# Solar irradiance forecasting for Chulalongkorn University location using time series models

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1 Senior Project Proposal Year 2016 Solar irradiance forecasting for Chulalongkorn University location using time series models Vichaya Layanun ID Advisor: Assist. Prof. Jitkomut Songsiri Department of Electrical Engineering Faculty of Engineering, Chulalongkorn University 1

2 Why solar forecasting is important? Because, the unreliability of solar power generating has made the entire electrical power generation difficult for power management. Solar forecasting is a widely-common approach to deal with the problem. An improved accuracy in the forecast can provide a better management of electrical power production. 2

3 Forecasting Models Persistence Forecasts Time Series Models Numerical Weather Prediction (NWP) Artificial Intelligence (AI) Stationary Models Non-stationary Models AR MA ARIMA ARIMAX ARMA ARMAX There are many forecasting models to predict the future solar irradiance. We focus on time series models. 3

4 Objective To study the relevant variables of solar irradiance forecasting. To apply ARIMA models, a Seasonal ARIMA models and ARIMAX models to forecast solar irradiance. To validate results of forecasting performance among the models using RMSE, MAE and a sample autocovarince function of the residual as model validation criterion. To solve the practical issues on data pre-processing. 4

5 Scope of work We focus on solar irradiance in the area of Chulalongkorn University location by using ARIMAX and seasonal ARIMAX models. The exogenous inputs consist of the local temperature, relative humidity, wind speed and air pressure will be included in the models. We will conduct experiments to verify our approach by using data obtained from Thai Meteorological Department (TMD). We will study the consequence of seasons of the year in the location. 5

6 Expected outcomes Schemes for solving practical issues on data pre-processing which are 1) missing data and 2) timely asynchronous data. Comparison results of forecasting performance among Persistence forecast, ARIMA models, a Seasonal ARIMA models and ARIMAX models using Root Mean Squared Error (RMSE), Mean Absolute Error as model validation criterion and a sample autocovariance function (ACV) of the residual. 6

7 Practical issues Missing data Asynchronous data 7

8 Relevant Variables Global Horizontal Irradiance (GHI) is the considered variable which is the geometric sum of Direct Normal Irradiance (DNI) and Diffuse Horizontal Irradiance (DHI). This study predicted GHI and we will use the notation of I(t) throughout this project. 8

9 Missing data 9

10 Missing data Data missing usually holds for several consecutive days. Estimating parameters in a time series model definitely requires a complete historical data set. 10

11 Missing-data imputation using typical methods Moving average (MA) and linear interpolation that exploits the variable dynamic cannot perform well in this case as the imputed value is a linear combination of nearby available values. 11

12 Concept of the proposed method for missing-data One obvious choice is to fill the missing values with the mean. 12

13 Concept of the proposed method for missing-data One obvious choice is to fill the missing values with the mean (over yearly data). 13

14 A mean over yearly data is seem to be not a good representative as an imputed value due to different weather types of each day. The idea is that the mean should be the averaged irradiance over the values from the same weather type. 14

15 The proposed method for missing values The required weather classicationvconsists of two steps: 1. a seasonal segmentation based on detecting changes of monotonic properties of temperature and humidity time series 2. a nonlinear support vector machine (SVM) that uses weather labels from the previous seasonal segmentation. 15

16 Missing-data imputation The second and third cycles are imputed. Both imputed cycles using simple mean value (over yearly data) are the same. Proposed method imputes both cycles differently according to different weather types of each day. 16

17 We assess the imputation methods by presumably deleting the recorded values from the data sets, and then we evaluate how well the deleted values are predicted in a yearly basis 17

18 Evaluation Measures Common evaluation measures are Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE) which are used to validate a forecasting method. RMSE and MAE can be defined as RMSE = N 1 N (I t I (t)) 2 t=1 N MAE = 1 N I t I (t) t=1 where N is the length of the time horizon. Desired value of RMSE and MAE is minimized. 18

19 Imputation error 19

20 Asynchronous data 20

21 Asynchronous sampled data GHI data were recorded hourly. Other meteorological variables were recorded 3-hourly. Cubic Spline Interpolation is used to impute exogenous variables to be at hourly sampled rate. 21

22 Time Series Models Models without removing seasonal trend Models with removing seasonal trend Seasonal ARIMA models Fitting of seasonal trends 22

23 GHI data has a seasonal trend GHI (W/m 2 ) Time GHI after removing seasonal trend in January 2014 in Bangkok. We imply that GHI can be described as ARMA models containing s season: A q 1 y t = s t + α + C q 1 v(t) 23

24 Models without removing seasonal trend 24

25 Persistence Forecasts Persistence forecast as a baseline prediction method is used for a comparison to more advanced methods. There are many equations of persistence forecast in accordance with each study. I (t + h) = I(t) Persistence model supposes that solar irradiance at time t + h can be predicted by it value at time t. 25

26 ARIMAX description An autoregressive integrated moving average model with an exogenous input (ARIMAX) is employed to predict the future solar irradiance. The model ARIMAX(p,d,q) is defined by A q 1 1 q 1 d y t = B q 1 u t + C q 1 v(t) where A q 1 = I (a 1 q 1 + a 2 q a p q p ), Autoregressive term B q 1 = B 1 q 1 + B 2 q B m q p, Exogenous term C q 1 = I + c 1 q 1 + c 2 q c q q p, Moving Average term (1 q 1 ) d, Integrated term 26

27 Model Estimation and Selection Model Estimation The Maximum likelihood method (ML) is applied to estimate the parameters of models. The ML estimation is nonlinear optimization problem. Model selection The AIC is defined as The BIC is defined as AIC = 2L + 2d where L is the loglikelihood function and d is the number of effective parameters. where N is the number of sample. BIC = 2L + dlogn 27

28 Models without removing seasonal trend 28

29 29

30 Models with removing seasonal trend 30

31 Seasonal ARIMA models 31

32 Seasonal ARIMA model In this study, we used a seasonal ARIMA models to remove a seasonal trend. The seasonal term and constant are removed by using this transformation. This method is called a Seasonal ARIMA (p, d, q)(p, D, Q) T models which can be defined as where A q T A q 1 (1 q T ) D 1 q 1 d y t = C q T C q 1 v(t) A q 1 = I (a 1 q T + a 2 q 2T + + a p q pp ) C q 1 = I + c 1q T + c 2q 2T + + c qq qq T is a seasonal period (giving T = 16 as daily cycle) and D is integrated seasonal order. 32

33 Seasonal ARIMA model 1 q T y t = y t y(t T) y t y t T Assuming the seasonal trend is known. 33

34 Seasonal ARIMA models Exogenous terms consist of temperature, relative humidity, air pressure and wind speed. Exogenous terms of ARIMAX or SARIMAX marginally affect the forecasting performance. 34

35 To apply Seasonal ARIMA models, a cycle time (T) is fixed considered by priority information. Seasonal trend may consist of many cycles. The idea is to fit seasonal trend, and then subtract it from data. 35

36 Fitting of seasonal trends 36

37 Fitting of seasonal trend We imply that GHI can be described as ARMA models containing s season: A q 1 y t = s t + α + C q 1 v(t) The seasonal term can be expressed as sine wave of certain frequencies f i. It can be written as M s t = σ i sin ω i t + β i cos ω i t i=1 where i = 1,2,3,, t = 0,1,2,, N, σ i is the coefficient of sine component of each frequency ω i, β i is the coefficient of cosine component of each frequency ω i 37

38 Power spectral analysis Power spectral analysis is performed to find a dominant frequency of GHI data The signal repeats in every 16 hours, 8 hours, and 5.3 hours. Other unknown parameters are computed using method of least square after frequencies ω i are known. 38

39 Plot of fitted seasonal model 39

40 Plot of data after removing seasonal trend 40

41 Fitting of seasonal trend Exogenous terms consist of temperature, relative humidity, air pressure and wind speed. Exogenous terms of ARIMAX or SARIMAX marginally affect the forecasting performance. 41

42 Conclusions Historical data contain missing data which are recommended to be imputed using our proposed method. Seasonal effect has to be considered in solar forecasting using time series model. Seasonal removal improves the forecast. Exogenous terms have marginal effect in forecasting solar irradiance. 42

43 we have an recommendation to use SARIMA(2,2,4) as the forecasting model. The equation of this model is 43

44 Holistically, the forecast is statistically accurate except when the measured GHI fluctuated sharply. 44

45 Q&A 45

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