Solar energy production: Short-term forecasting and risk management

Autor: Frédéric Chaxel, Cyril Voyant, Cédric Join, Michel Fliess
Přispěvatelé: Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Non-Asymptotic estimation for online systems (NON-A), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Sciences pour l'environnement (SPE), Université Pascal Paoli (UPP)-Centre National de la Recherche Scientifique (CNRS), Centre hospitalier d'Ajaccio, Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL), Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Centre National de la Recherche Scientifique (CNRS)-Université Pascal Paoli (UPP)
Jazyk: angličtina
Rok vydání: 2016
Předmět:
FOS: Computer and information sciences
Operations research
Computer science
020209 energy
Gaussian
solar energy
volatility
02 engineering and technology
[QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM]
7. Clean energy
ACM: G.: Mathematics of Computing
[SPI.AUTO]Engineering Sciences [physics]/Automatic
FOS: Economics and business
symbols.namesake
[INFO.INFO-LG]Computer Science [cs]/Machine Learning [cs.LG]
[STAT.ML]Statistics [stat]/Machine Learning [stat.ML]
Computer Science - Data Structures and Algorithms
0202 electrical engineering
electronic engineering
information engineering
Econometrics
[INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY]
Production (economics)
Data Structures and Algorithms (cs.DS)
Risk management
confidence bands
risk
intelligent knowledge-based systems
Series (mathematics)
business.industry
normality tests
[SDE.IE]Environmental Sciences/Environmental Engineering
[INFO.INFO-CE]Computer Science [cs]/Computational Engineering
Finance
and Science [cs.CE]
persistence
Solar energy
Term (time)
Electricity generation
Control and Systems Engineering
forecasts
JEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics
symbols
[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
Volatility (finance)
time series
General Finance (q-fin.GN)
Quantitative Finance - General Finance
business
Zdroj: 8th IFAC Conference on Manufacturing Modelling, Management & Control, MIM 2016
8th IFAC Conference on Manufacturing Modelling, Management & Control, MIM 2016, Jun 2016, Troyes, France. ⟨10.1016/j.ifacol.2016.07.790⟩
DOI: 10.1016/j.ifacol.2016.07.790⟩
Popis: Electricity production via solar energy is tackled via short-term forecasts and risk management. Our main tool is a new setting on time series. It allows the definition of "confidence bands" where the Gaussian assumption, which is not satisfied by our concrete data, may be abandoned. Those bands are quite convenient and easily implementable. Numerous computer simulations are presented.
8th IFAC Conference on Manufacturing Modelling, Management & Control (Troyes, France, June 2016)
Databáze: OpenAIRE
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