• Provide both intra-day and day-ahead accurate forecasts
• Provide forecasts with both high (i.e. 5 minutes) and low (i.e. 30 minutes)
temporal resolutions
• Provide forecasts starting at any time of the day
 As fast as possible
 Probabilistic forecasts for decision under uncertainty
To implement
Already present in the state-of-the-art
To check after implementation
5
Methodology
2. Select k most
similar past inputs
NWP,
Clear-sky
Predictive inputs
(NWP, Clear-sky)
Past
observations
Observation inputs
(Measurements, Satellite)
1. Compute similarity
between current and
past inputs
Past
productions
3. Obtain the k
corresponding past
productions =
Analog Ensemble
4. Derive PDF from the Analog Ensemble using a KDE
approach
𝑓 𝑝 =
1
𝑖=1
𝑁𝐴𝑛
𝑠𝑖 𝑖=1
𝑁𝐴𝑛
𝑠𝑖
𝑏𝑤
𝐾
𝑝 − 𝑒𝑖
𝑏𝑤
+ 𝐾
𝑝 + 𝑒𝑖
𝑏𝑤
+ 𝐾
𝑝 + 𝑒𝑖 − 2𝐸𝑛
𝑏𝑤
Production
Forecast
?
6
Methodology
 To achieve short-term forecasts:
 Measurements for
very short-term
 Satellite data for
short-term
Source: Solar Training 2016, OIE- Transvalor
7
Methodology
 Standard AnEn model:
𝐹𝑡, 𝐴𝑡 =
𝑖=1
𝑁𝑣
𝑤𝑖
𝜎𝑓𝑖 𝑗=−𝑘
𝑘
𝐹𝑖,𝑡−𝑗 − 𝐴𝑖,𝑡−𝑗
2
 The weights 𝑤𝑖 are optimized on a training set (“wrapper”)
 We propose a “filter” approach to compute the weights directly from the
history without an optimization loop
8
Methodology
 When ℎ is the forecast horizon:
𝐹𝑡, 𝐴𝑡
ℎ
=
𝑖=1
𝑁𝑣
𝑤𝑖
ℎ
𝑗=−𝑘
𝑘
𝐹𝑖,𝑡−𝑗 − 𝐴𝑖,𝑡−𝑗
ℎ 2
 The weights 𝑤𝑖
ℎ
are dependent on the forecast horizon.
 Compute the weight of each feature based on its Mutual Information (MI)
with the measurements
 Normalize the weight so that the sum of all the weights coming from a
same data source is not higher than a set limit.
9
Methodology
 Satellite data: Estimation of GHI time series for each pixel from
geostationary satellite images following [Blanc2011]
 Very large number of redundant features
 Selection of representative pixels based on MI with the measurements
T + 30 minutes T + 90 minutes T + 250 minutes
[Blanc2011]: Philippe Blanc et al., The HelioClim project : Surface solar irradiance data for climate applications, In: Remote
Sensing 3.2 (2011)
10
Methodology
3 AM
12 AM
17 PM
Average over all starting times
11
Evaluation of the AnEn model
 Evaluation of the AnEn model on a portfolio composed of 12 PV plants
ranging from 2 to 10 MW.
 Measurements with 5- and 30-minute resolutions are used
 Benchmark models are
implemented:
 Day-ahead forecasts: Quantile
Random Forest (QRF) and
Bayesian Automatic Relevance
Determination (ARD)
 Intra-day forecasts: Clear-sky
index persistence and integrated
auto-regressive (ARIMA) model
12
Result – 30 minute resolution
 Forecast performance for day-ahead forecasts (30-minute resolution,
plant n°4):
CRPS: Continuous Ranked Probability Score, normalized
by installed PV capacity
Reliability diagram: nominal vs. observed quantiles
Possible range for a
perfectly reliable
model
13
Result – 5 minute resolution
 Forecast performance for intra-day 5-minute forecasts. QRF and ARD
models are discarded due to computational cost:
RMSE: Root Mean Square Error, normalized by
installed power
14
Computing time
 Computing time required for providing a forecast for a given horizon in
seconds
30-minute resolution 5-minute resolution
Training Forecasting Training Forecasting
AnEn - 1.87 - 8.77
Persistence 1 - 5e-3 - 6e-3
Persistence 2 - 5e-3 - 6e-3
ARIMA 9.2e-2 2.5e-7 10e-2 3.7e-3
QRF 4.26 1.3e-2 68.0 4e-2
ARD 10.75 10e-3 154 1e-3
15
Conclusions and perspectives
 A single forecasting model that can quickly provide accurate forecast
for temporal resolutions from 5-minute to 1-hour, and horizon from 5
minutes to 3 hours
 Additional types of data could be used:
 All-sky imagers
 Neighboring plants or weather stations
 Infra-red satellite data
 Commercial forecasts from third entities
 More details in: T. Carriere, C. Vernay, S. Pitaval, F.P. Neirac, G.
Kariniotakis, A Novel Approach for Probabilistic Photovoltaic Power
Forecasting Covering Multiple Time Frames, IEEE Transactions on Smart
Grid

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hje.pptx

  • 1. Data & Decision Science for Energy Transition Towards a seamless approach for photovoltaic forecasting Thomas Carriere, George Kariniotakis EGU2020 Sharing Geosciences Online 1
  • 2. 2 Motivation  Large variety of forecasting products required for electricity markets: Day-ahead schedule: Horizon +12 to +36 hours Resolution ~1 hour Intra-day market: Horizon +30 minutes Resolution ~30 minutes Storage planning: Horizon as close to real-time as possible Resolution as high as possible
  • 3. 3 Motivation  PV power forecasting models are often designed for one specific horizon/resolution  In this work we propose a single model to cover all PV forecasting products  This effectively simplifies the usage of PV power forecasts in several decision-making processes
  • 4. 4 Motivation  Proposition based on the Analog Ensemble (AnEn) method  Combine heterogenous sources of input  Forecasts adapted to market time frames: • Provide both intra-day and day-ahead accurate forecasts • Provide forecasts with both high (i.e. 5 minutes) and low (i.e. 30 minutes) temporal resolutions • Provide forecasts starting at any time of the day  As fast as possible  Probabilistic forecasts for decision under uncertainty To implement Already present in the state-of-the-art To check after implementation
  • 5. 5 Methodology 2. Select k most similar past inputs NWP, Clear-sky Predictive inputs (NWP, Clear-sky) Past observations Observation inputs (Measurements, Satellite) 1. Compute similarity between current and past inputs Past productions 3. Obtain the k corresponding past productions = Analog Ensemble 4. Derive PDF from the Analog Ensemble using a KDE approach 𝑓 𝑝 = 1 𝑖=1 𝑁𝐴𝑛 𝑠𝑖 𝑖=1 𝑁𝐴𝑛 𝑠𝑖 𝑏𝑤 𝐾 𝑝 − 𝑒𝑖 𝑏𝑤 + 𝐾 𝑝 + 𝑒𝑖 𝑏𝑤 + 𝐾 𝑝 + 𝑒𝑖 − 2𝐸𝑛 𝑏𝑤 Production Forecast ?
  • 6. 6 Methodology  To achieve short-term forecasts:  Measurements for very short-term  Satellite data for short-term Source: Solar Training 2016, OIE- Transvalor
  • 7. 7 Methodology  Standard AnEn model: 𝐹𝑡, 𝐴𝑡 = 𝑖=1 𝑁𝑣 𝑤𝑖 𝜎𝑓𝑖 𝑗=−𝑘 𝑘 𝐹𝑖,𝑡−𝑗 − 𝐴𝑖,𝑡−𝑗 2  The weights 𝑤𝑖 are optimized on a training set (“wrapper”)  We propose a “filter” approach to compute the weights directly from the history without an optimization loop
  • 8. 8 Methodology  When ℎ is the forecast horizon: 𝐹𝑡, 𝐴𝑡 ℎ = 𝑖=1 𝑁𝑣 𝑤𝑖 ℎ 𝑗=−𝑘 𝑘 𝐹𝑖,𝑡−𝑗 − 𝐴𝑖,𝑡−𝑗 ℎ 2  The weights 𝑤𝑖 ℎ are dependent on the forecast horizon.  Compute the weight of each feature based on its Mutual Information (MI) with the measurements  Normalize the weight so that the sum of all the weights coming from a same data source is not higher than a set limit.
  • 9. 9 Methodology  Satellite data: Estimation of GHI time series for each pixel from geostationary satellite images following [Blanc2011]  Very large number of redundant features  Selection of representative pixels based on MI with the measurements T + 30 minutes T + 90 minutes T + 250 minutes [Blanc2011]: Philippe Blanc et al., The HelioClim project : Surface solar irradiance data for climate applications, In: Remote Sensing 3.2 (2011)
  • 10. 10 Methodology 3 AM 12 AM 17 PM Average over all starting times
  • 11. 11 Evaluation of the AnEn model  Evaluation of the AnEn model on a portfolio composed of 12 PV plants ranging from 2 to 10 MW.  Measurements with 5- and 30-minute resolutions are used  Benchmark models are implemented:  Day-ahead forecasts: Quantile Random Forest (QRF) and Bayesian Automatic Relevance Determination (ARD)  Intra-day forecasts: Clear-sky index persistence and integrated auto-regressive (ARIMA) model
  • 12. 12 Result – 30 minute resolution  Forecast performance for day-ahead forecasts (30-minute resolution, plant n°4): CRPS: Continuous Ranked Probability Score, normalized by installed PV capacity Reliability diagram: nominal vs. observed quantiles Possible range for a perfectly reliable model
  • 13. 13 Result – 5 minute resolution  Forecast performance for intra-day 5-minute forecasts. QRF and ARD models are discarded due to computational cost: RMSE: Root Mean Square Error, normalized by installed power
  • 14. 14 Computing time  Computing time required for providing a forecast for a given horizon in seconds 30-minute resolution 5-minute resolution Training Forecasting Training Forecasting AnEn - 1.87 - 8.77 Persistence 1 - 5e-3 - 6e-3 Persistence 2 - 5e-3 - 6e-3 ARIMA 9.2e-2 2.5e-7 10e-2 3.7e-3 QRF 4.26 1.3e-2 68.0 4e-2 ARD 10.75 10e-3 154 1e-3
  • 15. 15 Conclusions and perspectives  A single forecasting model that can quickly provide accurate forecast for temporal resolutions from 5-minute to 1-hour, and horizon from 5 minutes to 3 hours  Additional types of data could be used:  All-sky imagers  Neighboring plants or weather stations  Infra-red satellite data  Commercial forecasts from third entities  More details in: T. Carriere, C. Vernay, S. Pitaval, F.P. Neirac, G. Kariniotakis, A Novel Approach for Probabilistic Photovoltaic Power Forecasting Covering Multiple Time Frames, IEEE Transactions on Smart Grid