Short-term wind power forecasting in Portugal by neural networks and wavelet transform

This paper proposes artificial neural networks in combination with wavelet transform for short-term wind power forecasting in Portugal. The increased integration of wind power into the electric grid, as nowadays occurs in Portugal, poses new challenges due to its intermittency and volatility. Hence, good forecasting tools play a key role in tackling these challenges. Results from a real-world case study are presented. A comparison is carried out, taking into account the results obtained with other approaches. Finally, conclusions are duly drawn. (C) 2010 Elsevier Ltd. All rights reserved.

Short-term electricity prices forecasting in a competetive market by a hybrid Pso-Anfis approach

In this paper, a novel hybrid approach is proposed for electricity prices forecasting in a competitive market, considering a time horizon of 1 week. The proposed approach is based on the combination of particle swarm optimization and adaptive-network based fuzzy inference system. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications, to demonstrate its effectiveness regarding forecasting accuracy and computation time. Finally, conclusions are duly drawn.

Stochastic Short-term Incentive-based Demand Response Scheduling of Load-serving Entities

In competitive electricity markets it is necessary for a profit-seeking load-serving entity (LSE) to optimally adjust the financial incentives offering the end users that buy electricity at regulated rates to reduce the consumption during high market prices. The LSE in this model manages the demand response (DR) by offering financial incentives to retail customers, in order to maximize its expected profit and reduce the risk of market power experience. The stochastic formulation is implemented into a test system where a number of loads are supplied through LSEs.

Short-term Wind Speed Forecasting using Support Vector Machines

Wind speed forecasting has been becoming an important field of research to support the electricity industry mainly due to the increasing use of distributed energy sources, largely based on renewable sources. This type of electricity generation is highly dependent on the weather conditions variability, particularly the variability of the wind speed. Therefore, accurate wind power forecasting models are required to the operation and planning of wind plants and power systems. A Support Vector Machines (SVM) model for short-term wind speed is proposed and its performance is evaluated and compared with several artificial neural network (ANN) based approaches. A case study based on a real database regarding 3 years for predicting wind speed at 5 minutes intervals is presented.

Plasma PCSK9 concentrations during an oral fat load and after short term high-fat, high-fat high-protein and high-fructose diets.

BACKGROUND: PCSK9 (Proprotein Convertase Subtilisin Kexin type 9) is a circulating protein that promotes hypercholesterolemia by decreasing hepatic LDL receptor protein. Under non interventional conditions, its expression is driven by sterol response element binding protein 2 (SREBP2) and follows a diurnal rhythm synchronous with cholesterol synthesis. Plasma PCSK9 is associated to LDL-C and to a lesser extent plasma triglycerides and insulin resistance. We aimed to verify the effect on plasma PCSK9 concentrations of dietary interventions that affect these parameters. METHODS: We performed nutritional interventions in young healthy male volunteers and offspring of type 2 diabetic (OffT2D) patients that are more prone to develop insulin resistance, including: i) acute post-prandial hyperlipidemic challenge (n=10), ii) 4 days of high-fat (HF) or high-fat/high-protein (HFHP) (n=10), iii) 7 (HFruc1, n=16) or 6 (HFruc2, n=9) days of hypercaloric high-fructose diets. An acute oral fat load was also performed in two patients bearing the R104C-V114A loss-of-function (LOF) PCSK9 mutation. Plasma PCSK9 concentrations were measured by ELISA. For the HFruc1 study, intrahepatocellular (IHCL) and intramyocellular lipids were measured by 1H magnetic resonance spectroscopy. Hepatic and whole-body insulin sensitivity was assessed with a two-step hyperinsulinemic-euglycemic clamp (0.3 and 1.0 mU.kg-1.min-1). FINDINGS: HF and HFHP short-term diets, as well as an acute hyperlipidemic oral load, did not significantly change PCSK9 concentrations. In addition, post-prandial plasma triglyceride excursion was not altered in two carriers of PCSK9 LOF mutation compared with non carriers. In contrast, hypercaloric 7-day HFruc1 diet increased plasma PCSK9 concentrations by 28% (p=0.05) in healthy volunteers and by 34% (p=0.001) in OffT2D patients. In another independent study, 6-day HFruc2 diet increased plasma PCSK9 levels by 93% (p<0.0001) in young healthy male volunteers. Spearman's correlations revealed that plasma PCSK9 concentrations upon 7-day HFruc1 diet were positively associated with plasma triglycerides (r=0.54, p=0.01) and IHCL (r=0.56, p=0.001), and inversely correlated with hepatic (r=0.54, p=0.014) and whole-body (r=-0.59, p=0.0065) insulin sensitivity. CONCLUSIONS: Plasma PCSK9 concentrations vary minimally in response to a short term high-fat diet and they are not accompanied with changes in cholesterolemia upon high-fructose diet. Short-term high-fructose intake increased plasma PCSK9 levels, independent on cholesterol synthesis, suggesting a regulation independent of SREBP-2. Upon this diet, PCSK9 is associated with insulin resistance, hepatic steatosis and plasma triglycerides.

Verbal ability, previous practice and load on short-term memory as determiners of differences in a complex learning task: an experimental study

Traditional psychometric theory and practice classify people according to broad ability dimensions but do not examine how these mental processes occur. Hunt and Lansman (1975) proposed a 'distributed memory' model of cognitive processes with emphasis on how to describe individual differences based on the assumption that each individual possesses the same components. It is in the quality of these components ~hat individual differences arise. Carroll (1974) expands Hunt's model to include a production system (after Newell and Simon, 1973) and a response system. He developed a framework of factor analytic (FA) factors for : the purpose of describing how individual differences may arise from them. This scheme is to be used in the analysis of psychometric tes ts . Recent advances in the field of information processing are examined and include. 1) Hunt's development of differences between subjects designated as high or low verbal , 2) Miller's pursuit of the magic number seven, plus or minus two, 3) Ferguson's examination of transfer and abilities and, 4) Brown's discoveries concerning strategy teaching and retardates . In order to examine possible sources of individual differences arising from cognitive tasks, traditional psychometric tests were searched for a suitable perceptual task which could be varied slightly and administered to gauge learning effects produced by controlling independent variables. It also had to be suitable for analysis using Carroll's f ramework . The Coding Task (a symbol substitution test) found i n the Performance Scale of the WISe was chosen. Two experiments were devised to test the following hypotheses. 1) High verbals should be able to complete significantly more items on the Symbol Substitution Task than low verbals (Hunt, Lansman, 1975). 2) Having previous practice on a task, where strategies involved in the task may be identified, increases the amount of output on a similar task (Carroll, 1974). J) There should be a sUbstantial decrease in the amount of output as the load on STM is increased (Miller, 1956) . 4) Repeated measures should produce an increase in output over trials and where individual differences in previously acquired abilities are involved, these should differentiate individuals over trials (Ferguson, 1956). S) Teaching slow learners a rehearsal strategy would improve their learning such that their learning would resemble that of normals on the ,:same task. (Brown, 1974). In the first experiment 60 subjects were d.ivided·into high and low verbal, further divided randomly into a practice group and nonpractice group. Five subjects in each group were assigned randomly to work on a five, seven and nine digit code throughout the experiment. The practice group was given three trials of two minutes each on the practice code (designed to eliminate transfer effects due to symbol similarity) and then three trials of two minutes each on the actual SST task . The nonpractice group was given three trials of two minutes each on the same actual SST task . Results were analyzed using a four-way analysis of variance . In the second experiment 18 slow learners were divided randomly into two groups. one group receiving a planned strategy practioe, the other receiving random practice. Both groups worked on the actual code to be used later in the actual task. Within each group subjects were randomly assigned to work on a five, seven or nine digit code throughout. Both practice and actual tests consisted on three trials of two minutes each. Results were analyzed using a three-way analysis of variance . It was found in t he first experiment that 1) high or low verbal ability by itself did not produce significantly different results. However, when in interaction with the other independent variables, a difference in performance was noted . 2) The previous practice variable was significant over all segments of the experiment. Those who received previo.us practice were able to score significantly higher than those without it. J) Increasing the size of the load on STM severely restricts performance. 4) The effect of repeated trials proved to be beneficial. Generally, gains were made on each successive trial within each group. S) In the second experiment, slow learners who were allowed to practice randomly performed better on the actual task than subjeots who were taught the code by means of a planned strategy. Upon analysis using the Carroll scheme, individual differences were noted in the ability to develop strategies of storing, searching and retrieving items from STM, and in adopting necessary rehearsals for retention in STM. While these strategies may benef it some it was found that for others they may be harmful . Temporal aspects and perceptual speed were also found to be sources of variance within individuals . Generally it was found that the largest single factor i nfluencing learning on this task was the repeated measures . What e~ables gains to be made, varies with individuals . There are environmental factors, specific abilities, strategy development, previous learning, amount of load on STM , perceptual and temporal parameters which influence learning and these have serious implications for educational programs .

Electrical load forecasting formulation by a fast neural network

The objective of this work is to develop a methodology for electric load forecasting based on a neural network. Here, backpropagation algorithm is used with an adaptive process that based on fuzzy logic and using a decaying exponential function to avoid instability in the convergence process. This methodology results in fast training, when compared to the conventional formulation of backpropagation algorithm. The results are presented using data from a Brazilian Electric Company, and shows a very good performance for the proposal objective.

Multinodal Load Forecasting in Power Electric Systems using a Neural Network with Radial Basis Function

In this paper we present the results of the use of a methodology for multinodal load forecasting through an artificial neural network-type Multilayer Perceptron, making use of radial basis functions as activation function and the Backpropagation algorithm, as an algorithm to train the network. This methodology allows you to make the prediction at various points in power system, considering different types of consumers (residential, commercial, industrial) of the electric grid, is applied to the problem short-term electric load forecasting (24 hours ahead). We use a database (Centralised Dataset - CDS) provided by the Electricity Commission de New Zealand to this work.

Plasma PCSK9 concentrations during an oral fat load and after short term high-fat, high-fat high-protein and high-fructose diets

Background PCSK9 (Proprotein Convertase Subtilisin Kexin type 9) is a circulating protein that promotes hypercholesterolemia by decreasing hepatic LDL receptor protein. Under non interventional conditions, its expression is driven by sterol response element binding protein 2 (SREBP2) and follows a diurnal rhythm synchronous with cholesterol synthesis. Plasma PCSK9 is associated to LDL-C and to a lesser extent plasma triglycerides and insulin resistance. We aimed to verify the effect on plasma PCSK9 concentrations of dietary interventions that affect these parameters. Methods We performed nutritional interventions in young healthy male volunteers and offspring of type 2 diabetic (OffT2D) patients that are more prone to develop insulin resistance, including: i) acute post-prandial hyperlipidemic challenge (n=10), ii) 4 days of high-fat (HF) or high-fat/high-protein (HFHP) (n=10), iii) 7 (HFruc1, n=16) or 6 (HFruc2, n=9) days of hypercaloric high-fructose diets. An acute oral fat load was also performed in two patients bearing the R104C-V114A loss-of-function (LOF) PCSK9 mutation. Plasma PCSK9 concentrations were measured by ELISA. For the HFruc1 study, intrahepatocellular (IHCL) and intramyocellular lipids were measured by 1H magnetic resonance spectroscopy. Hepatic and whole-body insulin sensitivity was assessed with a two-step hyperinsulinemic-euglycemic clamp (0.3 and 1.0 mU.kg-1.min-1). Findings HF and HFHP short-term diets, as well as an acute hyperlipidemic oral load, did not significantly change PCSK9 concentrations. In addition, post-prandial plasma triglyceride excursion was not altered in two carriers of PCSK9 LOF mutation compared with non carriers. In contrast, hypercaloric 7-day HFruc1 diet increased plasma PCSK9 concentrations by 28% (p=0.05) in healthy volunteers and by 34% (p=0.001) in OffT2D patients. In another independent study, 6-day HFruc2 diet increased plasma PCSK9 levels by 93% (p<0.0001) in young healthy male volunteers. Spearman’s correlations revealed that plasma PCSK9 concentrations upon 7-day HFruc1 diet were positively associated with plasma triglycerides (r=0.54, p=0.01) and IHCL (r=0.56, p=0.001), and inversely correlated with hepatic (r=0.54, p=0.014) and whole-body (r=−0.59, p=0.0065) insulin sensitivity. Conclusions Plasma PCSK9 concentrations vary minimally in response to a short term high-fat diet and they are not accompanied with changes in cholesterolemia upon high-fructose diet. Short-term high-fructose intake increased plasma PCSK9 levels, independent on cholesterol synthesis, suggesting a regulation independent of SREBP-2. Upon this diet, PCSK9 is associated with insulin resistance, hepatic steatosis and plasma triglycerides.

Influence of local wind speed and direction on wind power dynamics - Application to offshore very short-term forecasting

Wind power time series usually show complex dynamics mainly due to non-linearities related to the wind physics and the power transformation process in wind farms. This article provides an approach to the incorporation of observed local variables (wind speed and direction) to model some of these effects by means of statistical models. To this end, a benchmarking between two different families of varying-coefficient models (regime-switching and conditional parametric models) is carried out. The case of the offshore wind farm of Horns Rev in Denmark has been considered. The analysis is focused on one-step ahead forecasting and a time series resolution of 10 min. It has been found that the local wind direction contributes to model some features of the prevailing winds, such as the impact of the wind direction on the wind variability, whereas the non-linearities related to the power transformation process can be introduced by considering the local wind speed. In both cases, conditional parametric models showed a better performance than the one achieved by the regime-switching strategy. The results attained reinforce the idea that each explanatory variable allows the modelling of different underlying effects in the dynamics of wind power time series.

Statistical models for short-term wind power ramp forecasting

La predicción de energía eólica ha desempeñado en la última década un papel fundamental en el aprovechamiento de este recurso renovable, ya que permite reducir el impacto que tiene la naturaleza fluctuante del viento en la actividad de diversos agentes implicados en su integración, tales como el operador del sistema o los agentes del mercado eléctrico. Los altos niveles de penetración eólica alcanzados recientemente por algunos países han puesto de manifiesto la necesidad de mejorar las predicciones durante eventos en los que se experimenta una variación importante de la potencia generada por un parque o un conjunto de ellos en un tiempo relativamente corto (del orden de unas pocas horas). Estos eventos, conocidos como rampas, no tienen una única causa, ya que pueden estar motivados por procesos meteorológicos que se dan en muy diferentes escalas espacio-temporales, desde el paso de grandes frentes en la macroescala a procesos convectivos locales como tormentas. Además, el propio proceso de conversión del viento en energía eléctrica juega un papel relevante en la ocurrencia de rampas debido, entre otros factores, a la relación no lineal que impone la curva de potencia del aerogenerador, la desalineación de la máquina con respecto al viento y la interacción aerodinámica entre aerogeneradores. En este trabajo se aborda la aplicación de modelos estadísticos a la predicción de rampas a muy corto plazo. Además, se investiga la relación de este tipo de eventos con procesos atmosféricos en la macroescala. Los modelos se emplean para generar predicciones de punto a partir del modelado estocástico de una serie temporal de potencia generada por un parque eólico. Los horizontes de predicción considerados van de una a seis horas. Como primer paso, se ha elaborado una metodología para caracterizar rampas en series temporales. La denominada función-rampa está basada en la transformada wavelet y proporciona un índice en cada paso temporal. Este índice caracteriza la intensidad de rampa en base a los gradientes de potencia experimentados en un rango determinado de escalas temporales. Se han implementado tres tipos de modelos predictivos de cara a evaluar el papel que juega la complejidad de un modelo en su desempeño: modelos lineales autorregresivos (AR), modelos de coeficientes variables (VCMs) y modelos basado en redes neuronales (ANNs). Los modelos se han entrenado en base a la minimización del error cuadrático medio y la configuración de cada uno de ellos se ha determinado mediante validación cruzada. De cara a analizar la contribución del estado macroescalar de la atmósfera en la predicción de rampas, se ha propuesto una metodología que permite extraer, a partir de las salidas de modelos meteorológicos, información relevante para explicar la ocurrencia de estos eventos. La metodología se basa en el análisis de componentes principales (PCA) para la síntesis de la datos de la atmósfera y en el uso de la información mutua (MI) para estimar la dependencia no lineal entre dos señales. Esta metodología se ha aplicado a datos de reanálisis generados con un modelo de circulación general (GCM) de cara a generar variables exógenas que posteriormente se han introducido en los modelos predictivos. Los casos de estudio considerados corresponden a dos parques eólicos ubicados en España. Los resultados muestran que el modelado de la serie de potencias permitió una mejora notable con respecto al modelo predictivo de referencia (la persistencia) y que al añadir información de la macroescala se obtuvieron mejoras adicionales del mismo orden. Estas mejoras resultaron mayores para el caso de rampas de bajada. Los resultados también indican distintos grados de conexión entre la macroescala y la ocurrencia de rampas en los dos parques considerados. Abstract One of the main drawbacks of wind energy is that it exhibits intermittent generation greatly depending on environmental conditions. Wind power forecasting has proven to be an effective tool for facilitating wind power integration from both the technical and the economical perspective. Indeed, system operators and energy traders benefit from the use of forecasting techniques, because the reduction of the inherent uncertainty of wind power allows them the adoption of optimal decisions. Wind power integration imposes new challenges as higher wind penetration levels are attained. Wind power ramp forecasting is an example of such a recent topic of interest. The term ramp makes reference to a large and rapid variation (1-4 hours) observed in the wind power output of a wind farm or portfolio. Ramp events can be motivated by a broad number of meteorological processes that occur at different time/spatial scales, from the passage of large-scale frontal systems to local processes such as thunderstorms and thermally-driven flows. Ramp events may also be conditioned by features related to the wind-to-power conversion process, such as yaw misalignment, the wind turbine shut-down and the aerodynamic interaction between wind turbines of a wind farm (wake effect). This work is devoted to wind power ramp forecasting, with special focus on the connection between the global scale and ramp events observed at the wind farm level. The framework of this study is the point-forecasting approach. Time series based models were implemented for very short-term prediction, this being characterised by prediction horizons up to six hours ahead. As a first step, a methodology to characterise ramps within a wind power time series was proposed. The so-called ramp function is based on the wavelet transform and it provides a continuous index related to the ramp intensity at each time step. The underlying idea is that ramps are characterised by high power output gradients evaluated under different time scales. A number of state-of-the-art time series based models were considered, namely linear autoregressive (AR) models, varying-coefficient models (VCMs) and artificial neural networks (ANNs). This allowed us to gain insights into how the complexity of the model contributes to the accuracy of the wind power time series modelling. The models were trained in base of a mean squared error criterion and the final set-up of each model was determined through cross-validation techniques. In order to investigate the contribution of the global scale into wind power ramp forecasting, a methodological proposal to identify features in atmospheric raw data that are relevant for explaining wind power ramp events was presented. The proposed methodology is based on two techniques: principal component analysis (PCA) for atmospheric data compression and mutual information (MI) for assessing non-linear dependence between variables. The methodology was applied to reanalysis data generated with a general circulation model (GCM). This allowed for the elaboration of explanatory variables meaningful for ramp forecasting that were utilized as exogenous variables by the forecasting models. The study covered two wind farms located in Spain. All the models outperformed the reference model (the persistence) during both ramp and non-ramp situations. Adding atmospheric information had a noticeable impact on the forecasting performance, specially during ramp-down events. Results also suggested different levels of connection between the ramp occurrence at the wind farm level and the global scale.

Forecasting the term structure when short-term rates are near zero

This paper compares the experience of forecasting the UK government bond yield curve before and after the dramatic lowering of short-term interest rates from October 2008. Out-of-sample forecasts for 1, 6 and 12 months are generated from each of a dynamic Nelson-Siegel model, autoregressive models for both yields and the principal components extracted from those yields, a slope regression and a random walk model. At short forecasting horizons, there is little difference in the performance of the models both prior to and after 2008. However, for medium- to longer-term horizons, the slope regression provided the best forecasts prior to 2008, while the recent experience of near-zero short interest rates coincides with a period of forecasting superiority for the autoregressive and dynamic Nelson-Siegel models. © 2014 John Wiley & Sons, Ltd.

Short-term wind power forecasting using Gaussian processes

Since wind has an intrinsically complex and stochastic nature, accurate wind power forecasts are necessary for the safety and economics of wind energy utilization. In this paper, we investigate a combination of numeric and probabilistic models: one-day-ahead wind power forecasts were made with Gaussian Processes (GPs) applied to the outputs of a Numerical Weather Prediction (NWP) model. Firstly the wind speed data from NWP was corrected by a GP. Then, as there is always a defined limit on power generated in a wind turbine due the turbine controlling strategy, a Censored GP was used to model the relationship between the corrected wind speed and power output. To validate the proposed approach, two real world datasets were used for model construction and testing. The simulation results were compared with the persistence method and Artificial Neural Networks (ANNs); the proposed model achieves about 11% improvement in forecasting accuracy (Mean Absolute Error) compared to the ANN model on one dataset, and nearly 5% improvement on another.

A coupled ocean-atmosphere system for short term forecasting in the southern european seas

This coupled model combines two state-of-the-art numerical models, NEMO for the oceanic component and WRF for the atmospheric component and implements them at an appropriate resolution. The oceanic model has been implemented starting from the Mediterranean Forecasting System with a resolution of 1/24° and the domain was extended to exactly match the grid of a newly implemented atmospheric model for the same area. The uncoupled ocean model has been validated against SST observed data, both in the simulation of an extreme event and in the short-term forecast of two seasonal periods. A new setup of the model was successfully tested in which the downward radiative fluxes were prescribed from atmospheric forecasts. Various physical schemes, domain, boundary, and initial conditions were tested with the atmospheric model to obtain the best representation of medicane Ianos. The heat fluxes calculated by the uncoupled models were compared to determine which setup gave the best energy balance between the components of the coupled model. The coupling strategy used is the traditional one, where the ocean is driven by the surface stress, heat fluxes, and radiative fluxes computed in the atmospheric component, which in turn receives the SST and surface currents. As expected, the overall skills of the coupled model are slightly degraded compared to the uncoupled models, even though the positioning and timing of the cyclone at the time of the landfall is enhanced. The mean heat fluxes do not change compared to the uncoupled model, whereas the pattern of the shortwave radiation and latent heat is changed. Moreover, the two energy fluxes are larger in absolute values than those calculated with the MFS formulas. The fact that they have opposite signs give raise to a compensation error that limits the overall degradation of the coupled simulation.