TY - JOUR AU - da Silva, Nuno Pinho AU - Rosa, Luis AU - Zheng, Wang AU - Pestana, Rui PY - 2015/01/01 Y2 - 2024/03/28 TI - Wind Power Forecast Uncertainty Using Dynamic Combination of Predictions JF - Periodica Polytechnica Electrical Engineering and Computer Science JA - Period. Polytech. Elec. Eng. Comp. Sci. VL - 59 IS - 3 SE - DO - 10.3311/PPee.8575 UR - https://pp.bme.hu/eecs/article/view/8575 SP - 78-83 AB - The system operators rely on forecasting tools to promote security of supply in the case of contingent renewable generation upheaval, thus decreasing the chance of counter trading in the intraday markets. This work introduces a self-adaptive ensemble based method providing optimal point predictions under the square loss function constrained over the probability simplex. The output is used to centre a new nonparametric probabilistic power forecast that leverages linear interpolation of the order statistics, thus providing forecast uncertainty estimations. The proposed methodology shows competitive reliability, with coverage and sharpness characteristics that compare favourably with reference methods, thus enabling the perusal of forecast uncertainty in operations planning. ER -