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A study on short-term wind power forecasting using time series models

시계열 모형을 이용한 단기 풍력발전 예측 연구

  • Park, Soo-Hyun (Department of Applied Statistics, Chung-Ang University) ;
  • Kim, Sahm (Department of Applied Statistics, Chung-Ang University)
  • 박수현 (중앙대학교 응용통계학과) ;
  • 김삼용 (중앙대학교 응용통계학과)
  • Received : 2016.09.02
  • Accepted : 2016.10.30
  • Published : 2016.12.31

Abstract

The wind energy industry and wind power generation have increased; consequently, the stable supply of the wind power has become an important issue. It is important to accurately predict the wind power with short-term basis in order to make a reliable planning for the power supply and demand of wind power. In this paper, we first analyzed the speed, power and the directions of the wind. The neural network and the time series models (ARMA, ARMAX, ARMA-GARCH, Holt Winters) for wind power generation forecasting were compared based on mean absolute error (MAE). For one to three hour-ahead forecast, ARMA-GARCH model was outperformed, and the neural network method showed a better performance in the six hour-ahead forecast.

풍력에너지 산업이 발전하고 풍력발전에 대한 의존율이 높아짐에 따라 안정적인 공급이 중요해지고 있다. 원활한 전력수급계획을 세우기 위해서 풍력발전량을 정확히 예측하는 것이 중요하다. 본 논문에서는 강원도 평창 횡계리에 설치된 대관령 2풍력(2MW 1기)의 시간별 풍력발전 데이터와 강원도 대관령 기상대에서 관측되는 시간별 풍속과 풍향 데이터를 기상청 지상관측자료에서 수집하여 연구하였다. 풍력발전량 예측을 위하여 신경망 모형과 시계열 모형인 ARMA, ARMAX, ARMA-GARCH, Holt Winters 모형을 비교하였다. 모형 간 예측력을 비교하기 위해 mean absolute error(MAE)를 사용하였다. 모형의 예측 성능 비교 결과 1시간에서 3시간의 단기 예측에 있어서 ARMA-GARCH 모형이 우수한 예측력을 보였다. 6시간 이후 예측에서는 신경망 모형이 우수한 예측을 보였다.

Keywords

References

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