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www.elsevier.com/locate/energy

Kasım Koc- ak

Department of Meteorology, Istanbul Technical University, 34469 Maslak, Istanbul, Turkey

Received 17 January 2007

Abstract

Wind speed persistence is a measure of the mean wind speed duration over a given period of time at any location. This deﬁnition

implies that wind speed persistence means a positive serial correlation in time series. The wind speed persistence provides useful

information about the general climatological characteristics of the wind persisting at a given location. Therefore, wind speed persistence

should be taken into account in many studies such as weather forecast, site selection for wind turbines and synthetic generation of the

wind speed data. On the other hand, if wind direction information is considered together with the wind speed then this type of persistence

can be used for additional purposes such as forest ﬁres, dispersion of the air pollutants, building ventilation, etc. In this study, three

different methods with some modiﬁcations of the previous methods have been applied to the wind speed data obtained from the

meteorology stations located at the northwest part of Turkey. These methods are based on autocorrelation function, conditional

probability and the wind speed duration curves. It has been shown that the proposed methods clearly reﬂect the persistence properties of

the wind speed in the study area.

r 2007 Elsevier Ltd. All rights reserved.

persistence properties is wind speed duration curves

In recent years, wind energy has become an important (WSDC) [4].

alternative source of energy because it is clean and cost The following papers are closely related studies to the

effective for many applications such as electric power wind persistence. Corotis [5] has analyzed seasonal

production, water pumping, etc. Intermittent behavior in characteristics of durations of runs both above and below

time is a well-known feature of the wind speed. Therefore, various wind speed levels to form the best models that

the persistence properties of the wind speed during a given reﬂect the persistence characteristics of wind speed. They

period of time should be considered in wind energy and compared their results with both an exponential and power

related studies. Many variables often exhibit statistical law persistence model. McNerney and Veers [6] and

dependence with their past or future values. In literature, Kaminsky et al. [7] applied exponential and Markov

this dependence on time is usually known as persistence. models to generate synthetic wind speed data. It is a well-

Wind speed persistence is one of the dominant factors that known fact that the persistence is a very important input in

affect the sustainability of the wind energy production in the synthetic generation of wind speed time series.

any location. In the literature, there are variety of methods In recent years, ‘‘detrended ﬂuctuation analysis

developed to determine the persistence properties of (DFA)’’ has been used to study persistence in various time

meteorological variables. These properties are directly series. The DFA algorithm can systematically eliminate

related to the memory of the system or autocorrelation trends in the data and thus reveal intrinsic dynamical

function (ACF) of a time series [1] and conditional properties such as distributions, scaling and long-range

correlations very often masked by non-stationarities [8].

Tel.: +90 212 285 31 47; fax: +90 212 285 31 39. Application of DFA to wind speed data can be found in

E-mail address: kkocak@itu.edu.tr Refs. [9,10].

0360-5442/$ - see front matter r 2007 Elsevier Ltd. All rights reserved.

doi:10.1016/j.energy.2007.07.010

ARTICLE IN PRESS

66 K. Koc- ak / Energy 33 (2008) 65–70

The main purpose behind this study is to offer the In addition to r1 autocorrelation coefﬁcient, the lag value

researcher, practical and useful tools to determine the (k0) at which the autocorrelation function takes its ﬁrst

persistence of a given location. Application of the methods zero gives important information about persistence. Thus,

used here have been fulﬁled by using hourly wind speed to obtain a more reliable measure for persistence, it is

data from six meteorology stations located in the northwest convenient to combine the information inherent in r1 and

part of Turkey. It has been found that the proposed k0. As illustrated in Fig. 1, the area surrounded by the right

methods satisfactorily represent the persistence properties triangle (with the right sides r1 and k01) can be used as a

of the locations considered. measure of the persistence. If we denote this area with the

abbreviation PACFA meaning ‘‘the persistence via the

autocorrelation function approach’’, then the persistence

2. Methods

is given as

In literature, there are various methods used in the PACFA ¼ 12r1 ðk0 1Þ. (2)

determination of the persistence in meteorology, hydrol-

It can be concluded from Eq. (2) that the big PACFA

ogy, etc. Below, we present some practical ways of

values correspond to the high persistence and vice versa. In

evaluating the wind speed persistence.

case of strong linear relationship between observations, the

autocorrelation coefﬁcient that corresponds to k0 might

2.1. Autocorrelation function approach not be equal to zero. In such cases, the lag value at which

the autocorrelation function attains its ﬁrst minimum can

In case of continuous variables, one way to characterize be taken as k0.

persistence is by the use of serial correlation or auto-

correlation functions. The autocorrelation analysis is a way 2.2. Conditional probability approach

of measuring linear dependence between observations of a

time series. The autocorrelation coefﬁcient rk is computed From the statistical point of view, the persistence can be

from a discrete time series, vi, with an average v̄ as deﬁned as the positive serial dependence in the time series.

Pnk In order to evaluate the serial dependence for a given

½ðvi v̄Þðviþk v̄Þ variable it is necessary to estimate the conditional

rk ¼ i¼1Pn 2

, (1)

i¼1 ðvi v̄Þ probabilities of the type P(v|vt1). Here P(v|vt1) denotes

the conditional probability of the event vt at time t, given

where n and k represent the number of data points and the

the event vt1 at time t1. In order to calculate the

time lag value, respectively. In practice, the lag-1 or r1

P(v|vt1), it is necessary to determine a truncation level.

autocorrelation coefﬁcient is most commonly used as a

For hourly average wind speed values, the wind speed

measure of persistence. It is also sometimes of interest to

which is equal to or greater than the truncation level can be

compute autocorrelations at longer lags. Oscillation of rk

called as windy (W). For the wind speed below this

as a function of k is called the autocorrelation function, as

truncation level, it will be called calm (C). For example, the

shown in Fig. 1. An autocorrelation function always begins

conditional probability of a windy hour following a windy

with r0 ¼ 1 since any unshifted series of data will exhibit

hour can be estimated from the time series as

perfect correlation with itself. It is typical for an

autocorrelation function to exhibit a more-or-less gradual ^ t ¼ W jvt1 ¼ W Þ ¼ number of W ’s following W ’s

Pðv

decay toward zero as the lag increases [1]. total number of W ’s

nWW

¼ , ð3Þ

rk nW

where nWW is the number of pairs of time steps in which

there are two consecutive Ws in the series, whereas nW is

1

the number of Ws in the series followed by another data

point.

The conditional probability value produced by Eq. (3)

can be taken as a measure of persistence although this

r1

information is limited to only 1 h ahead. In other words,

the information content of this value is low because it does

ko not say anything about how many hours this persistence

value is valid on the average. A remedy to this issue is to

write Eq. (3) for q data points in the past so that the

0 k following equation holds:

0 1 2 3 4 ^ t ¼ W jvt1 ¼ W ; vt2 ¼ W ; vt3 ¼ W ; . . . ; vtq ¼ W Þ

Pðv

Fig. 1. A typical autocorrelation function. ¼ 0. ð4Þ

ARTICLE IN PRESS

K. Koc- ak / Energy 33 (2008) 65–70 67

In Eq. (4), q is directly related to the persistence. The percentage of time for which the wind speed equals to or

greater q values correspond to higher persistence and vice exceeds each particular value v(i) is given as

versa. In the remaining part of this study, q values are nþ1i

shown with the abbreviation PCPRA for ‘‘the persistence via PðvðiÞ Þ ¼ 100; i ¼ 1; . . . ; n. (6)

nþ1

the conditional probability approach’’.

This equation permits the series to have a new maximum

2.3. Wind speed duration curves and a new minimum value. The graph of the WSDC is

obtained by plotting P(v(i)) on the horizontal axis versus v(i)

The WSDC are some of the most familiar graphical tools on the vertical axis. On the WSDC plot, P(v(i)) which

available to wind engineers. The WSDC is simply the corresponds to a particular truncation level can be used as

cumulative distribution function of the wind speed in a indicative of the persistence and is denoted by PWSDC, the

certain period of time. In other words, it is the graphical abbreviation for ‘‘the persistence via the wind speed

presentation of the wind speed on the vertical axis and duration curves’’.

percentage of time for which wind speed equals to or exceeds There is an important point to be considered in

each particular value on the horizontal axis [11], i.e., determining persistence by using the WSDC approach. It

should be noted that this approach is not distribution free.

Pðvi Þ ¼ PðV Xvi Þ i ¼ 1; . . . ; n. (5) In other words, a set of data having a strong serial

In Ref. [4], a theoretical ideal speed duration curve was correlation and a set of data having no serial correlation

proposed for determining the wind speed persistence over a might have similar distribution properties. In such cases, it

given area. Errors between the speed duration curves and is possible to conclude misleadingly that the two sets of

the theoretical ideal speed duration curves were considered data have the same or similar persistence. Nevertheless, this

as a criterion for wind speed persistence. The above is not a problem which cannot be overcome. For example,

method was applied to dimensionless wind data by using the autocorrelation function is the simplest way to judge

a detailed formula. Thus, in order to obtain the wind speed whether a given time series is random or not. Besides this,

persistence with a more straightforward way, the following in literature, there are some methods that are used as tests

procedure is proposed. of randomness. Some of these tests can be listed as turning

In order to construct the WSDC, it is necessary to points test, the difference-sign test, rank test [12], run test,

estimate P(vi) using the ranks i of the order statistics v(i). Wald–Wolfowitz runs test [13], etc.

Note that in vi, the subscript i denotes the order in which vi

was observed. On the other hand, subscript inside 3. Data and application

parentheses in v(i) represents the ith observation in the

series arranged either as descending or ascending order. If Hourly wind data from six meteorology stations are used

the observations are sorted as ascending order, then the in the analyses. Five of these stations are in the Marmara

ARTICLE IN PRESS

68 K. Koc- ak / Energy 33 (2008) 65–70

region and one station is in the Aegean region of Turkey because C- anakkale station is located near C

- anakkale Strait

(see Fig. 2). All of these stations are located in the along which wind is much stronger whereas the latter

northwest part of Turkey. Among these stations, Gök- station is located inland. All these results are consistent

c- eada station is on an island and C - anakkale station is with the past studies [15,16].

located near the natural waterway, C - anakkale Strait. Three

of the remaining stations Adapazarı, Bursa, and Edirne are 3.2. Conditional probability approach

located inland, and Tekirdağ station is located at the coast

of the Marmara Sea. Table 1 shows the wind velocity In order to obtain conditional probabilities for different

measurement stations used in this study. Their geographi- q or PCPRA values, Eq. (4) was applied to the wind speed

cal locations and altitudes are also given in the table. The data. Prior to this, by using a truncation level, the wind

measurement period for each of the stations varies from 5 speed time series were divided into two parts. This process

to 6 years. produces two stages as ‘‘windy’’ and ‘‘calm’’ corresponding

In order to put all the wind data on the same basis, to above and below the truncation level. Then, Eq. (4) was

hourly mean wind speeds were projected from anemometer used to calculate the conditional probabilities of these

height (za) to a given height (zh) by [14] dichotomous events. The truncation level is taken as the

a average wind speed at the average hub height which is

zh

vh ¼ va , (7) 3.5 m/s at 50 m, respectively. Since the available wind

za

data were measured at 10 m or projected to 10 m (by using

where the exponent a ¼ a+b ln va is considered to be a

variable of the measured wind speed va at the anemometer 1

height, with the coefﬁcients a and b are given as a ¼ 0.37/ 0.9

[10.088 ln(za/10)] and b ¼ 0.088/[10.088 ln(za/10)], re-

0.8

spectively [14]. In this study, zh is taken as 10 m. By

Conditional Probability

applying Eq. (7), the wind data of the stations for which the 0.7

anemometer height is different from 10 m are extrapolated 0.6 Adapazari

to the height of 10 m. After this correction, the methods

Edirne

mentioned in Section 2 were applied to the wind speed time 0.5

Bursa

series. The results are presented at the same order as in the 0.4 Tekirdag

methods. Gökçeada Çanakkale

0.3

0.1

The lag-1 autocorrelation coefﬁcient (r1) of the wind

0

speed data of all the stations were calculated through 0 50 100 150 200 250 300 350 400

Eq. (1) and compared with each other. It was observed that q (Hours)

all the coefﬁcients change around 0.90. In other words,

there are no signiﬁcant differences between the r1 values to Fig. 3. The conditional probability changes as a function of order q.

compare the persistence of the different stations. However,

persistence values produced by Eq. (2) reveal the differ-

12

ences between stations clearly. The graph of PACFA values

of the stations is given in Fig. 5a. As seen in this ﬁgure, 1 Adapazari

2 Edirne

Gökc- eada station, which is located at an island, has the 10 3 Bursa

highest persistence among the stations. On the other hand, 4 Tekirdag

5 Çanakkale

Wind Speed (m/s)

have the same persistence values. It is also expected for

C- anakkale to have higher persistence value than Edirne 6

6

5

Table 1 4

Stations used in the study 4 3

2

1

Station no. Station name Latitude Longitude Height (m)

2

1 Adapazarı 40.77 30.25 31

2 Bursa 40.23 29.00 100

3 - anakkale

C 40.13 26.42 6 0

4 Edirne 41.67 26.57 51 0 10 20 30 40 50 60 70 80 90 100

5 Gökc- eada 40.11 25.54 72 Percentage of Time (%)

6 Tekirdağ 40.59 27.33 4

Fig. 4. The wind speed duration curves of the stations.

ARTICLE IN PRESS

K. Koc- ak / Energy 33 (2008) 65–70 69

Fig. 5. The persistence values produced by the proposed approaches: (a) autocorrelation, (b) conditional probability and (c) wind speed duration curves.

Eq. (7)), the truncation level wind speed of 3.5 m/s is also site selection for wind turbines, etc. Therefore, it is

projected to the height of 10 m, which corresponds to important to develop a simple and a practical way of

2.15 m/s. The persistence values produced by the conditional assessing the wind speed persistence. Taking this need into

probability approach are shown in Fig. 3. It is apparent account, the three methods based on the autocorrelation

from this ﬁgure that C - anakkale and Gökc- eada are the function, the conditional probability and the WSDC were

stations which have the highest persistence. The persistence proposed.

values of the remaining stations (Adapazarı, Edirne, Bursa In order to evaluate the results of the proposed methods,

and Tekirdağ) are close to each other. PCPRA values versus the relationship between the topographic properties of the

station number are shown in Fig. 5b. The results that are stations and the persistence should be considered together.

produced by the conditional probability approach are Gökc- eada is located at an island; thus, it is expected to

completely in agreement with the past studies, [15,16]. have the highest persistence values among the stations. The

second and the third highest persistence values are expected

3.3. Wind speed duration curves for the stations C - anakkale and Tekirdağ. The reason of

this expectation is that the former station is located near a

Before the application of this method, it is necessary to natural waterway which causes the strong wind whereas the

judge whether wind speed time series originate from a latter station is near Sea of Marmara. On the other hand,

random process or not. As mentioned before, lag-1 there is high probability for the remaining stations

autocorrelation coefﬁcient all of the wind speed time series (Adapazarı, Bursa, Edirne) to have low persistence values

are about 0.90 which shows strong serial correlation. The due to their inland locations. By considering these points,

results of the WSDC are shown in Fig. 4. In this ﬁgure, the the proposed methods can be compared with respect to

truncation level represented by the horizontal line starts their performance. In this perspective, the autocorrelation

from the wind speed of 2.15 m/s. As explained in Section approach is the least effective one. The conditional

2.3, the percentage of time that corresponds to the probability approach gives reasonable results for the

intersection points between the horizontal line and the stations C- anakkale and Gökc- eada. However, the persis-

WSDC is the persistence value (PWSDC) of a given station. tence values for the remaining stations by this method are

PWSDC values are shown in Fig. 5c. Note that, except for found to be very close to each other. Therefore, it seems

the numerical values on the vertical axis, Figs. 5b and 5c that the method based on the WSDC is the most suitable

show very similar graphical appearance. Thus, the ex- method because it reﬂects the differences in the wind speed

planations for the persistence properties of the stations persistence very clearly among the stations.

given in Section 3.2 are also valid for this approach.

Acknowledgments

4. Conclusions

The author would like to thank the contributors for their

In the present study, three methods, with some valuable suggestions and Dr. Z. Kaymaz and Dr. C.F.

modiﬁcation of the previously known methods, have been Delale for their careful reading of the manuscript.

applied to the hourly wind speed data of six meteorology

stations. These stations are located in northwest part of References

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weather forecast, forest ﬁres, dispersion of air pollutants, Elsevier; 1985.

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[4] Koc- ak K. A method for determination of wind speed persistence and [11] Golding EW. The generation of electricity by wind power. London:

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