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Probabilistic forecasting of wind and waves for offshore energy applications Pierre Pinson, M. Fortin, P.-J. Trombe, H. Madsen Technical University of Denmark, DTU Informatics mail: [email protected] - webpage: www.pierrepinson.com Rave 2012 Conference - Session 8: Forecasting Bremerhaven, 8-10 May 2012 Supported by the Danish PSO project Radar@Sea 1 / 11

Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

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Page 1: Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

Probabilistic forecasting of wind and waves for

offshore energy applications

Pierre Pinson, M. Fortin, P.-J. Trombe, H. Madsen

Technical University of Denmark, DTU Informaticsmail: [email protected] - webpage: www.pierrepinson.com

Rave 2012 Conference - Session 8: ForecastingBremerhaven, 8-10 May 2012

Supported by the Danish PSO project Radar@Sea

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Page 2: Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

Background: point forecasting

Forecasts (weather, energy production, etc.) are commonly provided in the form ofpoint forecasts (i.e. the conditional expectation for each look-ahead time)

5 10 15 20 25 30 35 40 450

10

20

30

40

50

60

70

80

90

100

look−ahead time [hours]

pow

er [%

of P

n]

pred.meas.

Different methodologies have been introduced and evaluated for wind, solar and wave power forecasting

Their level of accuracy is highly variable and depending upon external factors

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Page 3: Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

Background: uncertainty ?!?

The level of accuracy is highly variable from one prediction to the other. This makesweather and energy-related forecasts somewhat hard to handle...

One cannot make optimal decisions from such predictions — an information ontheir (non-Gaussian) uncertainty is necessary!! (also accounting for correlationissues)

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Page 4: Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

Forecasts for decision-making

Forecasts are to be used as input to (potentially complex) decision-making!

Actually, each forecast user has its own cost function(that he does not necessarily know...!!)

−1 −0.5 0 0.5 10

0.2

0.4

0.6

0.8

1

d

g(d)

Forecaster

−1 −0.5 0 0.5 10

2

4

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8

10

12

d

g(d)

Trader (wind power only)

−1 −0.5 0 0.5 10

2

4

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10

12

d

g(d)

Portfolio manager

So... What are the best forecasts for offshore energy-related applications??

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Page 5: Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

1 Monitoring and short-term forecasting of weather/ocean and energy variables(0-6 hours)

2 Multivariate scenarios of wind and wave characteristics

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Page 6: Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

Monitoring and short-term forecasts

X-band weather radars (range: 60kms) were installed at Horns Rev in 2009/2010 incollaboration with the Radar@Sea project

Supplemented by the DMI C-band radar (range: 240kms) at Rømø, they are usedfor

monitoring of weather conditions (safety)analysis of meteorological episodes (/climatology)improving short-term forecastsbetter control for episodes with intense fluctuations

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Page 7: Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

Illustrative episode: 15-19.12.2010

Also see http://www.youtube.com/watch?v=YShQDCdVykM

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Page 8: Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

Multivariate scenarios for wind and waves

Multivariate scenarios of wind and wave characteristics are a must-have as input todecision-making

Example work was performed based on ECMWF ensemble forecasts for FINO-1 over2010-2011

2010−01−01 2010−01−03 2010−01−05 2010−01−07 2010−01−09 2010−01−11 2010−01−13 2010−01−15

2

4

6

8

10

12

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16

18

20

10 m

etre

win

d sp

eed

(m s

**−1

)

Ensemble membersEnsemble mean

wind speed

2010−01−01 2010−01−03 2010−01−05 2010−01−07 2010−01−09 2010−01−11 2010−01−13 2010−01−15

0.0

0.5

1.0

1.5

2.0

2.5

3.0

3.5

4.0

4.5

Sig

nific

ant w

ave

heig

ht (

m)

Ensemble membersEnsemble mean

significant wave height

These scenarios may beprovided by a number of public and commercial meteorological institutescalibrated for the purpose of optimal decision-makingused as input to complex decision-making problems related to offshore energy applications

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Page 9: Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

Quality of such scenarios

ECMWF ensemble predictions already are extremely good at this kind of job...

lead time (h)

CR

PS

S (

m s

**−

1)

0 12 24 36 48 60 72 84 96 108 132 1560.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0 vs observationsvs analysis

wind speed

lead time (h)C

RP

SS

(m

)

0 12 24 36 48 60 72 84 96 108 132 1560.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0vs observationsvs analysis

significant wave height

and they can be significantly improved through appropriate multivariate calibrationprocedures

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Page 10: Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

Outlook

Producing calibrated multivariate probabilistic forecasts of:input meteorological variables (wind and wave characteristics)power generation offshore (wind and wave energy)

Such forecasts also inform about space-time dependencies

Toy and real-world decision-making models should be set-up and analysed, for:optimal maintenance planningoptimal operation of wind-wave offshore energy plantetc.

Evaluating the quality and value of probabilistic forecasts (/scenarios)actual forecast quality(increased) value when used in decision-making

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Page 11: Probabilistic forecasting of wind and waves for offshore ... · Background: point forecasting Forecasts (weather, energy production, etc.) are commonly provided in the form of point

Thanks for your attention!

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