A New Wind Speed Scenario Generation Method Based on Spatiotemporal Dependency Structure

Abstract The accuracy of wind speed scenario generation is critical to the energy dispatching and planning of the wind-integrated power system. The accuracy of the modeling of wind speed can be improved with a comprehensive consideration of the dependency structure between wind speeds, and then the accuracy of wind speed scenario generation can be improved. Therefore, spatial and temporal dependence have been widely studied. However, linear correlation does not fully reflect the nonlinear nature of wind speed. Tail dependence, as a kind of non-linear dependency structure of wind speed in space and time, is studied in this paper. This paper proposes a wind speed scenario generation method based on the C-vine copula that considers spatiotemporal tail dependency structure. With the consideration of spatiotemporal dependency structure, the number of modeled random variables increase significantly. Therefore, a two-step wind speed scenario generation method is proposed to avoid the dimensional disaster. The wind speed data of two wind farms provided by the National Renewable Energy Laboratory are used in simulation analysis, the results demonstrate that reasonable consideration of the spatial and temporal tail dependence of wind speed can improve the accuracy of the spatial and temporal models, and further improve the accuracy of scenarios.