Comparisons Between Different Hybrid Statistical Models For Accurate Forecasting of Photovoltaic Systems Power

Universit del Salento
Facolt Di Ingegneria Corso di Laurea Magistrale in Ingegneria Meccanica
Tesi di Laurea in: Impianti termotecnici
COMPARISONS BETWEEN DIFFERENT HYBRID STATISTICAL MODELS FOR ACCURATE FORECASTING OF PHOTOVOLTAIC SYSTEMS POWER
Relatori:
Prof. Ing. Paolo M. Congedo Prof.ssa Ing. M.G. De Giorgi
Laureando:
Andrea Cret
Correlatore:
Ing. Maria Malvoni
Sessione Autunnale Anno Accademico 2012/2013
To my Family To God
Contents
Abstract 1 Introduction 2 Photovoltaic system description
2.1 2.2 2.3 2.4 2.5 2.6 2.7 Places description . . . . . . . . . . . . . . . . . . . . . . . . . . . . Climate data analysis . . . . . . . . . . . . . . . . . . . . . . . . . . General specication of the PV plant . . . . . . . . . . . . . . . . . Mechanical dimensioning of the PV plant . . . . . . . . . . . . . . . Electrical dimensioning of the PV plant . . . . . . . . . . . . . . . . Data acquisition system . . . . . . . . . . . . . . . . . . . . . . . .
4 5 8
8 9 13 14 16 17 19
Electrical Power Production Data . . . . . . . . . . . . . . . . . . .
3 Electrical time series forecasting

3.1 3.2 3.3 3.4 3.5 State of the Art . . . . . . . . . . . . . . . . . . . . . . . . . . . . . What is a Learning Machine . . . . . . . . . . . . . . . . . . . . . . Created Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Training and Test Datasets . . . . . . . . . . . . . . . . . . . . . . . Model Performances Evaluations methods . . . . . . . . . . . . . .
24
24 27 29 30 31
4 Articial Neural Networks (ANNs)

4.1 4.2 Elman Back-propagation Neural Network . . . . . . . . . . . . . . . Forecasting with Model I - Input Vector I and II . . . . . . . . . . .
34
34 35
5 Support Vector Machines (SVMs)

5.1 5.2 5.3 5.4 Introduction to Support Vector Machines . . . . . . . . . . . . . . . SVM for Regression Models - SVR Loss Functions . . . . . . . . . . . . . . . . . .
45
45 50 54 54
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Nonlinear SVR using kernel
Contents
5.5 5.6 5.7 5.8 Least Square Support Vector Machine for Regression LsSVM Matlab Toolbox . . . . . . . . 57 59 60 66
. . . . . . . . . . . . . . . . . . . . . . . .
Forecasting with Model II - Input Vector I . . . . . . . . . . . . . . Forecasting with Model II - Input Vector II . . . . . . . . . . . . . .
6 LSSVM with Wavelet Transform

6.1 6.2 6.3 6.4 6.5 6.6 6.7 Fourier transform and short-term Fourier transform . . . . . . . . . Continuous Wavelet transform . . . . . . . . . . . . . . . . . . . . . Discrete Wavelet transform . . . . . . . . . . . . . . . . . . . . . . . Daubechies type 4 Discrete Wavelet transform . . . . . . . . . . . .
74
74 75 77 78 81 82 89
Matlab Wavelet Toolbox and Wavelet transforming algorithm

Forecasting results with Input Vector I
. .
. . . . . . . . . . . . . . . .
Forecasting results with Input Vector II . . . . . . . . . . . . . . . .
7 Multistep forecasting 8 Comparisons between Model I, II and III 9 Conclusions

9.1 9.2 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Future work recommendations . . . . . . . . . . . . . . . . . . . . .
96 98 105
105 106
Acknowledgements
Acknowledgements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Connecting the Dots...
108
108 109
Terms, denitions, abbreviations and symbols Bibliografy
111 119
Abstract
A very high inuence of the photovoltaic energy into electricity free market requires ecient PV power forecasting systems. This study is focused on the power productivity forecasting of a Photovoltaic System located in Apulia - South East of Italy - using dierent hybrid statistical models and comparing the performances between all this models. are based on: Statistical models created and analyzed in this thesis
Articial Neural Networks (ANNs), Least Square Support Vector
Machines (LS-SVMs) and an hybrid model based on Least Square Support Vector Machines (LS-SVMs) with the Wavelet Decomposition of the input dataset. In the rst part of the thesis a description of the photovoltaic systems technology has been made and also a description of the PV park located in Monteroni di Lecce - Puglia - Italy with an accurate analysis of the climate data and the productivity of the plant. In the second part of the thesis dierent models for electric power
forecasting are proposed. Learning Machines theory was explained and forecasting simulations using Mathworks Matlab software are made for dierent forecasting horizons (+1h,+3h,+6h,+12h,+24h). The forecasting errors obtained with the different models are investigated and also an accurate error distribution analysis is made in order to evaluate the model that reaches the best performance. In the nal chapter a short discussion about the Multistep technique applied to the LS-SVM models and also forecasting simulations are mare. It was found that hybrid methods based on LS-SVM and WD outperform oher methods in the majority of cases.
Chapter 1 Introduction
According to the statistical analysis of the photovoltaic PV systems in Italy, performed by the Italian Energy Service (Gestore Servizi Energetici, GSE S.p.A.), at the end of 2011 about 330,200 plants have become operative in Italy with a total installed power of 12,780 MW. In September 2012 the number of plants increased up to 440,387 and the total power was equal to 15,482.8 MW. In the middle September 2013 the installed PV plants increased to 549,918 with a total power equal to 17,439 MW and the Apulia Region - in the south-east of Italy - is the rst region in Italy for installed PV power (2,493 MW), with about 128
kW/km2 .
One of the Apulian
PV plant was installed in the "Ecotekne Campus" of the University of Salento in Monteroni di Lecce (LE), that promotes the use of renewable energy and also participating in international research projects in this eld. This study is part of the founded research project "Building Energy Advanced Management Systems (BEAMS)". BEAMS is an EU Research and Development project funded by the EC in the context of the 7th Framework Program. Its strategic goal is the development of an advanced, integrated management system which enables energy eciency in buildings and special infrastructures from a holistic perspective. The project is developing an open interoperability gateway that will allow the management of diverse, heterogeneous sources and loads, some of them typically present nowadays in spaces of public use (e.g. public lighting, ventilation, air conditioning), some others emergent and to be widespread over the next years (e.g. electric vehicles). BEAMS is a user driven, demonstration oriented project, where evidence of the energy and
CO2
savings achieved by the project's technologies will be collected. By
means of a decentralized architecture, BEAMS will enable new mechanisms to extend current building management systems and achieve higher degrees of eciency.
Figure 1.1: Italian Solar Map
The solution proposed will not only support the human operator of the building or facility to achieve higher eciency in the use of energy, but it will also open new opportunities to third parties - such as Energy Service Companies (ESCO), utilities and grid operators - needing and willing to interact with BEAMS management system through the interoperability gateway in order to improve the quality and eciency of the service - both inside and outside the perimeter of the facility.
Figure 1.2: BEAMS Project logo
The purpose of this thesis is to design dierent hybrid statistical models for photovoltaic power forecasting, applied to the PV Park located in Monteroni di
Lecce (LE), and also evaluate the performances of these dierent forecasting models. In the First part of this thesis, the author presents a detailed description of the Photovoltaic Power Plant, including a detailed climate data analysis and the Data acquisition system, based on past studies made by P.M. Congedo et. al. [1]. Secondly, a productivity analysis is proposed relying on the original project of the plant made by the Italian company ESPE srl. A very accurate literature search of the Electrical time series forecasting state of the art was done, underlining the evolution of time series forecasting, starting from traditional statistical methods such as multi-linear regression models, Box-Jenkins methods, Kalman ltering-based methods and ARMA models. It is focused that electric load time series are usually nonlinear functions of exogenous variables [13], so to incorporate non-linearity, many researches started using Articial Neural Networks (ANNs), Support Vector Machines (SVMs) and Hybrid models based on Wavelet Transform of the signals. It is also underlined that no one already used a Least Square Support Vector Machines (LSSVMs) based model and also an hybrid model with Wavelet Transform and LSSVMs in order to evaluate the performances of a photovoltaic power plant. So, the innovative character of this thesis is to use these hybrid statistical models in order to reach better performances in PV power forecasting. In order to store in ecient way the acquired data from the PV Power plant, a software called "Solar Data Extractor" was developed, that provides a real time acquisition from the PV plant design company web site to a local MS Access Database. Also a Java routine for MS Access to MySQL database conversion is developed. In the Second part of the thesis a description of the mathematical theory of Articial Neural Networks, Least Square Support Vector Machines and Wavelet Transform is proposed, underlining the strengths and the weaknesses of each algorithm. After that, forecasting simulations are made using Mathworks Matlab
R2012b software with each forecasting models and using as input two dierent input vectors. All the results are analyzed and an accurate performance evaluation by using a statistical approach is proposed. Performance of the created models are compared in order to focus the best forecasting models for particular applications. A nal discussion about the used
forecasting techniques is proposed, underlining positive and negative aspects of each model and also some future work recommendations in order to improve the performance of the created models.
Chapter 2 Photovoltaic system description

2.1 Places description
The PV Park under study is located in the campus of the University of Salento,
in Monteroni di Lecce (LE), Puglia (40 19
32 16N, 18 5 52 44E )
and maps in
Figures 2.1 and 2.2 indicates its geographical collocation.
Figure 2.1: Geographical collocation of the Campus "Ecotekne" (source: Google Maps)
The PV Panels of the PV Park are installed on shelters used as car parking, as shown in Figures 2.3 and 2.4
2.2 Climate data analysis
Figure 2.2: Map of the Campus Ecotekne (source: Google Maps)
Figure 2.3: Example 1 of PV modules installed on shelters in the Ecotekne Campus

The PV Park is characterized by a warm Mediterranean climate with a dry summer [1]. The Cartesian and polar solar maps of the site are proposed in Figures 2.6 and 2.7. The climate data of the site, reported in www.meteo-am.it and www.ilmeteo.it were analyzed in terms of temperature, humidity and wind speed during three temporal periods: from 1961 to 1990, from 1991 to 2000 and from 2001 to 2011. Table 2.1 shows the values of average ambient temperature and PV module
Figure 2.4: Example 2 of PV modules installed on shelters in the Ecotekne Campus
(a) 1961-1990
(b) 1991-2000
(c) 2001-2011
Figure 2.5: Means of Maximum and minimum temperatures during three periods
temperature for each range of solar irradiance for the target period (2012). average ambient temperature ranges from
The
18.9 C
to
1 100 W/m
and
27.5 C
at
1100 1200 W/m2 .
Moreover, the average PV module temperature ranges from
16
10
Figure 2.6: Height of the sun for twelve months for the desired latitude - Cartesian diagram (source: ENEA)
Figure 2.7: Height of the sun for twelve months for the desired latitude - Polar diagram (source: ENEA)
to
0 100 W/m2 W/m

2
and
48.6 C
at
1100 1200 W/m2 .
In the range between 1100
and 1200 21
the PV module temperature reaches the highest increment (about
C ).
11
Solar Irradiance (W/m2 ) 0-100 100-200 200-300 300-400 400-500 500-600 600-700 700-800 800-900 900-1000 1000-1100 1100-1200 1200-1300
of solar irradiance
Ambient Temperature
Ambient Temperature
( C)
18.9 22.2 23.5 24.3 24.9 25.8 25.8 26.8 27.1 27.5 25.5 27.5 17.9
( C )
16.0 22.8 26.4 29.7 32.7 36.2 38.6 41.9 43.9 45.3 45.7 48.6 28.1
Table 2.1: Average ambient temperature and PV module temperature for each range
Max Solar Irradiance PV1 (W/m )
Max Solar Irradiance PV2
2 (W/m )
1073.4 1344.4 1309.0 1265.0 1124.3 1122.1 1249.5 1103.5
March April May June July August September October
984.2 1253.1 1245.0 1249.9 1094.7 1101.4 1220.2 924.8
Table 2.2: Monthly ranges variation of solar irradiance
Table 2.2 shows the maximum values recorded for each month regarding solar irradiance and the maximum and minimum values of ambient temperature and module temperature are shown in Table 2.3. The maximum dierence between
Tc
12
2.3 General specication of the PV plant
Month March April May June July August September October

perature
Ambient temperature ( C )
Min 4.4 4.6 8.7 13.6 18.1 15.7 10.1 6.8 Max 25.1 29.4 33.7 43.1 44.4 41.2 37.1 33.4
Module temperature ( C )
Min -1.1 -0.1 4.82 9.1 13.7 11.3 4.5 0.8 Max 50.4 57.2 60.2 73.6 70.5 69.6 62.5 55.9
Table 2.3: Monthly ranges variation of PV module temperature and ambient tem-
and
Ta
of about
40.3 C
is also noted. The maximum PV module temperature is
73.6 C , 33.4 C .
when the solar irradiance and ambient temperature are
915.5 W/m2
and
2.3 General specication of the PV plant

In the University Campus "Ecotekne" located in Monteroni di Lecce (LE) Apulia - Italy is installed a Photovoltaic plant for the electrical energy production by the direct conversion of the solar radiation, means photovoltaic eect, composed primarily of a set of PV modules, one or more conversion groups from continuous current to alternate current and other minor electrical components. cation of the single PV module are shown in Tab. 2.4. The speci-
The modules installed
in the PV plant are produced by the company "SUNPOWER Corporation"; they have a declared ecient of 19.6%, a reduced tension-temperature coecient and a anti-reective glass. The solar cells used for this module are produced by "Maxeon Corp." with "back-contact" patented technology. In the site under study there are the following 4 PV sub-plants with dierent nominal power:
FV1: 960
kWp kWp
FV2.1: 990.72
13
2.4 Mechanical dimensioning of the PV plant

FV2.2: 979.20 FV3: 84.436
kWp
kWp
PV module
Type Nominal power (Pn ) Maximum power voltage (Vp m) Maximum power current (Ip m) Open circuit voltage (Vo c) Short circuit current (Is c) Weight Net [gross] module surface
Specication Mono-crystalline silicon 320
a Wp
54.70 V 5.86 A 64.80 V 6.24 A 18.6 Kg 1.57
m2
[1.63
m2 ]
Table 2.4: Specications of the PV module
This study focuses on the sub-plant FV1, that have specication shown in Tab. 2.5. The FV1 sub-plant is composed by two dierent module groups: the rst group with nominal power of 606.7
kWp
and a modules Tilt angle of
15
and a second
group with nominal power of 353.3
kWp
and a modules Tilt angle of
3 .

The support structures of the shelters are metallic structures that ensure the anchorage to the ground to the PV modules. They also ensure the designed right angle to the PV modules. All the mechanical structures were designed and built by the company ESPE srl, respecting the Italian legislation (Leggi 1086/71, 64/74, D.M. 14 January 2008). The shelters were dimensioned to resist to the following loads:
Permanents loads 1. Structures weight 2. Ballast weight 3. Modules weight
14
Overloads 1. Snow loads 2. Wind loads 3. Thermal variations 4. Seismic eects
The nal checks of the structure was made with the most unfavorable load conditions and also applying a safety factor for the tipping checks equal to 1.5. For the resistance checks was applied allowable stresses equal to
1.125amm
and
1.125amm .
PV module
Type Nominal power of PV system Total number of modules Total number of inverter Total number of strings Total number of module for each string Net [gross] modules' surface
Specication Mono-crystalline silicon 960
kWp
3
3000
250 12 4710
m2
[4892
m2 ]
PV1 PV system
Nominal power of PV system Azimuth Tilt Total number of modules Net [gross] modules' surface 1733.3 353.3
kWp
-10
3
1104
m2
[1799.5
m2 ]
PV2 PV system
Nominal power of PV system Azimuth Tilt Total number of modules Net [gross] modules' surface 2976.7 606.7
kWp
-10
15
1896
m2
[3090.5
m2 ]
Table 2.5: Specications of the PV system FV1
15
2.5 Electrical dimensioning of the PV plant
2.5 Electrical dimensioning of the PV plant

The FV1 PV Plant was partitioned in two sub-plants having peak power equal to 606.72
kWp
and 353.28
kWp .
For the electrical dimensioning of the FV1 Plant a
productivity study was made, as shown in Tab. 2.6 for PV1 modules group and in Tab. 2.7 for PV2 modules group.
606.72 kWp PV sub-plant productivity Fixed system: Tilt = 15 , Orientation = 10 Month January February March April May June July August September October November December Year Mean Year Total
Ed
1.90 2.36 3.40 4.36 4.82 5.11 5.17 4.83 4.05 3.14 2.16 1.70
Em
59.0 66.1 105 131 149 153 160 150 121 97.3 64.9 52.6
Hd
2.39 3.0 4.43 5.79 6.57 7.13 7.26 6.81 5.52 4.18 2.79 2.15
Hm
74.1 84.0 137 174 204 214 225 211 166 130 83.8 66.5
3.59 1310
109
4.48 1770
kWp
PV sub-plant
147
Table 2.6: Productivity of the 606.72
Where:
Ed : Em : Hd : Hm :
Electrical average daily productivity (kW h/kW p per year); Electrical average monthly productivity (kW h/kW p per year);
2 Average solar daily radiation for square meter (kW h/m ); 2 Average solar monthly radiation for square meter (kW h/m );
16
2.6 Data acquisition system
353.28 kWp PV sub-plant productivity Fixed system: Tilt = 3 , Orientation = 10 Month January February March April May June July August September October November December Year Mean Year Total
Ed
1.52 2.04 3.11 4.19 4.81 5.19 5.20 4.71 3.74 2.71 1.75 1.33
Em
47.2 57.1 96.3 126 149 156 161 146 112 84.1 52.5 41.2
Hd
1.96 2.60 4.02 5.52 6.51 7.20 7.25 6.58 5.06 3.62 2.30 1.73
Hm
60.7 72.9 125 166 202 216 225 204 152 112 68.9 53.6
3.37 1230
102
4.54 1660
kWp
PV sub-plant
138
Table 2.7: Productivity of the 353.28
Where:
Ed : Em : Hd : Hm :
Electrical average daily productivity (kW h/kW p per year); Electrical average monthly productivity (kW h/kW p per year);
2 Average solar daily radiation for square meter (kW h/m ); 2 Average solar monthly radiation for square meter (kW h/m );

The Company ESAPRO, who designed the PV plant, installed a data acquisition system in order to monitor the system main parameters. The solar irradiation is monitored by LP-PYRA02 sensors with resolution of 1
W/m2 .
PT100 type
temperature sensors are used to measure the PV module temperature and the ambient temperature. The data acquisition system consist of three inverters, the solar irradiation sensors and the PV module/ambient temperature sensors. The data
17

from inverters and sensors are characterized by protocols Modbus, Probus, clean contacts or digital inputs, and they are collected by a PLC Siemens with scada WINCC for processing and storage. Another scada WINCC is used to extract and duplicate local data. the society ESAPRO All the acquired data is down-loadable by the web site of
"http://supervisione.espe.it/fotovoltaicoWeb/index.htm"
that
designed and installed the PV plant.
DATA TYPE
Total Energy Production Active Power - Radiation Daily Energy Production Monthly Energy Production Annual Energy Production Ambient Temperature Module Temperature Integral Radiation
Units
kW h kW W/m2 kW h kW h kW h

C C
W/m2
Table 2.8: Acquired Data Type from ESAPRO Website
The Web-site of ESAPRO allows to download data in XLS, CSV and PDF digital formats by using a web module for selecting the desired period of time. This procedure for data extracting is static: it not allows the user to have a real-time acquisition but a manual downloading is necessary. In addiction, XLS and CSV
les become too big for high acquisition periods of time and are dicult to manage. In order to obtain a real-time acquisition system and a historical local database with the data from the put-into-service-day of the PV plant, a software has been created. The developed software called "SOLAR DATA EXTRACTOR" allows to interrogate the ESAPRO web-site every 10 minutes and extract the data type shown in Tab. 2.8. The extracted data is inserted into an MS ACCESS 2007 Database. By interrogating the Access Database is possible to have real-time information about the main parameters of the PV plant. Fig. 2.8 shows the main screen of the
software: it's possible to select the MANUAL or AUTOMATIC acquisition mode. In order to implement a Web application and to have a fast data interrogation from Matlab software, a data conversion from ACCESS DB to MySQL Database was made by a developed Java software, as shown in Fig. 2.10. A general scheme of the data acquisition system developed is shown in Fig. 2.11.
18
2.7 Electrical Power Production Data
Figure 2.8: Software SOLAR DATA EXTRACTOR main screen
Figure 2.9: Software SOLAR DATA EXTRACTOR export screen

The relation between power production, time and meteorological conditions are vital for an accurate prediction of solar power production. These factors should be taken into account when determining the data that will be used in power production forecasting. In this study, the data sets used in the forecasting process consist of past peak electrical power production values, ambient temperature values, PV modules temperature values and solar irradiation values. A plot of the Data sets used in this study is shown in Figure 2.13. For each hour
considered as the beginning time of
the forecasting, the input vector was given by:
The average value of the power produced by the PV plant in the previous 60 minutes respect to the hour
given by:
Pm (i) =
1 P (t) 6 t=i50min
19
i = 1, ..., 6297
(2.1)
Figure 2.10: Software for ACCESS DB to MySQL DB conversion
The hourly average value of the module temperature ( ture (
C ),
ambient temperaand irradiance for
C ),
irradiance on plain inclined at a tilt angle of 3
a tilt angle of 15
(W/m ).
The target used to evaluate model prediction is given by average hourly powers
Pt (i, l),
the sum of the
Pm (r)
during the forecast time horizon l , dened as:
Pt (i, l) =
1 Pm (r) 6 r=i+1
i+ l
i = 1, ..., 6297
(2.2)
Figure 2.14 shows the correlation between the solar radiation for PV modules at 3and Output Power, solar radiation for PV modules at 15and Output Power, Ambient Temperature and Output Power and also Module Temperature and Output Power, on the basis of one year collected data. The correlation coecient of PearsonBravais
(R 2 )
is used to evaluate the data correlation: it is evident that the most
correlated parameter with PV power is given by irradiation but in view of the
R2
values obtained, all parameters have been taken into consideration to implement the forecasting Models in this study. The very high correlation between Solar Irradiation and PV Power is also shown in Fig. 2.12: the solar irradiation curve is almost the same of the PV Power curve, it follows the same trend for every time instant.
20
Figure 2.11: General PV Dataset Management System
Figure 2.12: Correlation between Solar Radiation and Output Power
21
(a) Output Power
(b) Ambient Temperature
(c) Module Temperature
(d) Solar Radiation at
(e) Solar Radiation at
15
Figure 2.13: Input Dataset plot
22
(a) Ambient Temperature - Output Power
(b) Module Temperature - Output Power
(c) Irradiation at
- Output Power
(d) Irradiation at
15
- Output Power
Figure 2.14: Input Dataset plot
23
Chapter 3 Electrical time series forecasting

3.1 State of the Art
Figure 3.1: Italian renewable energy production
Load and Productivity forecasting has always been a key instrument in power system operation. Many operational decisions in power systems, such as unit commitment, economic dispatch, automatic generation control, security assessment, maintenance scheduling and energy commercialization depend on the future behavior of loads and productivity. In particular, with the rise of deregulation and free competition of the electric power industry all around the world, loads and productivity forecasting has become more important than ever before [12]. Since renewable energy power plants such as PV systems and Wind farms were used, the productivity forecast for the national energy system become dicult due to the
24

high variability of the electricity production of this new systems. In recent years, accuracy of electricity productivity forecasting has become very important on regional and national scale. In terms of precision, electricity suppliers are interested in various horizons in order to estimate the fossil fuel saving, to manage and dispatch the power plants installed [14]. The uncertainty of power from
the sun is a limitation of PV system, inuencing the quality of the electrical system that connected. So, the possibility to predict the PV Power (up to 24 h or even more) can become very important for an ecient planning of the Grid Connected photovoltaic systems [2]. The PV Power production mainly includes two kinds of methods (Fig. 3.2): physical model-based and historical data-based methods [33]. Physical models are based on numerical weather predictions (NWP) to predict solar radiation and other meteorological data. It does well in in medium-term and long-term predictions. The historical data methods requires only past power or climate data and do better in short-term prediction. All the dierent wind and solar power prediction studies, and also electric loads predictions studies, underline the necessity to implement forecasting models by using physical and statistical models or to combine short-term and medium-term models to improve the forecasting performance. In this study only historical data-based models for short term PV Power forecasting are used.
Figure 3.2: Renewable Energy forecasting methods
In literature dierent historical data-based forecasting methods were developed to evaluate the performance of PV systems. Statistical models include moving average and exponential smoothing methods such as, multi-linear regression models, stochastic process, data mining approaches, autoregressive and moving averages (ARMA) models, Box-Jenkins methods, and Kalman ltering-based methods [12].
25

However, electric load time series are usually nonlinear functions of exogenous variables. Therefore, to incorporate non-linearity, Articial Neural Networks (ANNs) have received much more attention in solving problems of electricity load or productivity forecasting [13]. In [15] the power forecasting of a PV system has been presented by calculating the solar radiation, collecting data from weather forecasting, and using Elman neural network to forecast by using data from PV system. In [16] a MLP network for 24 h forecasting ahead of solar irradiation was developed. The proposed model used as input parameters the mean daily irradiation
and the mean daily air temperature. De Giorgi et al [18] compared ARMA models, which perform a linear mapping between inputs and outputs with Articial Neural Network (ANNs) and Adaptive Neuro-Fuzzy Inference Systems (ANFIS), which perform a non-linear mapping, underlining that ANNs presents an higher accuracy at long time horizon in wind power forecasting. The higher forecasting accuracy for long time horizon given by non-linear models as the ANN is also shown in [3842] for PV power prediction and in [4349] for wind power signals. However, one major risk in using ANN models is the possibility of excessive training data approximation, i.e., over-tting, which usually increases the out-of-sample forecasting errors [16]. Recently, new methods for time series forecasting based on Learning Machines were developed, using Support Vector Machines (SVMs). A Support Vector Machine for Regression problems is based on the Vapnik statistical learning theory [4, 5] and has been used for electrical productivity forecasting (PV systems, Wind parks, etc..). Several studies demonstrate that SVMs are more resistant to the overtting problem, by achieving high generalization performance in solving forecasting problems of various time series. In addiction SVM can model complex problems
with datasets made up of several variables and a reduced training dataset. In [35] is focused the less computational times of the SVM, compared to ANN models using back-propagation algorithms. Ruidong Xu et. al. [36] shown that PV power forecasting by using SVM models is more ecient than that of the ANN and more practicable and also in [50] and [51] forecasting models based on Support Vector Machines Regression are proposed. Also in [37] SVM model outperform ANN. A variant of the standard SVM is the Least Square Support Vector Machine (LSSVM) [10], which uses a simplied linear model, more simple and computationally easier but with the same advantages of the ANNs and SVMs models. LSSVM models are already applied for wind power forecasting such as in [52] and [53]: is is focused that this models outperform standard SVM Regression, in particular for
26
3.2 What is a Learning Machine

very-short forecasting horizons. Improvement of prediction performance is noticeable in particular for hybrid methods based on Wavelet decompositions [13], [19] and [33]. The non-stationary nature of PV power (such as wind power) is interesting for a WD studying of this kind of signals; the time series can be decomposed into approximately stationary components and allowing to the model to analyze those components separately. Xiyun Yang et. al. [7] used wavelet transform to process data for PV power prediction with a SVMs Model, and the Wavelet Transform was also used to improve the performance of Neural Networks Forecasting Models for Wind Power and National Electric Loads [33], [34]. In [54] an hybrid approach based on WD and
ANNs and evolutionary algorithm was successfully proposed. No one already used a LS-SVM model or an hybrid LS-SVM model for PV Power forecasting, so the innovation introduced in this thesis concern the usage of a LS-SVM model for PV Power forecasting and also an Hybrid Model based on LS-SVM. A nal evaluation of the performance of ANNs, LS-SVMs and LS-SVMs with Wavelet Transform is proposed in order to reach the best performance for every forecasting horizon.

A learning system is a system that provides an adaptive answer to external urges. A Learning process requires a feedback from the external environment that give information to the system that learn from the quality of the answer associated to the urge. Learning machines are based on three types of learning processes (Fig. 3.3):
Figure 3.3: Learning Machines
27
Supervised Learning:
the feedback provided to the system is implemented
by an error function that evaluate the bias from the system response to the optimal response. The target of the learning process is to minimize the error function in order to obtain an optimal response;
Non-Supervised Learning:
the optimal response to the urge input does not
exist. The learning machine can be able to extract information of similarity between input data (without desired output association) in order to make a categorization;
Reinforcement Learning:
tations.
is a programming philosophy that allows to re-
alize algorithms able to learn and adapt themselves to the environment muThis programming technique is based on the possibility to receive
external urges depending on the algorithm choices. A correct choice will result in an award while a incorrect choice will result in a penalization of the system. The target of the system is to reach the higher premium and then the best result.
It isn't always possible to specify a deterministic relation between an input dataset (urges) and an associated output dataset (response). The solution to these problems is to Learn from some examples the functional relation (target function) that map the input space in the output space. The
evaluation
obtained by the
target function from the extrapolated input example information is called
Learning
Problem Solution.
It is important to select from a set of functions the one with the
best input-output mapping performance. An AGENT is a system designed inspiring on a human or animal model. An Agent is made up of a Sensor System integrated with the external environment in order of acquiring data, a Decisional System in order to take decisions basing on acquired data and an Actuation System for operating on the environment using the decision from the Decisional System. In a system for reinforcement learning:
The Agent receive sensations from the environment using its sensors The Agent decide the actions on the external environment According to the results of the actions, the agent can be awarded
28
3.3 Created Models
Figure 3.4: Reinforcement Learning
In order to use an automatic learning method, general suppositions about environment properties are made, in particular the environment is described by a Markov Decision Process (MDP), formally dened by:
A nite action set A; A nite states set S; A transition function T
(T : S A
(S ))
that assign to every couple
state-action a probability distribution on S;
A reinforcement function (reward function) R
(R : S A A
that
assign a numerical value on every possible transition.
3.3 Created Models

Table 3.1 shows the MODELS created for PV Power production forecasting. Each model is used for forecasting horizons: +1 hours, +3 hours, +6 hours, +12 hours, +24 hours, while Table 3.2 shows the INPUT VECTORS of data used for the forecasting simulations.
Model I II III
Forecasting Technique
Elman Back-Propagation Articial Neural Network Least Square Support Vectors Machine - LsSVM LsSVM with Deubreches type 4 Wavelet Decomposition on 8 levels Table 3.1: Forecasting Models created
29
3.4 Training and Test Datasets
Input Vector I II
Description
Output Power Output Power, Irradiation at
3 ,
Irradiation at
15 ,
Module
Temperature, Ambient Temperature Table 3.2: Input Vectors used with every Models
Before applying one of the forecasting Models, some operations on the Datasets are necessary in order to obtain better performance and to allow to the simulation software (Mathworks Matlab) to success the forecasting procedure, as shown in Fig. 3.5 . After the acquisition, the data was adjusted to suit the Matlab routine, normalized between a range
[1; 1],
uploaded into a Matlab database and after the
forecasting procedure the dataset was denormalized and compared with the real power data, evaluating the performances of the model. The data normalization was made by a Min-Max Normalization procedure, using the Eq. 3.1.
minA (N maxA N minA ) + N minA maxA minA
(3.1)
Where:
= =
value to normalize; normalized value; = minimum value of
minA maxA
; ;
= maximum value of
N max N min
= maximum value of the new range; = minimum value of the new range;
3.4 Training and Test Datasets

All the collected data time series (365 days/6297 hourly records) were divided in two sets: Training and Testing data sets. The training data set included 65% of the time series data, the testing data set 35% (Figure 3.6), in the same way done by De Giorgi et. al. [2]. Figures 3.7 and 3.8 shows the trend of some samples from the training and test datasets.
30
3.5 Model Performances Evaluations methods
Figure 3.5: Acquired dataset adjustment
Figure 3.6: Training and Test Dataset division

The Mean Absolute Error (MAE), Normalized Mean Absolute Percentage Error (NMAPE) and the Standard Deviation (Std) of MAE [33] can be used to measure the prediction performance of the created models:
M AE =
1 n
|Pi Ti |
(3.2)
N M AP E =
1 n
|Pi Ti | 100 C
(3.3)
31
Figure 3.7: Example of used Training data
Figure 3.8: Example of used Test data
Std =
1 n1
Pi Ti M AE 2
(3.4)
Where:
i: n:
generic time instant; number of observations; forecasted PV power at time instant i;
Pi :
32

Ti C
= real PV power at time instant i; = maximum real PV at time instant i.
De Giorgi et. al. [2] have chosen the NMAPE as the best parameter in order to evaluate in a correct way the quality of the forecasts. The normalizations of
the dierences between predicted power and real power allows to prevent that very dierent errors have the same weight for the performances evaluation. For Example, without normalization, a dierence between same importance that a dierence between
Pi = 2 kW
and
Ti = 4 kW
have the The
Pi = 200 kW
and
Ti = 400 kW .
NMAPE parameter will be used for evaluating the performances of every Models used in this thesis. Analyzing the output data obtained from the forecasting Models created, it was noticed that, in lot of cases, the output data is a negative value. The negative output data will be replaced with a zero value. Even though the NMAPE is a valid indicator of the performances of a forecasting Model, a better statistical analysis of the output data has been proposed: has been studied the probability of obtaining an NMAPE value between dierent Ranges of values, as shown in Tab. 3.3.
Forecasting Models Model I Model II Model III
Evaluated Probability Range

1%, 5%, 10%, 20% 1%, 5%, 10%, 20% 1%, 5%, 10%, 20%
Table 3.3: Probability range for the NMAPE
33
Chapter 4 Articial Neural Networks (ANNs)

Neural networks are composed by simple elements operating in parallel and inspired on the biological nervous system. The complexity of the real neurons is highly abstracted when modeling articial neurons. These basically consist of (like synapses), which are multiplied by
inputs
weights
(strength of the respective signals),
and then computed by a mathematical functions which determines the of of
activation the neuron. Another function (which may be the identity) computes the output the articial neuron (sometimes in dependance of a certain thereshold ). ANNs
combine articial neurons in order to process information. By adjusting the weights of an articial neuron we can obtain the output we want to specic input and this process of adjusting the weights is called
learning
or
training.
Figure 4.1: Articial Neuron
4.1 Elman Back-propagation Neural Network

A rst prediction model based on Elman Neural Network has already been used by P.M. Congedo et. al. in order to forecast the productivity of the PV system This kind of Neural Network has a feedback from
of the Campus Ecotekne [1].
the output of the rst layer to the input of the same layer - as shown in Fig. 4.1
34
4.2 Forecasting with Model I - Input Vector I and II

- thus enabling the detection and generation of time-varying patterns [55]. This
characteristic is of great importance as the time-length ot the prediction increases. The used scheme consists of three layers of neurons. The number of neurons in
each layer is dened in Tab. 4.1. In the rst layer the hyperbolic tangent sigmoid transfer function (TANSIG) [56] was applied and in the second layer the linear transfer function (PURELIN) [57] was used. The "gradient descent weight and
bias" was used as learning function (LEARNGD) [58] to determine how to adjust the neuron weights to maximize performance.
Figure 4.2: Typical architecture of an Elman Back Propagation ANN
The implementation of the Elman Neural Network in the calculator was done by using the Matlab
Neural Network ToolboxVersion R2011b.

[1; +1].
The input data
were processed in order to delete wrong acquisitions (negative values and out-ofscale values) and also normalized between the intervals The parameters
used for designing the Elman Neural Network are shown in Tab. 4.1. The Model based on Elamn ANN was called MODEL I, as already shown in Tab. 3.1; INPUT VECTOR I and INPUT VECTOR II are used as input for the created Model I.

In this section, experiments were carried out to evaluate the performance of the Model I and simulations results are shown in Tab. 4.2. Firstly, forecasting
performance are evaluated with the NMAPE for Model I and Input Vectors I and II.
35
Parameter Training function Adapt learning function Number of layers Neurons (layer 1) Neurons (layer 2) Neurons (layer 3) Activation function hidden layer Activation function output layer Epochs
Value
TRAINGDX LEARNGD 3 5 5 1 TANSIG PURELIN 500
Table 4.1: Training parameters for the Elman ANN
NMAPE Horizon +1
[%]
NMAPE Horizon +3
[%]
15.11
NMAPE Horizon +6
[%]
20.18
NMAPE Horizon +12

[%]
21.12
NMAPE Horizon +24

[%]
18.54
Input Vector I Input Vector II
9.40
6.49
10.37
13.46
14.22
19.60
Table 4.2: Productivity forecasting results for Model 1
The NMAPE rises as the forecasting horizon increases, except for the forecasting horizon +24 with Input Vector I. The lower NMAPE for horizon +24 with Input Vector I is due to the low correlation of dataset for an high forecasting horizon. As expected, using Input Vector II instead of Input Vector I, better forecasting performances can be obtained. Figures 4.3 and 4.4 show histograms with the data in Table 4.2 while Figure 4.5 shows a line chart comparison between the NMAPE values obtained with Input Vectors I and II on Model I: using Input Vector II the NMAPE decreasing is higher for high forecasting horizons. Figures from 4.6 to 4.9 show a graphical comparison between the Real PV Power Production and the forecasted PV Power Production for some time samples and also
36
Figure 4.3: NAMPE for Model I with Input vector I
Figure 4.4: NAMPE for Model I with Input vector II
Figure 4.5: Comparisons between NMAPE for Model I - Input Vectors I and II
a plot of the corresponding error. Graphs show that using Input Vector I there is always a bias error between the forecasted and real PV power (visible when the real
37

PV power as zero value). It is also shown that usign Input Vector I the forecasting model is not very capable to follow abrupt changes of the Real PV power signal, such as in case of an unexpected passage of clouds over the PV plant. Using Input Vector II the performance increases: the forecasting power better follows abrupt changes of the real power and also the bias error is cleared. For both Input Vector and for every forecasting horizons, the forecasted PV power signal presents a delay for the edge of the real power signal and an advance for falling edge of the real power signal. This behavior of the model is also visible from the error signal that has a sinusoidal for real power peaks. Tables 4.3 and 4.4 show the probability distribution of the NMAPE for all the forecasting horizons. Figure 4.10 shows the error distribution for the Model I with Input Vector I and II and for all the forecasting horizons. These graphs allows
to evaluate the tendency af the Model to underestimate or overestimate the real PV power: generally, using Input Vector I there is and underestimation of the error while using Input Vector II the error distribution has an average value closer to zero. It can be also inferred from the graphs that error distributions for long forecasting horizons have higher standard deviation values, especially for the horizon +24 h.
Probab. (+1 h)
[%]
Probab. (+3 h)
[%]
2 9 56 76
Probab. (+6 h)
[%]
1 6 12 67
Probab. (+12 h)
[%]
2 8 17 37
Probab. (+24 h)
[%]
3 17 34 61
1% 5% 10 % 20 %
2 16 72 87
Table 4.3: Probability analysis results for Model I with Input Vector I
Fig. 4.11 shows the error distribution comparison between Input Vector I and II for Model I: the best performance of the Input Vector II in terms of mean of the Gaussian distribution are clearly perceptible. A graphical comparison between the probability distributions of the NMAPE for Model I is also provided and is shown in Figures 4.12 and 4.13. As expected, the probability to have a low NMAPE is not very good using Input Vector I, while it raises using Input Vector II. Figure 4.12 shows that using Input Vector I a forecasting horizon increasing is not always related to a Probability decreasing, due to a low correlation between the input and the output data, while Figure 4.13 shows that using Input Vector II, a forecasting
38
Figure 4.6: Comparisons between actual and forecasted PV power and Error for Model I with Input Vector I - forecasting horizon +1 hour
Figure 4.7: Comparisons between actual and forecasted PV power for Model I with Input Vector II - forecasting horizon +1 hour
39
Figure 4.8: Comparisons between actual and forecasted PV power for Model I with Input Vector I - forecasting horizon +6 hour
Figure 4.9: Comparisons between actual and forecasted PV power for Model I with Input Vector II - forecasting horizon +6 hour
40

horizon increasing always cause a Probability decreasing, for every NMAPE range. In conclusion, Input Vector II allows to achieves the best global performance: a low NMAPE for every forecasting horizon and an error distribution without high overestimation or underestimation of the real PV power. used just in case a lower computational time is desired. Input Vector I may be
Probab. (+1 h)
[%]
Probab. (+3 h)
[%]
16 41 65 82
Probab. (+6 h)
[%]
11 27 53 78
Probab. (+12 h)
[%]
7 21 44 78
Probab. (+24 h)
[%]
4 15 31 57
1% 5% 10 % 20 %
29 64 78 91
Table 4.4: Probability analysis results for Model I with Input Vector II
41
(a) Model I - IV I - +1h
(b) Model I - IV II - +1h
(c) Model I - IV I - +3h
(d) Model I - IV II - +3h
(e) Model I - IV I - +6h
(f ) Model I - IV II - +6h
(g) Model I - IV I - +12h
(h) Model I - IV II - +12h
(i) Model I - IV I - +24h
(j) Model I - IV II - +24h
Figure 4.10: Error distribution for Model I and all Horizons
42
(a) Horizon +1h
(b) Horizon +3h
(c) Horizon +6h
(d) Horizon +12h
(e) Horizon +24h
Figure 4.11: Error distributions comparisons between Input Vector I and II of Model I for all forecasting Horozons
43
(a) Input Vector I
(b) Input Vector II
Figure 4.12: Absolute error distributions for Model I
(a) Input Vector I
(b) Input Vector II
Figure 4.13: Absolute error distributions for Model I
44
Chapter 5 Support Vector Machines (SVMs)

5.1 Introduction to Support Vector Machines
Support Vector Machines (SVMs) - also called Support Vector Network or Kernel Machines - was designed and developed by the Soviet statistic and mathematician Vladimir Vapnik in the 90es in the Bell AT&T laboratories. The algorithm on which it is based falls in the Vapnik-Chervonenkis theory or Statistical Learning Theory, that consist of a supervised learning that allows to generalize and classify new elements starting from a base of elements learned in the past. The rst industrial applications of SVMs where:
Optical Character Recognition (OCR) Text Classifying Objects Recognition
In order to illustrate the theory of SVMs, a data set of where every observation consist of a couple:
l observations was considered,
xl
: inputvector
(5.1)
yi = {1; +1} : labelvalue
A classication problem involves the allocation of input vectors to a class membership, using the label value sication problem is called
yi .
If the membership classes are two, the clas-
binary,
and the membership classes are identied with
label values +1 and -1. The target is to dene a machine capable of learning the relation
xi y i .
Assuming to reach the problem solution using a separating function
with real values, such as:
45
f:
(5.2)
The geometrical problem is to nd a surface that make an optimal separation of the space with the input data into two subspaces (primary problem). As shown in Fig. 5.1, the separation of the input dataset can be more or less complex, depending on the the type of input data. In some cases the input dataset can be linearly
separable, in other cases the separating function can be a non-linear function.
Figure 5.1: Input data separation example
For a linear classier, the separating function is also a linear function, such as:
f (x) =
i=1
w i xi + b
(5.3)
Where
(w, b)
are control parameters for the function and the decision
rule is set by the function
sgn(f (x)),
assuming that where
sgn(0) = 1. w
In a
space,
an hyperplane is dened as the hyperplane and
( w, w + b) = 0,
is is the normal vector to
b w
is its distance from the origin. It's easy to guess that the
hyperplane is the separating surface of a linear classier. The target of a Support Vector Machine is to determinate an optimal separation Hyperplane (Fig. 5.2),
called Maximal Margin Hyperplane (MMH), able to maximize the distance of each class from the hyperplane. Given two points sets of hyperplane exits:
A and B
in
A and B
are linearly separable if this type
H= x
: wT x + b = 0
(5.4)
46
Figure 5.2: Dierent separation iperplanes: only H2 is the optimal hyperplane
so every points
xi A
are contained in a half-space and every points
xj B b
are
contained in the other half-space. There is a vector that:
and a scalar
such
wT xi + b , xi A wT xi + b , xj B
where
(5.5)
> 0.
It's possible to rescale the last relations simply dividing for
, without
generality losing:
wT xi + b 1, xi A wT xj + b 1, xj B
(5.6)
Now are introduced some denitions, lemmas and propositions that allows a better comprehension of the concept of separating hyperplane, in particular the denition of Separation Margin will be introduced.
Denition 5.1.
Let
be a Separator Hyperplane. The Separation Margin of
is the minimum distance
between the points in
AB
and the given hyperplane:
(w, b) = min
xi AB
xT xi + b w
(5.7)
47
Denition 5.2.
An Optimal Hyperplane
H (w , b )
is the separation hyperplane
having the maximum Separation Margin. solving the optimization problem:
The optimal hyperplane is found by
(w, b) =
max n
,b
xi AB
min
xT xi + b w
(5.8)
It's demonstrated that the problem 5.8 is equivalent to the problem:
min n
,b
t.c. xi + b 1, xi A t.c. wT xj + b 1, xj B
(5.9)
Lemma 5.1.1. It's demonstrated that for each separation hyperplane, so for each
couple (w, b) so that 5.6 is veried, follows:
(w, b) 1 w
(5.10)
Lemma 5.1.2. It's demonstrated that for each separation hyperplane (w, b), a separation hyperplane (w, b) exist, so that:
(w, b) (w, b) 1 w
(5.11)
Proposition 5.1.3. The following problem admits the only solution (w , b ):

2
min n
,b
48
(5.12)
Proposition 5.1.4. It's demonstrated that if (w , b ) is the solution of the optimization problem, then (w , b ) is the only solution for that problem:
min (w, b) n
,b
(5.13)
Solving the problem 5.13 allows to nd the optimal separation hyperplane. Using the Wolfe theory of duality [17], it's possible to create a the problem 6.13 called
dual
problem starting from
primal, Programming Problem (CQP) :
in order to obtain the following
Convex Quadratic
min n
,b
1 w 2
i T
2
(5.14)
t.c. y (w x + b) 1 0, i = 1, ..., l
The
dual
problem uses the same parameters of the
primal
problem, but in dierent
positions, as summarized below:
1. The coecients of objective function in the primary problem are the known terms of the functional constraints in the dual problem; 2. The known terms of the primary problem are the coecients of objective function in the dual problem; 3. The coecients of a variable in the functional constraints of the primary problem are the coecients of a functional constraint in the dual problem.
It's possible to apply to the previous CQP a generalization of the
theorem of
Lagrange Multipliers, called Karush-Kuhn-Tucker (KKT) Theorem.

orem allows to nd a pair of real vectors
The KKT the-
(w, )
and a scalar
b,
such that:
1. 2. 3.
L(w,,b) w L(w,,b) b
=0 =0
i [yi (xi w + b) 1] = 0, i 0
49
5.2 SVM for Regression Models - SVR

4.
y i (xi w + b) 1 0, i = 1, ..., l
Where: 5.
Lp (w, b, ) =
problem
1 2
l i=1
i yi (xi w + b) +
i :
is the Lagrangian of the
Through mathematical steps, not shown in this thesis to avoid burdening the discussion, it is possible to determine the Lagrangian form of the optimization problem:
min () =
1 2
l
yi yj (xi )T xj i j
i=1 i=1 i=1
i
(5.15)
t.c.
i=1
i yi = 0 i 0 i = 1, ..., l
The training vectors
xi
are also called
Support Vectors.
Support Vectors have
non-null corresponding multipliers
i.
Form the 5.15 it is possible to obtain the following classication function, that allows to calssicate the
vectors after a learning phase:
f (x) = sign((w ) x + b ) = sign

i=1
i i T i y (x ) x + b
(5.16)
Where
xi
are the support vectors,
are the related Lagrange coecients and
b0
is
a constant.

Suppose that we want to approximate a linear relation between a set of input data (x vector) and a output observations (y vector), using as linear estimator a function
f:
in the following form:
y = f ( x) = w x + b
(5.17)
50
>0
is the precision used to approximate the function.
is called
Tube size.
The
model estimation is
correct
if:
|y i wT xi b|
(5.18)
The
Loss Function
is introduced:
|y f (x; w, b)| = max {0, |y f (x; w, b)| }
(5.19)
and also the
Training error
is dened:
E=
i=1
|y i f (xi ; w, b)|
(5.20)
The training error is zero only if the following system of equations is satised:
w T xi + b y i y i w T xi b i = 1, ..., l
The articial variables (5.21)
i , i
are introduced in 5.22, with
i = 1, ..., l:
w T xi + b y i + i y i w T xi b + i i, i 0
It is noticed that the term: (5.22)
i, i 0
i=1
(5.23)
is an Upper Bound for the Training error. problems, the following problem is studied:
As the linear SVM for classication
51
min
w,b, i , i
1 w 2
l 2
+C
i=1
i + i
w T xi + b y i + i y i w T xi b + i i, i 0 i = 1, ..., l
In SVR, the parameters function: (5.24)
and
are estimated by minimizing the regularized risk
min
w,b, i , i
1 w 2
l 2
+C
i=1
i + i
(5.25)
Where the rst term and C
1 2
represent the regularized term (or complexity penalizer)
l i=1
i + i
is the empirical risk with error calculated using
intensive
loss function given by 5.19. The regularized constant, between the model complexity and training error. the deviation of
C,
determines the trade o
, known as tube size, controls
f (x)
from
y.
Both
and
are parameters specied by user. This
regularized risk function is the key in balancing the needs between learning accuracy and capacity for learning. It turns out that the optimization in Eq. 5.24 can be solved more easily in its dual formulation. This can be done with the introduction of Lagrange multipliers
, , ,.
It can be shown that [2426] this function has a
saddle point with respect to the primal and dual variables at optimal solution. It is minimum at the saddle point with respect to primal variables and maximum with respect to dual variables. The dual of the problem 5.24 is the following problem:
52
max L(w, b, , , , , , ) =
1 w 2
l
l 2
+C
i=1
i=1
i + i
i=1 l
i + i i wT xi + b y i i
i=1 l
+
i=1
i y i wT xi b i
(5.26)
t.c.
w L = 0 L =0 b L = 0 i = 1, ..., l i L = 0 i = 1, ..., l i , 0 , 0
Or rather:
1 max L(w, b, , , , , , ) = w 2
l
l 2
+C
i=1
+
l
i=1
i + i
i=1
i + i +
i=1
t.c.
w L = 0 L =0 b L = 0 i = 1, ..., l i L = 0 i = 1, ..., l i , 0 , 0
(5.27)
53
5.3 Loss Functions
The Problem 5.40 can be written in the following form:
min (, i ) =
1 2
i i
i=1 j =1 l i
j j
l
xi
xj
l
i i y +
i=1 i=1
i + i +
j =1
i i
(5.28)
0C 0C
i = 1, ..., l i = 1, ..., l
The linear estimator in Eq. 5.17 can be expressed as:
f (xi , i , i ) =
i=1
i i
xi , xj + b
(5.29)
It is demonstrated that the Lagrange multipliers can only be non-zero when
|f (x)
y | . This means that ( i , i ) will be zero for data lying inside the tube. Hence the sparse representation of data falling outside the tube by (i , i ) are known
as the Support Vectors. However, having a sparse representation by increasing the
tube
size depreciate the accuracy of approximation.
Therefore,
presents a
trade-o between sparseness representation and accuracy.
5.3 Loss Functions

Loss functions are used as a measure of errors between estimate and actual values. Choice of loss function depends very much on the problem at hand. A
discussion on general loss function in SVM can be found in [27]. Fig. 5.3 shows a
intensive
loss functions used in regression. It is proved that the optimal choice
of loss functions in regression is actually related to the noise density distribution in the data [4]. It is also proved [28] that
intensive loss function is the best choice
for additive and Gaussian noise whose variance and mean are random.
5.4 Nonlinear SVR using kernel

The capability of SVM can be further extended to enable the learning of nonlinear functions. The input data can be mapped from the input space to a higher
54
Figure 5.3:
intensive
loss function
dimensional feature space using a mapping function estimator can be written as:
(x).
The linear hyperplane
y = f (x) = w (x) + b
(5.30)
Using this approach, computation and generalization problems are found:
The over-tting of data, due to the increasing of the number of features used in mapping the data into higher dimension, can cause a degradation of generalization performance.
The increase of features used in mapping also results in an increase in computational resources in evaluating the features.
The problem on generalization performance can be solved from the perspective of statistical learning theory [4] by limiting the capacity for learning from a small data set in a rich feature space. This can be done with the introduction of a capacity control term
leading to the regularized risk functional in Eq. for our case here.
This means that SVM can generalize well regardless of the dimension of the feature space used. The second problem (computation resources) can be solved by using kernel functions. One important property of linear learning machine is that they can be expressed in a dual representation (Eq. 5.40). This dual function is expressed by the dot product of the training data points and the decision of this function is found by evaluating dot product between training and test data points. The
Duality Theory and the use of kernel functions allows to generalize the discussion to the non-linear regression models, similarly to what was done for the classication problems. In particular, the training problem for a SVM for non-linear regression is dened as follows:
55
min (, )
1 2 +
i i
i=1 j =1 l
j j k x , x
i=1
i i y i
i + i
i=1
(5.31)
i i = 0
j =1
0C 0C k (x, z )
i = 1, ..., l i = 1, ..., l
Where
is a kernel function.
The formulated problem is a CQP and the
solution
( , )
allows to dene the regression function in the following form:
f (x) =
i=1
i i i k x, x + b
(5.32)
where
can be determined by using complementarity conditions. Any kernel satSome of the
isfying Mercer's conditions [30] can be used as a kernel function. commonly used kernels are:
Linear Kernel:
K (x, y ) = (x y )
Polynomial kernel:
(5.33)
K (x, y ) = (1 + x y )d
Radial basis function(RBF):
(5.34)
K (x, y ) = exp( x y 2 )
Multi-Layer Perceptron:
(5.35)
K (x, y ) = tanh(b(x y ) c)
Gaussian Radial basis function:
(5.36)
K (x, y ) = exp
(x y )2 2 2
(5.37)
56
5.5 Least Square Support Vector Machine for Regression

It is evident that the implicit mapping of a kernel oers a cheap way for SVM to construct a variety of non-linear functions. Not only does a kernel character-
ize the features of the input data, but having a well dened kernel could greatly improves the performance of SVM. Therefore, studies on kernels constitute an important area of research in SVMs and the Training of SVR is more complex that the training for the SVM for classication. It was studied that RBF Kernel are
the most powerful. Unlike the polynomial kernels, RBF kernels can manage very closed decision surfaces, that is a useful property in can of classifying dataset with a class completely encapsulated in the data of another class. The only drawback is the highest computational time. To use a Support Vector Machine is necessary to dene:
Kernel Type; Kernel Parameters; Value of C.
No theoretical criteria are available to dene all these parameters.
The typi-
cal procedure involves a validation on a validation dataset using Cross-Validation algorithms.

In [4] and [10] a modied form of SVM algorithm was proposed, called Least Square Support Vector Machines, in order to reduce the computing time of the SVMs. The Training of the LS-SVM is more simple because it requires the solution of a set of linear equations (linear KKT systems). LS-SVMs are closely related
to regularization networks and Gaussian processes but additionally emphasize and exploit primal-dual interpretations. LS-SVM was introduced by [4], as a modied form of SVM of [10]. For the productivity forecasting of this thesis, the Radial In literature many tests and comparisons showed
Basis Function (RBF) is used.
great performances of LS-SVMs on several benchmark data set problems and were very encouraging for further research in this promising direction [10]. A model in the primal weight space is considered:
57
Figure 5.4: LS-SVM: an interdisciplinary topic
y (x) = wT (x) + b
(5.38)
Where
and
() :
nh
is the mapping to the high dimensional A training set
and potentially innite dimensional future space.
{xk , yk }n k=1
is
given and the optimization problem in the primal weight space can be formulated as follows:
min Jp (w, e) =
w,b,e
1 T 1 w w+ 2 2
e2 k
k=1
(5.39)
such that
yk = wT (xk ) + b + ek
k = 1, ..., N
That is a ridge regression cost function formulated in the feature space. However, one should be aware that when
becomes innite dimensional, one cannot solve
this primal problem, so a dual Lagrangian problem is constructed. The Lagrangian function is dened as:
L(w, b, e; ) = Jp (w, e)
k=1
k wT (xk ) + b + ek yk
(5.40)
Where by:
are the Lagrangian multipliers. The conditions for optimality are given
58
5.6 LsSVM Matlab Toolbox
L =0w= N w k=1 k (xk ) L = 0 N k = 0 k=1 b L = 0 k = ek k = 1, ..., N ek L = 0 wT (xk ) + b + ek yk = 0 k = 1, ..., N k

After elimination of variables
(5.41)
and
and applying the kernel tick, the resulting
LS-SVM model for function estimation becomes then:
y ( x) =
k=1
k K (x, xk ) + b
(5.42)
Note that in the case of RBF Kernels, one has only two additional tuning parameters
(, ),
which is less than for standard SVMs. Fig. 5.5 shows a
time series prediction on the Santa Fe chaotic laser data set [31] using a LS-SVM with RBF kernel.
Figure 5.5: Time series prediction by LS-SVM with RBF kernel [9]
5.6 LsSVM Matlab Toolbox

The commercial software Mathworks Matlab R2011b includes a lot of functions in order to implement a SVM model for classication and regression, while a Least Square SVM can not be implemented without installing a specic external Toolbox. In particular the LS-SVMlab Toolboox Version 1.8, created by K. De Brabanter et. al. [9] at the ESAT-SISTA research division of Electrical Engineering department of the Katholieke Universiteit Leuven, was chosen. The LS-SVMlab Toolbox is
59
5.7 Forecasting with Model II - Input Vector I

compiled and tested for dierent computer architectures including Linux and Windows. Most functions can handle datasets up to 20.000 data points or more. The LS-SVMlab interface for Matlab consists of a basic version for beginners as well as a more advanced version with programs for multiclass encoding techniques and a Bayesian framework. In this section it's shown how to obtain a LS-SVM model for classication or regression [9] (Fig. 5.6) while a complete Matlab source code of the implemented LS-SVM model is shown in Appendix A :
Choose between the functional or objected oriented interface (initlssvm); Search for suitable tuning parameters (tunelssvm); Train the model given the previously determined tuning parameters (trainlssvm); Simulate the model on e.g. test data (simlssvm); Visualize the results when possible (plotlssvm).
Figure 5.6: List of commands for obtaining an LS-SVM model

In this section, experiments were carried out to evaluate the performance of the Model II using Matlab R2011b software with a comparison of the results obtained by Model I on the same data sets. Firstly, the performance of the created Model are evaluated with the the Normalized Absolute Percentage Error (NMAPE) (See Section 6.3), for each forecasting horizon. The Model that uses the LS-SVM is
called MODEL II (See Table 3.1). The LS-SVM Training was carried out by several training procedures repetitions, in order to obtain a performing couple of
and
parameters (so, to obtain lower values of NMAPE) and the nal values of the LSSVM parameters are listed in Table 5.1: these parameters have been proved to be
60

optimal for every forecasting horizons and for every Input Vectors. The results of the NMAPE values evaluation are shown in Table 5.2 and Figure 5.7.
22.8
2
2600
Table 5.1: Parameters of the LS-SVM based Model
NMAPE Horizon +1
[%]
NMAPE Horizon +3
[%]
13.62
NMAPE Horizon +6
[%]
18.22
NMAPE Horizon +12

[%]
21.11
NMAPE Horizon +24

[%]
18.52
Input Vector I
7.53
Table 5.2: Productivity forecasting results for Model II with Input Vector I
Figure 5.7: NMAPE values for Model II with Input Vector I
Simulations results shows that, using Input Vector I, an highest forecasting horizons non always correspond to an NMAPE increasing. For Example, for the
forecasting horizon +24 hours, the NAMPE value is lower than the value for the
61

horizon +12 hours and it may depends on the low data correlation for high forecasting horizons. This model behavior is the same obtained with Model I and Input Vector I. Fig. 5.8 shows a comparison between NMAPE values obtained with Models I and II with Input Vector I. Model II is better for very short forecasting horizons while for +12 and +24 hours horizons the performance of Model II are almost the same as those of Model I.
Figure 5.8: Comparison of the NMAPE values between Model I and II with Input Vector I
Figures 5.9 and 5.10 show a graphical comparison between the Real Power Production and the forecasted Power Production for some time samples and also a plot of the corresponding error. Graphs show that using Input Vector I there is always a bias error between the forecasted and real PV power (visible when the real PV power as zero value), but the error is less than the ones evaluated using Model I, especially for low forecasting horizons where the bias error is almost zero. It is
also shown that using Input Vector I the forecasting model is not very capable to follow abrupt changes of the real PV power signal, such as in case of an unexpected passage of clouds over the PV plant. In addiction, for all the forecasting horizons, the forecasted PV power signal presents a delay for the edge of the real power signal and an advance for falling edge of the real power signal. This behavior of the model is also visible from the error signal that has a sinusoidal for real power peaks, as also shown for Model I. Tables 5.3 shows the probability distribution of the NMAPE for all the forecasting horizons. Figure 5.11 shows the error distribution for the Model I with Input
62
Figure 5.9: Comparisons between actual and forecasted PV power and Error for Model II with Input Vector I - forecasting horizon +1 hour
Figure 5.10: Comparisons between actual and forecasted PV power for Model II with Input Vector I - forecasting horizon +6 hour
63
Probab. (+1 h)
[%]
Probab. (+3 h)
[%]
2 10 61 77
Probab. (+6 h)
[%]
1 5 12 70
Probab. (+12 h)
[%]
2 8 17 37
Probab. (+24 h)
[%]
3 17 34 61
1% 5% 10 % 20 %
45 57 70 88
Table 5.3: Probability analysis results for Model II with Input Vector I
(a) Horizon +1h
(b) Horizon +3h
(c) Horizon +6h
(d) Horizon +12h
(e) Horizon +24h
Figure 5.11: Error distribution for Model II - Input Vector I - all Horizons
Vector I and for all the forecasting horizons. These graphs allows to evaluate the tendency of the Model to underestimate or overestimate the real PV power: gen-
64

erally, using Input Vector I there is an underestimation of the error so the error distribution has a behavior of a Gaussian with mean value shifted left from zero. It can be also inferred from the graphs that error distributions for long forecasting horizons have an higher standard deviation value, especially for the horizon +24 h. Fig. 5.12 shows the error distribution comparison between Model I and II with Input Vector I: the best performance of Model II in terms of mean of the Gaussian distribution are perceptible, using Model II is possible to reduce the model underestimation but for high forecasting horizons the results are very similar to those obtained with Model I, so there is an high shift of the distribution mean. The forecasting horizon +24 h is always the critical one because of the very high standard deviation of the error distribution.
(a) Horizon +1h
(b) Horizon +3h
(c) Horizon +6h
(d) Horizon +12h
(e) Horizon +24h
Figure 5.12: Error distribution for Model I and II- Input Vector I - all Horizons
A graphical comparison between the probability distributions of the NMAPE for
65
5.8 Forecasting with Model II - Input Vector II

Model II with Input Vector I is also provided and it is shown in Figg. 5.13 and 5.14. Fig. 5.13 shows that using Input Vector I a forecasting horizon increasing is not always related to a Probability decreasing, but for a xed forecasting horizon the probability always increases with the probability range because of we are considering cumulative probability values. It is clear that the results for very short forecasting horizons are very good: for the [-20%;+20%] range the probability reach the 88 % for the +1h horizon, the 77 % for the +3h and the 70 % for the +6h, while for high forecasting horizons the results are quite poor and are not acceptable for a good forecasting system. In conclusion, Input Vector I with Model II allows to achieves the best performance just for low forecasting horizons, even though its global performance are better then those reached with the same Input Vector but using Model I.
Figure 5.13: Comparisons between NMAPE probability for Model II - Input Vector I

In this section are shown the results of the simulations using the Forecasting Model II and the Input Vector II (see Table 3.1 and 3.2), for every forecasting horizons. Firstly, the performance of the created Model are evaluated with the
the Normalized Absolute Percentage Error (NMAPE) (See Section 3.5), for each forecasting horizon. The training parameters
and
are the same of that used
for Input Vector I and are listed in Tab. 5.1. The results of the NMAPE values evaluation are shown in Tab. 5.4 and Fig. 5.15. Using Model II and Input Vector II, an increasing of the forecasting horizons
66
Figure 5.14: Comparisons between NMAPE probability for Model II - Input Vector I
NMAPE Horizon +1
[%]
NMAPE Horizon +3
[%]
13.62
NMAPE Horizon +6
[%]
18.22
NMAPE Horizon +12

[%]
21.11
NMAPE Horizon +24

[%]
18.52
7.53
6.40
10.18
13.49
14.53
19.50
Table 5.4: Productivity forecasting results for Model II with Input Vector II
is always related to an increasing of the NMAPE value, similarly to Model I with Input Vector II. Fig. 5.16 shows a comparison between NMAPE performance using Model II with Input Vector I and II: the performance are better for +1,+3,+6,+12 hours forecasting horizons using Input Vector II while for the +24 h horizon the comparisons can't be done due to the untrusted NMAPE value obtained with the Input Vector I. Fig. 5.17 shows a comparison between NMAPE values obtained
using Models I and II with Input Vector II: performance of the two Models are practically the same. Figures 5.18 and 5.19 show a graphical comparison between the Real PV Power Production and the forecasted Power PV Production for some time samples and also a plot of the corresponding error. Graphs show that using Input Vector II
there isn't the bias error between the forecasted and real PV power observed using Input Vector I, (when the real PV power as zero value). It is also shown that
67
Figure 5.15: NMAPE values for Model II with Input Vector II
Figure 5.16: Comparison between NMAPE values of Model II with Input Vector I and II
using Input Vector II the forecasting model is more capable than Input Vector I to follow abrupt changes of the real PV power signal, such as in case of an unexpected passage of clouds over the PV plant. In addiction, for all the forecasting horizons, the forecasted PV power signal presents a delay for the edge of the real power signal and an advance for falling edge of the real power signal. This behavior of the model
68
Figure 5.17: Comparison between NMAPE values of Model I and II with Input Vector II is also visible from the error signal that has a sinusoidal for real power peaks, as also shown for Model I (Sect. 4.2).
Probab. (+1 h)
[%]
Probab. (+3 h)
[%]
22 48 65 82
Probab. (+6 h)
[%]
17 41 58 77
Probab. (+12 h)
[%]
10 25 44 75
Probab. (+24 h)
[%]
4 15 31 57
1% 5% 10 % 20 %
38 62 77 91
Table 5.5: Probability analysis results for Model II with Input Vector II
Tables 5.5 shows the probability distribution of the NMAPE for all the forecasting horizons. Figure 5.20 shows the error distribution for the Model I with Input Vector II and for all the forecasting horizons. These graphs allows to evaluate the tendency of the Model to underestimate or overestimate the real PV power: generally, using Input Vector II there is a slight overestimation for the +1h horizon and a slight underestimation of the error for the other horizons. It can be also
inferred from the graphs that error distributions for long forecasting horizons have
69
Figure 5.18: Comparisons between actual and forecasted PV power and Error for Model II with Input Vector II - forecasting horizon +1 hour
Figure 5.19: Comparisons between actual and forecasted PV power for Model II with Input Vector II - forecasting horizon +6 hour
70
(a) Horizon +1h
(b) Horizon +3h
(c) Horizon +6h
(d) Horizon +12h
(e) Horizon +24h
Figure 5.20: Error distribution for Model II - Input Vector II - all Horizons
an higher standard deviation value, especially for the horizon +24 h.
Fig.
5.21
shows the error distribution comparison between Model I and II with Input Vector II: in this case the best performance of Model II in terms of mean of the Gaussian distribution are perceptible for +1h,+3h and +6h, horizons but barely perceptible for +12h and +24h horizons: using Model II is possible to reduce slightly the model underestimation. The forecasting horizon +24 h is always the critical one because of the very high standard deviation of the error distribution and the improvements are not perceptible using the LS-SVM regression model. A comparison between the probability distributions of the NMAPE for Model II is shown in Figg. 5.22 and 5.23. The probability to have a low NMAPE using Input Vector II is very good for every forecasting horizons, in particular it is noted that the probability to have an NMAPE lower than 1 % is almost 40 % for forecasting
71
(a) Horizon +1h
(b) Horizon +3h
(c) Horizon +6h
(d) Horizon +12h
(e) Horizon +24h
Figure 5.21: Error distribution for Model I and II- Input Vector I - all Horizons
horizon +1 and in the
[20%; +20%] range is the 91 %.
Fig. 5.23 shows that using
Input Vector II a forecasting horizon increasing is always related to a Probability decreasing, such as noted for Model I with Input Vector II. In conclusion, performance are clearly better then those obtained with Input Vector 1 and barely better then those reached using Model I with Input Vector II.
72
Figure 5.22: Probability analysis results for Model II with Input Vector II
Figure 5.23: Probability analisys results for Model II with Input Vector II
73
Chapter 6 LSSVM with Wavelet Transform

6.1 Fourier transform and short-term Fourier transform
Figure 6.1: Fourier transform: from time domain to frequency domain
With the Fourier Transform is possible to move a signal representation from the time domain to the frequency domain. The new frequency domain representation is useful for signal analysis, even though time information are lost: is no longer possible to determine "when" a particular event happened. Direct and Inverse
Fourier Transform have the mathematical representation shown in Eq. 6.1.
F ( ) =
+
f (t) ejt dt
(6.1)
F (t) =
F ( ) e
jt
The Fourier Transform evaluate the dierent frequencies weight of a signal. Even thought a signal is not stationary, but only stationary for short time intervals, the
74
6.2 Continuous Wavelet transform

spectrum for this signal can be calculated by "moving" a "stationary signal window" on consecutive signal segments, in order to realize a Short Term Fourier Transform (STFT). It is advisable to superimpose the windows during their moving, in order to obtain a better interpolated representation of the signal.
Figure 6.2: Short Term Fourier Transform (STFT)
The Short Term Fourier Transform is a compromise between time and frequency but its precision depends on the window amplitude and the amplitude can not be variate, but it is constant for each frequency. So, it is necessary an adaptive window to scale requirement in time and frequency domains.

The Wavelet Transform uses adaptive windows in order to improve results obtainable using STFT. Adaptive windows encloses long time intervals to analyze low frequencies and short time intervals to analyze high frequencies. A signal is ex-
pressed as the combination of children wavelets, results of the shifting and scaling from a mother wavelet.
C (scale, shif t) =
s(t) (scale, shif t, t)dt
(6.2)
From a generic wavelet
(a, b, t),
where
a and b are the shifting and scaling factors,
the Continuous Wavelet Transform (CWT) is dened as the integral of the signal
s(t)
multiplied for the scaled wavelet [21]:
1 W (a, b) = a
Where
s(t)
tb a
dt
(6.3)
correspond to the complex conjugate of the wavelet function
Similar
to Fourier Transform, Wavelet Transform also approximate a given signal
s(t)
by
75

using a basis function except that the basis function here is a small wave instead of a continuous sinusoidal function.
Figure 6.3: Wavelet Transform (source: Mathworks website)
A Wavelet Scaling consist of the stretching and compression of the mother wavelet. The smaller the factor, the more complex the wavelet. A Wavelet shifting consist of delay or anticipate the mother wavelet. If
(t)
is the original wavelet,
(t k )
is its k-delayed version.
Figure 6.4: Continuous Wavelet Transform Process
The Following present a simplistic way to generate a CWT:
Take an arbitrary wavelet function Calculate the similarity coecient signal window and the wavelet;
and compare it with the signal
s(t);
C , that evaluate the similarity between the
Shift the wavelet function
by
b,
compare and calculate the similarity coef-
cient again until end of signal;
Proceed to the next scale by stretching the wavelet function Repeat the last four points for every scales.
by
a;
The CWT is the sum of signal windows multiplied for scaled and shifted wavelet versions. The Wavelet Coecients are the result of a regression operation on the original signal. Coecients graphical representation (Fig. 6.5) is done by quoting the time on the abscissas axis and the scale of every coecient on the ordinate axis.
76
6.3 Discrete Wavelet transform

Dierent colored pixels are used to refers to the position and the module of the coecient. High scales correspond to more stretched wavelets and the greater the stretching, the greater the signal window compared with the wavelet.
Figure 6.5: Wavelet Coecients 2D graphical representation
Figure 6.6: Continuous Wavelet Transform (source: Mathworks website)
6.3 Discrete Wavelet transform

In continuous wavelet transform, the wavelet function is stretched and shifted along the signal in a continuous manner. This present an enormous amount of
77
6.4 Daubechies type 4 Discrete Wavelet transform

work and there is some redundancy in the data in the sense that there is more than enough information for re-constructing back the original signal. It turns out that if the scales and shifting are discretised based on powers of two so called dyadic scaled and positions the computing of the transform will be more ecient without any loss in accuracy. The
Discrete Wavelet Transform decomposes the original
signal in DETAILS (high frequencies components) and APPROXIMATIONS (low frequencies components).
Figure 6.7: Details and Approximations decomposition with subsampling
Even if two signal are obtained from the original signal (Details and Approximations), a sub-sampling operation is done in order to keep only one sample every two processed samples (Figures 6.7 and 6.8). The sub-sampling operation is done by redoubling the sampling period. If the scales and shifting are discretised based on powers of two, the following Discrete Wavelet transform is obtained:
s(t) =
j =
Where the wavelet functions the original wavelet
cj k 2j/2 2j t k
(6.4)
(2j t k ) are 2j
scaled and
translated versions of
(t).
With a dyadic scaling, on every decomposition correspond
a halving of the data (sub-sampling).

The Wavel Transform studied in this thesis is the Daubechies Wavelet Transform of type 4 (db4) [20], very similar to the Haar Wavelet Transform. For a signal with
N 2
values, the Level 1 Daubechies
(D )
type 4 Wavelet Transform is
dened as:
78
Figure 6.8: Details and Approximations decomposition scheme
f (t1 |d1 )
D1
(6.5)
Where:
ti = (f, Vi1 ) di = (f, Wi1 )
(6.6)
and so on for subsequent levels. The dierences between the Daubechies Transform and the Haar Transform are in the way to dene
Vi1
and
Wi1 .
We dene:
1 = 2 = 3 = 4 = Vi1
1+ 3 4 2 3+ 3 4 2 3 3 4 2 1 3 4 2
(6.7)
Terms
(1st level Daub4 Transform) are constructed in as follows:
79
V11 = (1 , 2 , 3 , 4 , 0, ..., 0) V21 = (0, 0, 1 , 2 , 3 , 4 , 0, ..., 0) V31 = (0, 0, 0, 0, 1 , 2 , 3 , 4 , 0, ..., 0) ......

1 VN = (0, ..., 0, 1 , 2 , 3 , 4 ) 1
2
(6.8)
1 VN/ 2 = (3 , 4 , 0, ..., 0, 1 , 2 )
It is noted that, for the rst level:
0 0 0 Vi1 = 1 V20 i1 + 2 V2i + 3 V2i+1 + 4 V2i+2
where Vk0+N = Vk0

It is noted that, for the second level, the vector
(6.9)
Vi2
(necessary to create the Daub4)
has 10 non-zero positions, and it is created shifting the starting vector time units:
Vi2
by
4i
1 1 1 Vi2 = 1 V21 i1 + 2 V2i + 3 V2i+1 + 4 V2i+2
where Vk1+N = Vk1

It is also noted that:
(6.10)
2 2 2 2 = 1, + 2 + 3 + 4 1
so every
Vi1
has energy equal to 1
1 + 2 + 3 + 4 =
values of For
2,
so every value of the trend
f,
multiplied for
(f, Vi1 )
is the mean of 4
Wik ,
we dene:
1 = 2 = 3 = 4 =
1 3 4 2 33 4 2 3+ 3 4 2 1 3 4 2
80
(6.11)
6.5 Matlab Wavelet Toolbox and Wavelet transforming algorithm
Note that: Terms
1 = 4 , 2 = 3 , 3 = 2 , 2 = 1 Wi1
(1st level Daub4 Transform) are constructed in as follows:
1 = (1 , 2 , 3 , 4 , 0, ..., 0) W1 1 W2 = (0, 0, 1 , 2 , 3 , 4 , 0, ..., 0) 1 W3 = (0, 0, 0, 0, 1 , 2 , 3 , 4 , 0, ..., 0)
......
1 WN = (0, ..., 0, 1 , 2 , 3 , 4 ) 1
2
(6.12)
1 WN/ 2
= (3 , 4 , 0, ..., 0, 1 , 2 )
It is noted that:
k1 k1 k1 k 1 Wik = 1 W2 + 3 W2 i1 + 2 W2i i+1 + 4 W2i+2 ,
k1
(6.13)
0 0 where Wk +N = Wk
It is also noted that:
2 2 2 2 1 + 2 + 3 + 4 = 1,
so every
Wi1
has energy equal to 1
1 + 2 + 3 + 4 = 0
The previous property implies that veried that
(f, Wi1 ) = 0
if
is constant.
It is also
01 + 12 + 23 + 34 = 0
6.5 MatlabWavelet Toolboxand Wavelet transforming algorithm

The commercial software Mathworks Matlab R2011b integrates a powerful Toolbox for the wavelet transform studying. Using this Toolbox it is possible to de-
compose a signal in DETAILS and APPROXIMATIONS with every discrete and continuous Wavelet, including the Daubechies type 4 with 8 levels (Figure 6.10). The main idea of the created algorithm is to use wavelet transform as a preprocessing tool to decompose the original time series into various time scales. This
81
6.6 Forecasting results with Input Vector I
Figure 6.9: Part of the Matlab code for db4 Wavelet Transform
allows Support Vector Machine to learn about the characteristics of the signals at dierent time scales and to arrive at a model capable of approximating the signal. Two separate schemes were proposed to implement this idea. Figures 6.11 and 6.12 show owcharts of the implemented algorithms. In the rst scheme the training
and test signals were decomposed using Wavelet Daubrechies type 4 Transform and the decomposed signals were used as input vectors for the Support Vector Machine. The Scheme 1 algorithm is very direct and can be implemented very easily. In
the second scheme, LS-SVM is used in order to approximate and forecast each individual details and approximations. The outputs of each individual forecast This second scheme
can therefore be summed in order to obtain the forecast.
oers more exibility but the disadvantage is the cost of computing more variables compared to the rst scheme. However, this scheme oers the potential for easier implementation of parallel computation. J. Zeng et. al. [33] demonstrated that the results obtained using those dierent Schemes are practically the same, so it was decided to implement the Scheme 1 for forecasting with Input Vector I and Scheme 2 for for forecasting with Input Vector II.

Simulations using Least Square - Support Vector Machine (LS-SVM) with Wavelet Transform algorithm on Matlab R2011b software are made. The performance of
the created Model are rstly evaluated with the the Normalized Absolute Percentage Error (NMAPE) (See Section 3.5), for each forecasting horizon. The Model
that uses the LS-SVM with Wavelet Decomposition is called MODEL III (See Tab.
82
Figure 6.10: Wavelet Db4 with 8 levels transformed input signal
Figure 6.11: Flowchart of Wavelet-SVM algorithm Scheme 1
3.1). Scheme 1, shown in Fig. 6.11, is used for forecasting with Input Vector I. The results of the performance evaluation are shown in Tab. 6.1 and Fig. 6.13. Fig. 6.13 shows that using Model III and Input Vector I, an increasing of the forecasting horizons is related to an increasing of the NMAPE value, except for the
83
Figure 6.12: Flowchart of Wavelet-SVM algorithm Scheme 2
NMAPE Horizon +1
[%]
NMAPE Horizon +3
[%]
10.76
NMAPE Horizon +6
[%]
13.52
NMAPE Horizon +12

[%]
15.04
NMAPE Horizon +24

[%]
12.91
Input Vector I
6.57
Table 6.1: Productivity forecasting results for Model III with Input Vector I
horizon +24 hours, such as Models I and II with Input Vector I, as shown in Fig. 6.14. Evaluating the NMAPE values, Model III as always better performance then the Model I and II using the Input Vector I for each Model. The growing trend of the NMAPE is the same for the three Models with Input Vector I. Figures 6.15 and 6.16 show a graphical comparison between the Real PV Power Production and the forecasted PV Power Production for some time samples and also a plot of the corresponding error. Graphs show that using Input Vector I there isn't the bias error between the forecasted and the real PV power observed in the other Models. It is also shown that using Input Vector I the forecasting Model III is capable to follow much better abrupt changes of the real PV power signal, such
84
Figure 6.13: NMAPE values for Model III with Input Vector I
Figure 6.14: Comparison between Model I, II and III with Input Vector I
as in case of an unexpected passage of clouds over the PV plant. In addiction, for all the forecasting horizons, the forecasted PV power signal presents a delay for the edge of the real power signal and an advance for falling edge of the real power signal. This behavior of the model is also visible from the error signal that has a sinusoidal for real power peaks, as also shown for Model I and II. A better performance evaluation can be done by analyzing the probability distribution of the NMAPE for all the forecasting horizons, as shown in Table 6.2. Fig. 6.17 shows the error distribution for the Model III with Input Vector I and for
85
Figure 6.15: Comparisons between actual and forecasted PV power and Error for Model III with Input Vector I - forecasting horizon +1 hour
Figure 6.16: Comparisons between actual and forecasted PV power for Model III with Input Vector I - forecasting horizon +6 hour
86
Probab. (+1 h)
[%]
Probab. (+3 h)
[%]
26 45 60 79
Probab. (+6 h)
[%]
22 37 52 74
Probab. (+12 h)
[%]
11 28 46 73
Probab. (+24 h)
[%]
5 25 47 77
1% 5% 10 % 20 %
36 60 74 81
Table 6.2: Probability analysis results for Model III with Input Vector I
(a) Horizon +1h
(b) Horizon +3h
(c) Horizon +6h
(d) Horizon +12h
(e) Horizon +24h
Figure 6.17: Error distribution for Model III - Input Vector I - all Horizons
all the forecasting horizons. These graphs allows to evaluate the tendency of the Model to underestimate or overestimate the real PV power: generally, using Input
87

Vector I there is a very little underestimation of the error so the error distribution has a behavior of a Gaussian with mean value slightly shifted left from zero. This behavior is similar to the other Models with Input Vector I, but with a lower error mean shift. It can be also inferred from the graphs that error distributions for long forecasting horizons have an higher standard deviation value, especially for the horizon +24 h. Fig. 6.18 shows the error distribution comparison between Model II and III with Input Vector I: the best performance of Model III in terms of mean of the Gaussian distribution are clearly perceptible and the model underestimation is reduced for every forecasting horizons. The forecasting horizon +24 h is always the critical one because of the high standard deviation of the error distribution, but this value is lower that that obtained with other Input Vectors and also the mean of the distribution is closed to zero.
(a) Horizon +1h
(b) Horizon +3h
(c) Horizon +6h
(d) Horizon +12h
(e) Horizon +24h
Figure 6.18: Error distribution for Model II and III- Input Vector I - all Horizons
88
6.7 Forecasting results with Input Vector II

A graphical comparison between the probability distributions of the NMAPE for Model III with Input Vector I is also provided and it is shown in Figg. 6.19 and 6.20. Fig. 6.19 shows that using Input Vector I a forecasting horizon increasing
is always related to a Probability decreasing, dierently from Model I and II with Input Vector I. It is clear that the results for the +1 h forecasting horizon are very good, because the probability reach the 81 % for the [-20%;+20%] range and the 79 % for the [-10%;+10%]. In conclusion, Input Vector I with Model III allows to achieves better global performance, for every forecasting horizons, then those reached with the same Input Vector but using Model I and II, even though the +24h forecasting horizon is always the critical one.
Figure 6.19: Probability analysis results for Model III with Input Vector I

In this section are shown the results of the simulations using the Forecasting Model III and the Input Vector II (see Table 6.3 and Figure 6.21), for every forecasting horizons. Simulations are made using Scheme 2 implemented in Mathworks Matlab software algorithm. Figure 6.22 compare NMAPE values obtained using
Input Vector II with every created Models: Model III outperform other Models for +6h, +12h and +24h forecasting horizons, while for +1h and +3h horizons the
89
Figure 6.20: Probability analysis results for Model III with Input Vector I
results are very closed to those obtained using Models I and II.
NMAPE Horizon +1
[%]
NMAPE Horizon +3
[%]
10.35
NMAPE Horizon +6
[%]
10.53
NMAPE Horizon +12

[%]
12.09
NMAPE Horizon +24

[%]
19
Input Vector II
6.92
Table 6.3: Productivity forecasting results for Model III with Input Vector II
Figures 6.15 and 6.16 show a graphical comparison between the Real PV Power Production and the forecasted PV Power Production for some time samples and also a plot of the corresponding error. Graphs show that using Input Vector II
there isn't the bias error between the forecasted and real PV power (observed in Model I and II when the real PV power as zero values), and the error is less than the ones evaluated using Model I and II, especially for low forecasting horizons. It is also shown that using Input Vector II with Model III, the forecasting model very capable to follow abrupt changes of the real PV power signal, such as in case of an unexpected passage of clouds over the PV plant. This error reduction is due to the good behavior of the Wavelet Transform in treatment of non-stationary signals such as PV power. In addiction, for all the forecasting horizons, the forecasted PV power signal presents a delay for the edge of the real power signal and an advance
90
Figure 6.21: NMAPE values for Model III with Input Vector II
Figure 6.22: Comparison between Model I, II and III with Input Vector II
for falling edge of the real power signal. This behavior of the model is also visible from the error signal that has a sinusoidal for real power peaks, as also shown for Model I and II (Sect. 4.2). A better performance evaluation can be done by analyzing the probability distribution of the NMAPE for all the forecasting horizons, as shown in Table 6.4. Fig. 6.25 shows the error distribution for the Model III with Input Vector II and for all the forecasting horizons. These graphs allows to evaluate the tendency of the Model to underestimate or overestimate the real PV power: generally, using Input Vector II the error underestimation (observed with other Modules) is not not perceptible. It can be also inferred from the graphs that error distributions for long forecasting horizons have an higher standard deviation value, especially for the horizon +24 h,
91
Figure 6.23: Comparisons between actual and forecasted PV power and Error for Model III with Input Vector II - forecasting horizon +1 hour
Figure 6.24: Comparisons between actual and forecasted PV power for Model III with Input Vector II - forecasting horizon +6 hour
92

which is always the critical one. Fig. 6.26 shows the error distribution comparison between Model II and III with Input Vector II: the best performance of Model III in terms of mean of the Gaussian distribution are clearly perceptible and is possible to reduce the model underestimation for every forecasting horizons. The forecasting horizon +24 h is always the critical one because of the high standard deviation of the error distribution.
Probab. (+1 h)
[%]
Probab. (+3 h)
[%]
19 37 56 84
Probab. (+6 h)
[%]
19 39 60 84
Probab. (+12 h)
[%]
18 35 54 79
Probab. (+24 h)
[%]
5 17 29 54
1% 5% 10 % 20 %
21 48 74 95
Table 6.4: Probability analysis results for Model III with Input Vector II
93
(a) Horizon +1h
(b) Horizon +3h
(c) Horizon +6h
(d) Horizon +12h
(e) Horizon +24h
Figure 6.25: Error distribution for Model III - Input Vector II - all Horizons
94
(a) Horizon +1h
(b) Horizon +3h
(c) Horizon +6h
(d) Horizon +12h
(e) Horizon +24h
Figure 6.26: Error distribution comparisons between Model II and III - Input Vector II - all Horizons
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Chapter 7 Multistep forecasting

In this Chapter, forecasting experiments using Multistep technique for every Models presented in this thesis are carried out. The Multistep technique is based on the usage of one-hour-ahead forecasting values for obtaining several-hour-ahead values. For example, for every k-th model type, input vector has 1897 values. So, for 1 hour-ahead forecasting the testing Input Vector is:
1 x1 k (1), ...., xk (1897)
(7.1)
The corresponding output test vector for 1 hour-ahead forecasting is:
1 x1 k (1), ...., xk (1897)
(7.2)
In case of 3 hours-ahead forecasting, the input vectors will be:
3 x3 k (1), ...., xk (1897) 1 x1 k (1), ...., xk (1897)

(7.3)
So, in this case, the output vector for the 1 hour-ahead forecasting is used as input vector for the 3 hours-ahead forecasting. Similarly, the 3 hour-ahead output vector is used as input for the 6-hour-ahead forecasting, and so on. The Multistep technique was applied at Model II with Input Vectors I and II and the NMAPE values obtained using this technique are shown in Table 7.1.
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NMAPE Horizon +1
[%]
NMAPE Horizon +3
[%]
13.49
NMAPE Horizon +6
[%]
16.85
NMAPE Horizon +12

[%]
19.52
NMAPE Horizon +24

[%]
19.50
7.53
6.40
10.09
13.32
13.98
19.7
Table 7.1: Productivity forecasting results for Model II with Multistep
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Chapter 8 Comparisons between Model I, II and III

From the performance evaluation of the three dierent statistical models, we can evaluate the best model usable for accurate electrical power production forecasting for the PV power plant in the Ecotekne Campus of the University of Salento. NMAPE values comparisons for Models I, II and III is shown in Tab. 8.1 and also a graphical comparison is shown in Fig. 8.1. Results obtained using the Multistep technique are not reported in this comparison because it was applied just at Model II.
Figure 8.1: Comparison between Model I, II and III with Input Vectors I and II
It is easy to deduce that using the Input Vector I for every forecasting Model there is a decreasing of the NMAPE for the forecasting horizon +24 hours than the values obtained at +12h horizons. Obviously an NMAPE decreasing related
98
NMAPE Horizon +1
[%]
NMAPE Horizon +3
[%]
15.1119
NMAPE Horizon +6
[%]
20.1766
NMAPE Horizon +12

[%]
21.1208
NMAPE Horizon +24

[%]
18.5354
MOD I IV I MOD II IV I MOD III IV I MOD I IV II MOD II IV II MOD III IV II
9.4045
7.5348
13.62
18.22
21.109
18.52
6.57
10.76
13.52
15.04
12.91
6.49
10.37
13.46
14.22
19.6
6.4
10.179
13.49
14.53
19.5
6.92
10.35
10.53
12.09
19
Table 8.1: Productivity forecasting results for all Models and Input Vectors
to a time horizon increasing is not allowable and the reason of this trend could be related to a low data correlation for high forecasting horizons. Using Input Vector II, the NMAPE always increases if the forecasting horizon decreases, as it should be, due to the Input Vector II better correlation for an high forecasting horizons. Evaluating the only NMAPE, the best models for very short term forecasting (+1 and +3 hours) are Model I and II with Input Vector II but also the Model III with Input Vector I and II give very similar results. As shown in the literature, for long time period forecasting the hybridized Model III with Input Vector II always leads to the best result. Fig. 8.2 shows a signal overlap of Real PV Power and forecasted Power with dierent Models with Input Vector II. Generally the Wavelet Decomposition can powerfully manage sudden changes of PV power like those caused by unexpected passages of clouds over the PV plant. Models I and II are also able to manage
the sudden signal changes, oering good performance for short forecasting horizons. Using Input Vector I, the NMAPE performance are lower than those obtained using Input Vector II but Model III can also be used with Input Vector I having very good performance especially for low forecasting horizons (+1h and +3h).
99
Figure 8.2: Vector II
Sample dataset comparison between Model I, II and III with Input
A more thorough evaluation of the Models under study can be done by a statistical comparisons between the error distribution obtained from the forecasting Models analyzed. Fig. 8.3 shows the error distribution comparisons between all
Models with Input Vector I: Models I and II give similar error distributions while with Model III the results are clearly dierent, especially for +6h, +12h and +24h horizons. The distribution mean is always better using Model III for every forecasting horizon so the error underestimation and overestimation problems are greatly reduced with Model III, even though the +24h horizon is always the critical one. Fig. 8.4 shows the error distribution for all Models with Input Vector II: underestimation and overestimation of the error are lower that those calculated using Input Vector I because of the better data correlation. So, Model III performance improvements are not very high in this case; for +24h Horizon the mean of the distribution is even shifted from zero that the distributions for Models I and II, as shown in g. 8.4(e). Another interesting analysis can be done by plotting the probability of obtaining and NMAPE between a Range for every Models and every forecasting horizons, as shown in Figures from 8.5 to 8.8. Generally, the NMAPE falling is obviously reduced
100
(a) Horizon +1h
(b) Horizon +3h
(c) Horizon +6h
(d) Horizon +12h
(e) Horizon +24h
Figure 8.3: Comparison between error distribution for Model I, II and II with Input Vector I
if the probability range increases. Considering the [-1%;+1%] range, for the +1h horizon Model III with Input Vector I reaches the best performance but also Model I give good results while the worst result is obtained by using Model II with Input Vector II. The most interesting evaluation is that for [-5%;+5%], [-10%;+10%] and [20%;+20%] Models I and II with Input Vector I show a breakdown of the probability respectively for the +3h, +6h and +24h horizons, so good probability values can be generally obtained only using Input Vector II (Input Vector I give god result also is used in Model III). Considering [-20%;+20%] probability range, using Model III
101
with Input Vector II the results are always better than those reached using other models, with a probability value very close to 100 % for the +1h forecasting horizon.
(a) Horizon +1h
(b) Horizon +3h
(c) Horizon +6h
(d) Horizon +12h
(e) Horizon +24h
Figure 8.4: Comparison between error distribution for Model I, II and II with Input Vector II
102
Figure 8.5: Error probability for [-1%;+1%] Range
103
104
Chapter 9 Conclusions
9.1 Conclusions
In this thesis novel forecasting methods for Photovoltaic Systems Power production, based on Least Square Support Vector Machines (LS-SVMs) and LSSVMs with Wavelet Decomposition (WD) of the input signals (hybrid models), was compared with an already developed Articial Neural Network (ANNs) based model. It is found that methods based on LS-SVM perform better that ANN for all the horizons. The hybrid models based on LS-SVM and WD outperform the LS-SVM for high forecasting horizons (+6h and +12h) while for short forecasting horizons the results are very similar to those obtained with the ANN-based model. Obviusly, the history data becomes less correlated with the increase of the forecasting horizon so the proposed models gradually failed to catch up to the trend of PV Power. Comparing forecast errors for all the created models it is evident that greater and more irregular the solar irradiation is, the worse the resulting forecasting precision, in particular for methods based on ANN. Abrupt changes of the Real PV Power, for example in case of unexpected passages of clouds over the PV plant, are dicoult to follow, in particular with the ANN model. LS-SVM model catches better the
properties of solar irradiation, module temperature and ambient temperature time series, used in the training process. LS-SVM solves a set of only linear equation
which is much easier and computationally simpler than a normal SVM or an ANN. The over-tting problem in ANN models is strongly reduced using LS-SVM. In conclusion, LS-SVM is a very good alternative to the well-known ANN: it reaches better performances, it has a good generalization capability and also the computational time for training the model are reduced. The reduced computational time is due to less parameters to optimize than ANN and also the Matlab LSSVMlab
105
9.2 Future work recommendations

Toolboox is simple to use for LSSVM models design. LS-SVM requires small sample size, because the determination of the decision function is due to only supporting vectors, that are a part of training pattern while remaining pattern are not used. On the contrary ANN uses all training data sets. This feature, together to the
error minimization approach, lead to higher generalization of relationship between past data and future power values for LS-SVM and more suitable for long term prediction. The study underlines also that the use of an input vector with all the parameters available doesn`t entail the minimum prediction error. The Hybrid model using LS-SVM and Wavelet Transform is more complex but the simulation results convincingly reveal the eectiveness and accuracy, in particular for +6h and +12h ahead forecasting horizons. The hybrid model was proposed in two Scheme (Scheme 1 and 2), respectively used with Input Vector I and II. The Scheme 1 algorithm is very direct and can be implemented very easily. In the second scheme, LS-SVM is used in order to approximate and forecast each individual details and approximations. The outputs of each individual forecast can therefore be summed in order to obtain the forecast. This second scheme oers more exibility but the disadvantage is the cost of computing more variables compared to the rst scheme. However, this scheme oers the potential for easier implementation of parallel computation. J. Zeng et. al. [33] demonstrated that the results obtained using those dierent Schemes are practically the same, so it was decided to implement the Scheme 1 for forecasting with Input Vector I and Scheme 2 for forecasting with Input Vector II. In conclusion, forecasting Models performance evaluation shows that this forecasting techniques has high prediction accuracy and can be used for energy engineering applications. With the rapid increasing PV power production, these innovative forecasting methods will have high practical value in ensuring the stability of grid-connected PV power and increasing economic returns.

In this thesis, the proposed forecasting models are based on statistical models, so the PV power prediction is made by using only measured historical and current values of PV Power, Solar Radiation, Module Temperature and Ambient Temperature. No extra information are required. It can be useful to evaluate also physical models that take as input not only historical data of PV Power but also meteorological information obtained from numerical weather prediction (NWP), as
106

already proposed by [5962]. Hybrid models with NWP always reaches best performance according to the accuracy of the Weather Prediction. For the site under study there aren't historical data of weather forecasting so future work could involve storing the weather forecasting in order to design an hybrid NWP model based on LS-SVM and LS-SVM with Wavelet Decomposition of the input signals to improve the forecasting performance. The training and test datasets used in this study are limited to 365 days corresponding to the collected data from January up to December 2012. Using the
acquisition software "`Solar Data Extractor"' is now possible to collect the PV plant data in a MS Access Database and use this data to enlarge the input training and test dataset of the created models. A bigger input dataset allows the model to understand the seasonal variations of the acquired data and to improve its forecasting performance. Finally, the Multistep techniques may be extended to every forecasting models, looking for better forecasting performance on every forecasting horizons.
107
Acknowledgements
Professor Eng. Paolo M. Congedo and Professor Eng. Maria Grazia De Giorgi
Foremost, I would like to express my sincere gratitude to my advisors that gave my the opportunity to develop this thesis. Thank you for the continuous support of my study and research, for his patience, motivation, enthusiasm, and immense knowledge. His guidance helped me in all the time of research and writing of this thesis. I could not have imagined having better advisors and mentors for my thesis.
Besides my advisor, I would like to thank
Eng. Maria Malvoni, for her sup-
port in data collection and analysis, for his advice and patient during this thesis study period.
My heartfelt thanks goes to my friend classmate in Mechanical Engineering course of the University of Salento:
Francesco Punzoni.
He helped and sup-
ported me in every moment of this hard university adventure, without losing faith, even when my energies were nished. Thank you for the sleepless nights we were working together before deadlines and for all the fun we have had in the last ve years. I think I could not have a better friend and classmate than you.
Thank you to
Claudia Giorgieri.
Even though our paths diverge, she has left
a mark in my life.
Last but not the least, I would like to thank my family: my parents and
Maria Antonietta and my brother Marzio.
Maurizio
Thank you for giving birth to
me at the rst place and supporting me spiritually and economically throughout this dicult years, even though our vision of life often diverges.
108
Connecting the Dots...

[...]You can`t connect the dots looking forward; you can only connect them look-
So you have to trust that the dots will somehow connect in your future. You have to trust in something - your gut, destiny, life, karma, whatever. This approach has never let me down, and it has made all the
ing backwards. dierence in my life.
[...]Your work is going to ll a large part of your life, and the only way to be truly satised is to do what you believe is great work.
great work is to love what you do.
And the only way to do
If you haven't found it yet, keep looking.
Don't settle. As with all matters of the heart, you`ll know when you nd it. And, like any great relationship, it just gets better and better as the years roll on. So keep looking until you nd it. Don't settle.
[...]For the past 33 years, I have looked in the mirror every morning and asked myself: "If today were the last day of my life, would I want to do what I am about to do today?" And whenever the answer has been "No" for too many days in a row, I know I need to change something.
[...]Remembering that you are going to die is the best way I know to avoid the trap of thinking you have something to lose.
no reason not to follow your heart.

[...]
You are already naked. There is
Your time is limited, so don't waste it living someone else's life. Don't be trapped by dogma - which is living with the results of other people's thinking. Don't let the noise of others' opinions drown out your own inner voice. And most important, have the courage to follow your heart and intuition. They somehow already know what you truly want to become. Everything else is secondary.
STAY HUNGRY. STAY FOOLISH
[S.J.]
109
110
Terms, denitions, abbreviations and symbols
Photovoltaic Plant:
Plant for the production of electric energy using the
photovoltaic eect; made up of PV modules (PV eld) and other components (BOS), in order to allow the production of electric energy and the supply to the users or pump in the national electric network
Nominal Power (or Maximum, or peak or rated) of the PV Plant:

of each PV module, measured in Standard Test Conditions (STC).
is
the electrical power of the plant, consist of the sum of the single rated power
Standard Test Conditions (STC):

60904-3). Cell temperature of 25
normalized test conditions (CEI EN and radiation of 1000
2 C
W/m2 ,
with
spectral reference distribution (air mass AM 1.5)
Electric energy produced from a PV Plant:
is the electric energy mea-
sured on the exit of the conversion group from CC to AC, including the transformer, before it is available for the users or entered in the national electric network.
Connection point: Person in charge:
is the point on the electric network of the electric energy
supplier, where the PV Plant is connected to the national electric network
is the person in charge of the PV plant who can request
and obtain the taris
Implementing party:
GSE S.p.A.
the Manager of the Electricity services, in this case
Average annual electric energy production:
is the arithmetic mean, ex-
pressed in KWh, of the produced electric energy values, in the past two years, net of downtime of the plants exceeding the ordinary maintenance periods.
111
Photovoltaic cell:
fundamental photovoltaic element that generate electric-
ity if exposed to the solar radiation (CEI EN 60904-3). It is made up of a diode with a big junction surface that generate electricity if exposed to the solar radiation (9.1).
Figure 9.1: Photovoltaic Cell
Photovoltaic module:
gether
the smallest set of photovoltaic cells connected to-
Photovoltaic array:
set of photovoltaic modules connected in series set of photovoltaic arrays connected in parallel to
Photovoltaic generator:
reach the desired power
BEAMS: Building Energy Advanced Management Systems NMAPE: Normalized Mean Absolute Percentage Error ANN: Articial Neural Network SVM: Support Vector Machine LSSVM: Least Square Support Vector Machine WD: Wavelet Decomposition RBF: Radial Basis Function KKT: Karush Kuhn Tucker NWP: Numerical Weather Prediction
112
List of Tables
2.1 Average ambient temperature and PV module temperature for each range of solar irradiance 2.2 2.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 12
Monthly ranges variation of solar irradiance
Monthly ranges variation of PV module temperature and ambient temperature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 14 15 16 17 18 29 30 33 36 36 38 41 61 61 64 67 69 84 87 90
2.4 2.5 2.6 2.7 2.8 3.1 3.2 3.3 4.1 4.2 4.3 4.4 5.1 5.2 5.3 5.4 5.5 6.1 6.2 6.3
Specications of the PV module . . . . . . . . . . . . . . . . . . . . Specications of the PV system FV1 Productivity of the 606.72 Productivity of the 353.28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
kWp kWp
PV sub-plant PV sub-plant
Acquired Data Type from ESAPRO Website . . . . . . . . . . . . . Forecasting Models created . . . . . . . . . . . . . . . . . . . . . . . Input Vectors used with every Models . . . . . . . . . . . . . . . . . Probability range for the NMAPE . . . . . . . . . . . . . . . . . . . Training parameters for the Elman ANN . . . . . . . . . . . . . . . Productivity forecasting results for Model 1 . . . . . . . . . . . . .
Probability analysis results for Model I with Input Vector I . . . . . Probability analysis results for Model I with Input Vector II Parameters of the LS-SVM based Model . . . .
. . . . . . . . . . . . . . .
Productivity forecasting results for Model II with Input Vector I . . Probability analysis results for Model II with Input Vector I . . . . .
Productivity forecasting results for Model II with Input Vector II
Probability analysis results for Model II with Input Vector II . . . . Productivity forecasting results for Model III with Input Vector I .
Probability analysis results for Model III with Input Vector I . . . . Productivity forecasting results for Model III with Input Vector II .
113
List of Tables
6.4 7.1 8.1 . Probability analysis results for Model III with Input Vector II Productivity forecasting results for Model II with Multistep . . . . . . . 93 97 99
Productivity forecasting results for all Models and Input Vectors . .
114
List of Figures
1.1 1.2 2.1 Italian Solar Map . . . . . . . . . . . . . . . . . . . . . . . . . . . . BEAMS Project logo . . . . . . . . . . . . . . . . . . . . . . . . . . Geographical collocation of the Campus "Ecotekne" (source: Google Maps) 2.2 2.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 9 6 6
Map of the Campus Ecotekne (source: Google Maps)
Example 1 of PV modules installed on shelters in the Ecotekne Campus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.4
Example 2 of PV modules installed on shelters in the Ecotekne Campus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 10
2.5 2.6
Means of Maximum and minimum temperatures during three periods Height of the sun for twelve months for the desired latitude - Cartesian diagram (source: ENEA) . . . . . . . . . . . . . . . . . . . . .
11
2.7
Height of the sun for twelve months for the desired latitude - Polar diagram (source: ENEA) . . . . . . . . . . . . . . . . . . . . . . . . 11 19 19 20 21 21 22 23 24 25 27 29 31
2.8 2.9
Software SOLAR DATA EXTRACTOR main screen
. . . . . . .
Software SOLAR DATA EXTRACTOR export screen . . . . . . .
2.10 Software for ACCESS DB to MySQL DB conversion . . . . . . . . . 2.11 General PV Dataset Management System . . . . . . . . . . . . . .
2.12 Correlation between Solar Radiation and Output Power . . . . . . . 2.13 Input Dataset plot 2.14 Input Dataset plot 3.1 3.2 3.3 3.4 3.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Italian renewable energy production . . . . . . . . . . . . . . . . . . Renewable Energy forecasting methods . . . . . . . . . . . . . . . . Learning Machines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Reinforcement Learning
Acquired dataset adjustment . . . . . . . . . . . . . . . . . . . . . .
115
List of Figures
3.6 3.7 3.8 4.1 4.2 4.3 4.4 4.5 4.6 Training and Test Dataset division . . . . . . . . . . . . . . . . . . 31 32 32 34 35 37 37 37
Example of used Training data . . . . . . . . . . . . . . . . . . . . . Example of used Test data . . . . . . . . . . . . . . . . . . . . . . . Articial Neuron . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Typical architecture of an Elman Back Propagation ANN . . . . . . NAMPE for Model I with Input vector I . . . . . . . . . . . . . . .
NAMPE for Model I with Input vector II . . . . . . . . . . . . . . . Comparisons between NMAPE for Model I - Input Vectors I and II Comparisons between actual and forecasted PV power and Error for Model I with Input Vector I - forecasting horizon +1 hour . . . . .
39
4.7
Comparisons between actual and forecasted PV power for Model I with Input Vector II - forecasting horizon +1 hour . . . . . . . . . . 39
4.8
Comparisons between actual and forecasted PV power for Model I with Input Vector I - forecasting horizon +6 hour . . . . . . . . . . 40
4.9
Comparisons between actual and forecasted PV power for Model I with Input Vector II - forecasting horizon +6 hour . . . . . . . . . . 40 42
4.10 Error distribution for Model I and all Horizons . . . . . . . . . . . . 4.11 Error distributions comparisons between Input Vector I and II of Model I for all forecasting Horozons . . . . . . . . . . . . . . . . . . 4.12 Absolute error distributions for Model I . . . . . . . . . . . . . . . . 4.13 Absolute error distributions for Model I . . . . . . . . . . . . . . . . 5.1 5.2 5.3 5.4 5.5 5.6 5.7 5.8 Input data separation example . . . . . . . . . . . . . . . . . . . . . Dierent separation iperplanes: only H2 is the optimal hyperplane .
43 44 44 46 47 55 58 59 60 61
intensive
loss function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
LS-SVM: an interdisciplinary topic
Time series prediction by LS-SVM with RBF kernel [9] . . . . . . . List of commands for obtaining an LS-SVM model . . . . . . . . . . NMAPE values for Model II with Input Vector I . . . . . . . . . . . Comparison of the NMAPE values between Model I and II with Input Vector I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
62
5.9
Comparisons between actual and forecasted PV power and Error for Model II with Input Vector I - forecasting horizon +1 hour . . . . . 63
5.10 Comparisons between actual and forecasted PV power for Model II with Input Vector I - forecasting horizon +6 hour . . . . . . . . . . 63 64
5.11 Error distribution for Model II - Input Vector I - all Horizons . . . .
116
List of Figures
5.12 Error distribution for Model I and II- Input Vector I - all Horizons . 5.13 Comparisons between NMAPE probability for Model II - Input Vector I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66 65
5.14 Comparisons between NMAPE probability for Model II - Input Vector I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 68
5.15 NMAPE values for Model II with Input Vector II
5.16 Comparison between NMAPE values of Model II with Input Vector I and II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
5.17 Comparison between NMAPE values of Model I and II with Input Vector II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.18 Comparisons between actual and forecasted PV power and Error for Model II with Input Vector II - forecasting horizon +1 hour . . . . 70 69
5.19 Comparisons between actual and forecasted PV power for Model II with Input Vector II - forecasting horizon +6 hour . . . . . . . . . . 5.20 Error distribution for Model II - Input Vector II - all Horizons . . . 70 71 72 73 73 74 75 76 76 77 77 78 79 82 83 83 84 85 85
5.21 Error distribution for Model I and II- Input Vector I - all Horizons . 5.22 Probability analysis results for Model II with Input Vector II . . . . 5.23 Probability analisys results for Model II with Input Vector II . . . . 6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 6.9 Fourier transform: from time domain to frequency domain . . . . .
Short Term Fourier Transform (STFT) . . . . . . . . . . . . . . . . Wavelet Transform (source: Mathworks website) . . . . . . . . . . . Continuous Wavelet Transform Process . . . . . . . . . . . . . . . . Wavelet Coecients 2D graphical representation . . . . . . . . . . . Continuous Wavelet Transform (source: Mathworks website) . . . .
Details and Approximations decomposition with subsampling . . . . Details and Approximations decomposition scheme . . . . . . . . .
Part of the Matlab code for db4 Wavelet Transform . . . . . . . . . . . . . . . . . .
6.10 Wavelet Db4 with 8 levels transformed input signal 6.11 Flowchart of Wavelet-SVM algorithm Scheme 1 6.12 Flowchart of Wavelet-SVM algorithm Scheme 2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
6.13 NMAPE values for Model III with Input Vector I
6.14 Comparison between Model I, II and III with Input Vector I
6.15 Comparisons between actual and forecasted PV power and Error for Model III with Input Vector I - forecasting horizon +1 hour . . . . 86
117
List of Figures
6.16 Comparisons between actual and forecasted PV power for Model III with Input Vector I - forecasting horizon +6 hour . . . . . . . . . . . . . 86 87 88 89 90 91 91
6.17 Error distribution for Model III - Input Vector I - all Horizons
6.18 Error distribution for Model II and III- Input Vector I - all Horizons 6.19 Probability analysis results for Model III with Input Vector I . . . . 6.20 Probability analysis results for Model III with Input Vector I . . . . 6.21 NMAPE values for Model III with Input Vector II . . . . . . . . . . 6.22 Comparison between Model I, II and III with Input Vector II . . . . 6.23 Comparisons between actual and forecasted PV power and Error for Model III with Input Vector II - forecasting horizon +1 hour . . . . 6.24 Comparisons between actual and forecasted PV power for Model III with Input Vector II - forecasting horizon +6 hour . . . . . . . . . . 6.25 Error distribution for Model III - Input Vector II - all Horizons . . . 6.26 Error distribution comparisons between Model II and III - Input Vector II - all Horizons . . . . . . . . . . . . . . . . . . . . . . . . . 8.1 8.2 Comparison between Model I, II and III with Input Vectors I and II Sample dataset comparison between Model I, II and III with Input Vector II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.3 Comparison between error distribution for Model I, II and II with Input Vector I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.4 Comparison between error distribution for Model I, II and II with Input Vector II 8.5 8.6 8.7 8.8 9.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
92
92 94
95 98
100
101
102 103 103 104 104 112
Error probability for [-1%;+1%] Range Error probability for [-5%;+5%] Range
Error probability for [-10%;+10%] Range . . . . . . . . . . . . . . . Error probability for [-20%;+20%] Range . . . . . . . . . . . . . . . Photovoltaic Cell . . . . . . . . . . . . . . . . . . . . . . . . . . . .
118
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Comparisons Between Different Hybrid Statistical Models For Accurate Forecasting of Photovoltaic Systems Power

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Comparisons Between Different Hybrid Statistical Models For Accurate Forecasting of Photovoltaic Systems Power

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Universit del Salento

Facolt Di Ingegneria Corso di Laurea Magistrale in Ingegneria Meccanica

Tesi di Laurea in: Impianti termotecnici

Sessione Autunnale Anno Accademico 2012/2013

Electrical Power Production Data . . . . . . . . . . . . . . . . . . .

3 Electrical time series forecasting

4 Articial Neural Networks (ANNs)

5 Support Vector Machines (SVMs)

Nonlinear SVR using kernel

6 LSSVM with Wavelet Transform

Matlab Wavelet Toolbox and Wavelet transforming algorithm

Forecasting results with Input Vector II . . . . . . . . . . . . . . . .

7 Multistep forecasting 8 Comparisons between Model I, II and III 9 Conclusions

Terms, denitions, abbreviations and symbols Bibliografy

Articial Neural Networks (ANNs), Least Square Support Vector

One of the Apulian

savings achieved by the project's technologies will be collected. By

Figure 1.1: Italian Solar Map

Figure 1.2: BEAMS Project logo

Chapter 2 Photovoltaic system description

in Monteroni di Lecce (LE), Puglia (40 19

Figures 2.1 and 2.2 indicates its geographical collocation.

2.2 Climate data analysis

Figure 2.2: Map of the Campus Ecotekne (source: Google Maps)

Figure 2.3: Example 1 of PV modules installed on shelters in the Ecotekne Campus

2.2 Climate data analysis

2.2 Climate data analysis

Figure 2.4: Example 2 of PV modules installed on shelters in the Ecotekne Campus

1100 1200 W/m2 .

Moreover, the average PV module temperature ranges from

2.2 Climate data analysis

0 100 W/m2 W/m

1100 1200 W/m2 .

In the range between 1100

the PV module temperature reaches the highest increment (about

2.2 Climate data analysis

Max Solar Irradiance PV1 (W/m )

Max Solar Irradiance PV2

March April May June July August September October

984.2 1253.1 1245.0 1249.9 1094.7 1101.4 1220.2 924.8

Table 2.2: Monthly ranges variation of solar irradiance

2.3 General specication of the PV plant

Month March April May June July August September October

is also noted. The maximum PV module temperature is

when the solar irradiance and ambient temperature are

2.3 General specication of the PV plant

The modules installed

2.4 Mechanical dimensioning of the PV plant

Specication Mono-crystalline silicon 320

54.70 V 5.86 A 64.80 V 6.24 A 18.6 Kg 1.57

Table 2.4: Specications of the PV module

and a modules Tilt angle of

group with nominal power of 353.3

and a modules Tilt angle of

2.4 Mechanical dimensioning of the PV plant

Permanents loads 1. Structures weight 2. Ballast weight 3. Modules weight

2.4 Mechanical dimensioning of the PV plant

Overloads 1. Snow loads 2. Wind loads 3. Thermal variations 4. Seismic eects

Specication Mono-crystalline silicon 960

Table 2.5: Specications of the PV system FV1

2.5 Electrical dimensioning of the PV plant

2.5 Electrical dimensioning of the PV plant

For the electrical dimensioning of the FV1 Plant a

4 Articial Neural Networks (ANNs)

Terms, denitions, abbreviations and symbols Bibliografy

Articial Neural Networks (ANNs), Least Square Support Vector

Figure 2.3: Example 1 of PV modules installed on shelters in the Ecotekne Campus

Figure 2.4: Example 2 of PV modules installed on shelters in the Ecotekne Campus

2.3 General specication of the PV plant

2.3 General specication of the PV plant

Specication Mono-crystalline silicon 320

Table 2.4: Specications of the PV module

Overloads 1. Snow loads 2. Wind loads 3. Thermal variations 4. Seismic eects

Specication Mono-crystalline silicon 960

Table 2.5: Specications of the PV system FV1

Figure 2.8: Software SOLAR DATA EXTRACTOR main screen

Figure 2.9: Software SOLAR DATA EXTRACTOR export screen

during the forecast time horizon l , dened as:

A nite action set A; A nite states set S; A transition function T