Kurtosis Analysis of the Wind Speed Time Series in Wind Farms

摘要：

Wind speed forecasting is essential to wind power generation and operation. To improve the performance of wind speed forecasting,analyzing the characteristics of the wind speed time series is necessary,comprehensively,since wind speed change is irregular and may fluctuate violently. In this study,using the technique of the GARCH model kurtosis analysis,the leptokurtosis of wind speed is discussed,and the KA-GARCH theorem is induced and proved,based on the kurtosis definition commonly used in power systems literature. In the case study,GARCH models with three different conditional distributions are presented to simulate the overall kurtosis of wind speed data and a feasible scheme for choosing the best conditional distribution in wind speed forecasting GARCH model is proposed.

关键词： wind speed GARCH kurtosis Laplace distribution GED KA-GARCH theorem

作者: Hao Chen Qiulan Wan Fangxing Li Yurong Wang

作者单位: Nanjing Power Supply Company,Nanjing 210008,China School of Electrical Engineering,Southeast University,Nanjing 210096,China the University of Tennessee,Knoxville,TN37996,USA School of Electrical Engineering,Southeast University,Nanjing 210096,China;the University of Tenness

会议类型: 国际会议

会议名称: 2010年中国国际供电会议(CICED 2010)

会议地点: 南京

会议语种:英文

页码: 70-75

在线出版日期: 2010-09-13（万方平台首次上网日期，不代表论文的发表时间）