Modeling of Spatial Dependence in Wind Power Forecast Uncertainty

It is recognized today that short-term (up to 2-3 days ahead) probabilistic forecasts of wind power provide forecast users with a paramount information on the uncertainty of expected wind generation. When considering different areas covering a region, they are produced independently, and thus neglect the interdependence structure of prediction errors, induced by movement of meteorological fronts, or more generally by inertia of meteorological systems. This issue is addressed here by describing a method that permits to generate interdependent scenarios of wind generation for spatially distributed wind power production for specific look-ahead times. The approach is applied to the case of western Denmark split in 5 zones, for a total capacity of more than 2.1 GW. The interest of the methodology for improving the resolution of probabilistic forecasts, for a range of decision-making problems, or simply for better understanding the characteristics of forecast uncertainty, is discussed.