This study evaluates the performance of cointegrated vector autoregressive (VAR) models for very short- and short-term wind power forecasting. Preliminary results for a German data set comprising six wind power production time series indicate that taking into account potential cointegrating relations between the individual series can improve forecasts at short-term time horizons.
翻译:本研究评估了用于极短和短期风力预报的共集矢量自动递减模型的性能,由六个风力发电时间序列组成的德国数据集的初步结果显示,考虑到单个系列之间可能的共集关系,可以改善短期预测。