Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 1905.06420

A Distributed Incremental Update Scheme for Probability Distribution of Wind Power Forecast Error

Mengshuo Jia·Chen Shen·Zhaojian Wang
View original source ↗Read source document ↗Export metadata ↓

Abstract

Due to the uncertainty of distributed wind generations (DWGs), a better understanding of the probability distributions (PD) of their wind power forecast errors (WPFEs) can help market participants (MPs) who own DWGs perform better during trading. Under the premise of an accurate PD model, considering the correlation among DWGs and absorbing the new information carried by the latest data are two ways to maintain an accurate PD. These two ways both require the historical and latest wind power and forecast data of all DWGs. Each MP, however, only has access to the data of its own DWGs and may refuse to share these data with MPs belonging to other stakeholders. Besides, because of the endless generation of new data, the PD updating burden increases sharply. Therefore, we use the distributed strategy to deal with the data collection problem. In addition, we further apply the incremental learning strategy to reduce the updating burden. Finally, we propose a distributed incremental update scheme to make each MP continually acquire the latest conditional PD of its DWGs' WPFE. Specifically, we first use the Gaussian-mixture-model-based (GMM-based) joint PD to characterize the correlation among DWGs. Then, we propose a distributed modified incremental GMM algorithm to enable MPs to update the parameters of the joint PD in a distributed and incremental manner. After that, we further propose a distributed derivation algorithm to make MPs derive their conditional PD of WPFE from the joint one in a distributed way. Combining the two original algorithms, we finally achieve the complete distributed incremental update scheme, by which each MP can continually obtain its latest conditional PD of its DWGs' WPFE via neighborhood communication and local calculation with its own data. The effectiveness, correctness, and efficiency of the proposed scheme are verified using the dataset from the NREL.

Explore related subjects

eess.SYcs.SYeess.SP

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Mengshuo Jia, Chen Shen, Zhaojian Wang. 2020-03-02. A Distributed Incremental Update Scheme for Probability Distribution of Wind Power Forecast Error. https://arxiv.org/abs/1905.06420

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Observability and parameter estimation of a generic model for aggregated distributed energy resources

We propose a novel framework for estimating the parameters of an aggregated distributed energy resources (DER A) model. First, we introduce a rigorous method to determine whether all model parameters are estimable. When they are not, our approach identifies the subset of parameters that can be estimated. The proposed framework offers new insights into the number and specific parameters that can be reliably estimated based on commonly available measurements. It also highlights the limitations of calibrating such models. Second, we introduce a Kalman filtering method to calibrate the DER A model. Since we account for nonlinear effects such as saturation and deadbands, we develop a specific mechanism to handle smoothing functions within the Kalman filter. Specifically, we consider the extended and the unscented Kalman filter. We demonstrate the effectiveness of the proposed framework on a modified IEEE 34-node distribution feeder with inverter- based resources. Our findings align with the North American Electric Reliability Corporation's parameterization guideline and underscore the importance of model calibration in accurately capturing the collective dynamics of distributed energy resources installed on distribution systems.

eess.SY↗
arXiv2026

Salted Fisher Information for Hybrid Systems

Discrete events change how parameter-influence propagates in hybrid systems. Prevailing Fisher information for- mulations assume that sensitivities evolve smoothly according to continuous-time variational equations and therefore neglect the sensitivity updates induced by discrete events. This paper derives a Fisher information matrix formulation compatible with hybrid systems. To do so, we use the saltation matrix, which encodes the first-order transformation of sensitivities induced by discrete events. We call the resulting formulation the salted Fisher information matrix (SFIM). The proposed framework unifies continuous information accumulation during flows with discrete updates at event times. We also show that hybrid persistence of excitation is sufficient for the SFIM to be positive definite

eess.SY↗
arXiv2026

Min-Max Grassmannian Optimization for Online Subspace Tracking

We propose GeRoST (Geometrically Robust Subspace Tracking), an online subspace tracking algorithm that models uncertainty in a subspace using a Grassmannian ball. We derive an exact scalar dual for the worst-case subspace problem, establish conditions for a unique worst-case subspace and a Riemannian gradient, and characterize the minimum radius needed to cover a dimensional extension of the target subspace. Each update uses either a spectral direction computed in a reduced subspace or the gradient of the window reconstruction loss. Our numerical experiments show that GeRoST achieves lower mean post-fault prediction error than GREAT in system identification. In video separation, it achieves higher precision and a better precision--recall balance, as measured by the F$_1$ score, than both GREAT and GRASTA at the reported thresholds, with lower recall and longer runtime.

eess.SY↗