## Calibrated probabilistic forecasting at the Stateline wind energy center: The regime-switching space-time (RST) method (2004)

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Venue: | Journal of the American Statistical Association |

Citations: | 19 - 10 self |

### BibTeX

@TECHREPORT{Gneiting04calibratedprobabilistic,

author = {Tilmann Gneiting and Kristin Larson and Kenneth Westrick and Marc G. Genton and Eric Aldrich},

title = {Calibrated probabilistic forecasting at the Stateline wind energy center: The regime-switching space-time (RST) method},

institution = {Journal of the American Statistical Association},

year = {2004}

}

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### Abstract

With the global proliferation of wind power, accurate short-term forecasts of wind resources at wind energy sites are becoming paramount. Regime-switching space-time (RST) models merge meteorological and statistical expertise to obtain accurate and calibrated, fully probabilistic forecasts of wind speed and wind power. The model formulation is parsimonious, yet takes account of all the salient features of wind speed: alternating atmospheric regimes, temporal and spatial correlation, diurnal and seasonal non-stationarity, conditional heteroscedasticity, and non-Gaussianity. The RST method identifies forecast regimes at the wind energy site and fits a conditional predictive model for each regime. Geographically dispersed meteorological observations in the vicinity of the wind farm are used as off-site predictors. The RST technique was applied to 2-hour ahead forecasts of hourly average wind speed at the Stateline wind farm in the US Pacific Northwest. In July 2003, for instance, the RST forecasts had root-mean-square error (RMSE) 28.6 % less than the persistence forecasts. For each month in the test period, the RST forecasts had lower RMSE than forecasts using state-of-the-art vector time series techniques. The RST method provides probabilistic forecasts in the form of