Year: 2020
Type: preprint
Abstract: This study evaluates the performance of cointegrated vector autoregressive (VAR) models for very short- and short-term wind power forecasting. Preliminary results for a German data set comprising six wind power production time series indicate that taking into account potential cointegrating relations between the individual series can improve forecasts at short-term time horizons.
Source: arXiv (Cornell University)
Authors: Ziel, Florian, Arsova, Antonia
Language: English
Subfield: Electrical and Electronic Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3092904528