Short‐term forecasting of categorical changes in wind power with Markov chain models

As penetrations of renewable wind energy increase, accurate short‐term predictions of wind power become crucial to utilities that must balance the load and supply of electricity. As storage of wind energy is not yet feasible on a large scale, the utility must integrate wind energy as soon as it is generated and decide at each balancing time‐step whether a change in conventional energy output is required. With high penetrations of wind energy, utilities must also plan for operating reserves to maintain stability of the electricity system when forecasts for renewable energy are inaccurate. Thus, a simple forecast of whether the wind power will increase, decrease or not change in the next time‐step will give utility operators an easy tool for assessing whether changes need to be made to the current generation mix. In this work, Markov chain models based on the change in power output at up to three locations or lags in time are presented that not only produce such an hourly forecast but also include a measure of the uncertainty of the forecast. Forecasts are greatly improved when knowledge of whether the maximum or minimum wind power is currently being produced and the intrahour trend in wind power are incorporated. These models are trained, tested and evaluated with a uniquely long set of 2 years of 10 min measurements at four meteorological stations in the Pacific Northwest and perform better than a benchmark state‐of‐the‐art wind speed forecasting model.Copyright © 2013 John Wiley & Sons, Ltd.