On-line quantile regression in the RKHS (Reproducing Kernel Hilbert Space) for operational probabilistic forecasting of wind power
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- 作者：Cristobal Gallego-Castilloa ; cristobaljose.gallego@upm.es" class="auth_mail" title="E-mail the corresponding author ; Ricardo Bessab ; Laura Cavalcanteb ; Oscar Lopez-Garciaa
- 关键词：Wind power ; Quantile regression ; Reproducing Kernel Hilbert Space (RKHS) ; Probabilistic forecast ; Short-term ; On-line
- 刊名：Energy
- 出版年：2016
- 出版时间：15 October 2016
- 年：2016
- 卷：113
- 期：Complete
- 页码：355-365
- 全文大小：1088 K
文摘
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New online quantile regression model based on the Reproducing Kernel Hilbert Space.
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First application to operational probabilistic wind power forecasting.
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Modest improvements of CRPS for prediction horizons between 6 and 20 h ahead.
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Noticeable improvements in terms of Calibration due to online learning.