论文标题

用于全球水平辐照的基于Copula的时间序列模型

A copula-based time series model for global horizontal irradiation

论文作者

Müller, Alfred, Reuber, Matthias

论文摘要

太阳能对发电的重要性不断增加,导致人们对局部和汇总PV产量的概率预测的需求不断增长。在本文中,我们根据公开可用的辐射数据使用间接建模方法,用于每小时至中期的局部光伏收益率。我们建议一个用于全局水平辐照的时间序列模型,它很容易生成任意数量的方案,因此可以在任意时间范围内进行多元概率预测。与迄今为止文献中考虑过的许多简化模型相反,它具有几个重要的风格化事实。估计全球水平辐照的急剧依赖性下限和上限,可以改善经常使用的物理界限。允许转换数据的Beta分布边缘的参数与时间有关。基于藤本植物理论已知的简单图形结构,为每小时和日常依赖结构引入了基于Copula的时间序列模型。使用了非高斯鸡蛋花,例如Gumbel和BB1 Copulas,允许所谓的尾巴依赖性的重要特征。评估方法诸如连续排名的概率得分(CRP),能量评分(ES)和变异函数评分(VS)用于比较模型的多元概率预测的模型与文献中使用的其他模型的模型的功率,表明我们的模型在许多方面都胜过其他模型。

The increasing importance of solar power for electricity generation leads to an increasing demand for probabilistic forecasting of local and aggregated PV yields. In this paper we use an indirect modeling approach for hourly medium to long term local PV yields based on publicly available irradiation data. We suggest a time series model for global horizontal irradiation for which it is easy to generate an arbitrary number of scenarios and thus allows for multivariate probabilistic forecasts for arbitrary time horizons. In contrast to many simplified models that have been considered in the literature so far it features several important stylized facts. Sharp time dependent lower and upper bounds of global horizontal irradiations are estimated that improve the often used physical bounds. The parameters of the beta distributed marginals of the transformed data are allowed to be time dependent. A copula-based time series model is introduced for the hourly and daily dependence structure based on a simple graphical structure known from the theory of vine copulas. Non-Gaussian copulas like Gumbel and BB1 copulas are used that allow for the important feature of so-called tail dependence. Evaluation methods like the continuous ranked probability score (CRPS), the energy score (ES) and the variogram score (VS) are used to compare the power of the model for multivariate probabilistic forecasting with other models used in the literature showing that our model outperforms other models in many respects.

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