NDLI: Wind speed forecast for wind farms based on ARMA-ARCH model

Content Provider	IEEE Xplore Digital Library
Author	Shan Gao Yu He Hao Chen
Copyright Year	2009
Description	Author affiliation: Department of Electrical Engineering, Southeast University, Nanjing, Jiangsu, 210096 (Shan Gao; Yu He) \|\| Jiangsu Nanjing Power Supply Company, Nanjing, Jiangsu, 210096 (Hao Chen)
Abstract	Short term wind forecasting is a very important work to the operation of wind farms and power systems. In this paper, ARCH (Autoregressive Conditional Heteroscedasticity) effects of wind data series are analyzed with Eviews software. Firstly, an ARMA (Autoregressive Moving Average) model of wind speed time series is built. Secondly, ARCH (Autoregressive Conditional Heteroscedasticity) effect of the residual of ARMA model is tested by Lagrange Multiplier, and the corresponding ARMA-ARCH model is set up. Lastly, forecasting performances of ARMA-ARCH model are compared with ARMA model. Validation of ARMA-ARCH model is proved. And the results show that ARMA-ARCH model possesses higher accuracy.
Starting Page	1
Ending Page	4
File Size	244373
Page Count	4
File Format	PDF
ISBN	9781424449347
DOI	10.1109/SUPERGEN.2009.5348142
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2009-04-06
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	ARMA model Data analysis Predictive models Wind forecasting Power system modeling Volatility cluster Lagrangian functions Wind speed forecasting ARCH-ARCH model Wind speed Power system analysis computing Wind farms ARCH effect Autoregressive processes Testing
Content Type	Text
Resource Type	Article

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