Weather-based forecasting of energy generation, consumption and price for electrical microgrids management

The Intergovernmental Panel on Climate Change proposes different mitigation strategies to achieve the net emissions reductions that would be required to follow a pathway that limits global warming to 1.5{\deg}C with no or limited overshoot. The transition towards a carbon-free society goes through an inevitable increase of the share of renewable generation in the energy mix and a drastic decrease in terms of the total consumption of fossil fuels. Therefore, this thesis studies the integration of renewables in power systems by investigating forecasting and decision-making tools. Indeed, in contrast to conventional power plants, renewable energy is subject to uncertainty. Most of the generation technologies based on renewable sources are non-dispatchable, and their production is stochastic and hard to predict in advance. A high share of renewables is a great challenge for power systems that have been designed and sized for dispatchable units. In this context, probabilistic forecasts, which aim at modeling the distribution of all possible future realizations, have become an important tool to equip decision-makers, hopefully leading to better decisions in energy applications. This thesis focus on two main research questions: (1) How to produce reliable probabilistic forecasts of renewable generation, consumption, and electricity prices? (2) How to make decisions with uncertainty using probabilistic forecasts? The thesis perimeter is the energy management of "small" systems such as microgrids at a residential scale on a day-ahead basis. It is divided into two main parts to propose directions to address both research questions (1) a forecasting part; (2) a planning and control part.