Quantile Combination for the EEM20 Wind Power Forecasting Competition

Browell, J. , Gilbert, C., Tawn, R. and May, L. (2020) Quantile Combination for the EEM20 Wind Power Forecasting Competition. In: 2020 17th International Conference on the European Energy Market (EEM), Stockholm, Sweden, 16-18 Sep 2020, ISBN 9781728169194 (doi: 10.1109/EEM49802.2020.9221942)

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Combining forecasts is an established strategy for improving predictions and is employed here to produce probabilistic forecasts of regional wind power production in Sweden, finishing in second place in the EEM20 Wind Power Forecasting Competition. We combine quantile forecasts from two models with different characteristics: a `discrete' tree-based model and `smooth' generalised additive model. Quantiles are combined via linear weighting and the resulting combination is superior than both constituent forecasts in all four regions considered.

Item Type:Conference Proceedings
Additional Information:Jethro Browell is supported by EPSRC Innovation Fellowship (EP/R023484/1), Ciaran Gilbert and Leo May are supported by the EPSRC Centre for Doctoral Training in Wind and Marine Energy Systems (EP/S023801/1), and Rosemary Tawn is supported by The Data Lab Innovation Centre and Natural Power Consultants Ltd.
Glasgow Author(s) Enlighten ID:Browell, Dr Jethro
Authors: Browell, J., Gilbert, C., Tawn, R., and May, L.
College/School:College of Science and Engineering > School of Mathematics and Statistics > Statistics
Data DOI:10.15129/02db89e9-64d1- 4ded-9324-6d952ce35099

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