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Title Modeling of Uncertainty in Wind Energy Forecast
Author Møller, Jan Kloppenborg (Mathematical Statistics, Informatics and Mathematical Modelling, Technical University of Denmark, DTU, DK-2800 Kgs. Lyngby, Denmark)
Supervisor Madsen, Henrik (Department of Informatics and Mathematical Modeling, Technical University of Denmark, DTU, DK-2800 Kgs. Lyngby, Denmark)
Nielsen, Henrik Aalborg (Department of Informatics and Mathematical Modeling, Technical University of Denmark, DTU, DK-2800 Kgs. Lyngby, Denmark)
Institution Technical University of Denmark, DTU, DK-2800 Kgs. Lyngby, Denmark
Thesis level Master's thesis
Year 2006
Abstract The present work give a presentation of the theory of quantile regression and splines. Quantile regression and splines are combined to model the prediction error from Tunø Knob wind power plant. This data set is used as the basis for a discussion of performance parameters for quantiles. An adaptive method for quantile regression is developed, this proves to give convincing results compared to the static model. The implementation of this also proves to be fast. A method for restricted quantile regression for non crossings is implemented and analyzed. Further different approaches for solving the non crossing constraint problem is discussed.
Imprint Department of Informatics and Mathematical Modeling, Technical University of Denmark, DTU : DK-2800 Kgs. Lyngby, Denmark
Pages 156
Fulltext
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Admin Creation date: 2006-10-06    Update date: 2012-12-18    Source: dtu    ID: 191656    Original MXD