Probabilistic Forecasting of Wind Power Generation Using Online LASSO VAR and EGARCH Model

Probabilistic Forecasting of Wind Power Generation Using Online LASSO VAR and EGARCH Model

Wind power generation has uncertainty due to the high fluctuation of wind speed. In traditional wind power prediction models, the uncertainty is measured by normal distribution with zero mean and constant variance. However, the variance may vary with time, which means the variance has heteroscedasti...

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Détails bibliographiques
Auteur principal: WANG Peng, LI Yanting, ZHANG Yu
Format: Article
Langue:zho
Publié: Editorial Office of Journal of Shanghai Jiao Tong University 2023-07-01
Collection:Shanghai Jiaotong Daxue xuebao
Sujets:
online least absolute shrinkage and selection operator and vector autoregression (lasso var)
heteroscedasticity
exponential generalized autoregressive conditional heteroskedasticity (egarch) model
probabilistic forecasting
Accès en ligne:https://xuebao.sjtu.edu.cn/article/2023/1006-2467/1006-2467-57-7-845.shtml

Internet

https://xuebao.sjtu.edu.cn/article/2023/1006-2467/1006-2467-57-7-845.shtml

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