Day-Ahead Probabilistic Forecast of Solar Irradiance: A Stochastic Differential Equation Approach [chapter]

Jordi Badosa, Emmanuel Gobet, Maxime Grangereau, Daeyoung Kim
2018 Springer Proceedings in Mathematics & statistics  
In this work, we derive a probabilistic forecast of the solar irradiance during a day at a given location, using a stochastic differential equation (SDE for short) model. We propose a procedure that transforms a deterministic forecast into a probabilistic forecast: the input parameters of the SDE model are the Arome deterministic forecast computed at day D-1 for the day D. The model also accounts for the maximal irradiance from the clear sky model. The SDE model is mean-reverting towards the
more » ... erministic forecast and the instantaneous amplitude of the noise depends on the clear sky index, so that the fluctuations vanish as the index is close to 0 (cloudy) or 1 (sunny), as observed in practice. Our tests show a good adequacy of the confidence intervals of the model with the measurement.
doi:10.1007/978-3-319-99052-1_4 fatcat:zaauvt3dzfd6tc32l7vukcz4bu