Quantile combination for the EEM Wind Power Forecasting Competition

Jethro Browell; Ciaran Gilbert; Rosemary Tawn; Leo May

Quantile combination for the EEM Wind Power Forecasting Competition

Jethro Browell, Ciaran Gilbert, Rosemary Tawn, Leo May

Research output: Contribution to conference › Paper

5 Downloads (Pure)

Abstract

Combining forecasts is an established strategy for improving predictions and is employed here to produce probabilistic forecasts of regional wind power production in Sweden, finishing in second place in the EEM20 Wind Power Forecasting Competition. We combine quantile forecasts from two models with different characteristics: a ‘discrete’ tree-based model and ‘smooth’ generalised additive model. Quantiles are combined via linear weighting and the resulting combination is superior than both constituent forecasts in all four regions considered.

Original language	English
Number of pages	6
Publication status	E-pub ahead of print - 16 Sep 2020
Event	17th International Conference on the European Energy Market - Duration: 16 Sep 2020 → 18 Sep 2020 https://eem20.eu/

Conference

Conference	17th International Conference on the European Energy Market
Abbreviated title	EEM20
Period	16/09/20 → 18/09/20
Internet address	https://eem20.eu/

Keywords

wind power
forecasting
Wind Power Forecasting Competition
quantile forecasts
wind energy capacity

Access to Document

Browell-etal-EEM-2020-Quantile-combination-for-the-EEM20-wind-power-forecasting-competitionAccepted author manuscript, 245 KB

https://github.com/jbrowell/ProbCast

Fingerprint Dive into the research topics of 'Quantile combination for the EEM Wind Power Forecasting Competition'. Together they form a unique fingerprint.

Projects

2 Active

System-wide Probabilistic Energy Forecasting

Browell, J.

EPSRC (Engineering and Physical Sciences Research Council)

29/06/18 → 28/06/21

Project: Research Fellowship

EPSRC Centre for Doctoral Training in Wind & Marine Energy Systems

Leithead, B. & Infield, D.

EPSRC (Engineering and Physical Sciences Research Council)

1/04/14 → 30/09/22

Project: Research - Studentship

Datasets

Data and Code for the EEM2020 Wind Power Forecasting Competition

Browell, J. (Creator), Gilbert, C. (Creator), Tawn, R. (Creator) & May, L. (Creator), University of Strathclyde, 2 Jul 2020

DOI: 10.15129/02db89e9-64d1-4ded-9324-6d952ce35099, https://eem20.eu/ and one more link, https://youtu.be/pxkg48BBFYM (show fewer)

Dataset

Prizes

2nd Place: European Energy Markets Conference 2020 Wind Power Forecasting Competition

Browell, Jethro (Recipient), Gilbert, Ciaran (Recipient), Tawn, Rosemary (Recipient) & May, Leo (Recipient), 29 Jun 2020

Prize: Prize (including medals and awards)

File

Cite this

Browell, J., Gilbert, C., Tawn, R., & May, L. (2020). Quantile combination for the EEM Wind Power Forecasting Competition. Paper presented at 17th International Conference on the European Energy Market, .

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N2 - Combining forecasts is an established strategy for improving predictions and is employed here to produce probabilistic forecasts of regional wind power production in Sweden, finishing in second place in the EEM20 Wind Power Forecasting Competition. We combine quantile forecasts from two models with different characteristics: a ‘discrete’ tree-based model and ‘smooth’ generalised additive model. Quantiles are combined via linear weighting and the resulting combination is superior than both constituent forecasts in all four regions considered.

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KW - quantile forecasts

KW - wind energy capacity

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