MCMC for wind power simulation

G Papaefthymiou, B Kickl

    Research output: Contribution to journalArticleScientificpeer-review

    259 Citations (Scopus)

    Abstract

    This paper contributes a Markov chain Monte Carlo (MCMC) method for the direct generation of synthetic time series of wind power output. It is shown that obtaining a stochastic model directly in the wind power domain leads to reduced number of states and to lower order of the Markov chain at equal power data resolution. The estimation quality of the stochastic model is positively influenced since in the power domain, a lower number of independent parameters is estimated from a given amount of recorded data. The simulation results prove that this method offers excellent fit for both the probability density function and the autocorrelation function of the generated wind power time series. The method is a first step toward simple stochastic black-box models for wind generation.
    Original languageUndefined/Unknown
    Pages (from-to)234-240
    Number of pages7
    JournalIEEE Transactions on Energy Conversion
    Volume23
    Issue number1
    DOIs
    Publication statusPublished - 2008

    Keywords

    • academic journal papers
    • CWTS JFIS < 0.75

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