1
One-hour-ahead Wind Speed Prediction Using a
Bayesian Methodology
Marcos S. Miranda and Rod W. Dunn, Member, IEEE
Abstract—The contribution of wind power in market-driven
power systems together with the uncertain nature of the wind
resource have led to many research efforts on methodologies to
predict future wind speed/power production. Applications such
as the operational balancing market in the UK would benefit
from accurate one-hour-ahead forecasts of the available power
from all generators, wind being no exception. This paper focuses
on one-hour-ahead wind speed prediction using a Bayesian
approach to characterise the wind resource. To test the
approach, two years of wind speed data from a weather station
were modelled as an autoregressive process. In this paper, the
methodology used is described together with the model employed
and prediction results are presented and compared to the
persistence method. The results obtained indicate that Bayesian
inferencing can be a useful tool in wind speed/power prediction,
particularly due to the flexibility inherent to the methodology.
Index Terms--Bayesian inferencing, Markov chain Monte
Carlo simulation, prediction methods, short-term wind forecast,
statistical methods, wind energy.
I. INTRODUCTION
T HE growing participation of wind power in modern
market-driven power systems is becoming a significant
problem due to the uncertain and variable nature of the wind
resource. This has motivated R&D into techniques for better
characterisation and prediction of the wind resource and the
power produced by wind farms.
Such techniques play an increasingly important role as they
make it possible to assess the impact of wind power
generation on different application areas, dependent on the
prediction horizon. These can range from seconds (e.g. wind
turbine control systems) to days (e.g. dispatch of utility
generation, security assessment).
This paper focus on short time scales, i.e. one-hour-ahead
predictions. The main area of application for such prediction
horizon is related to operational security of the power system
as it may subsidise generation dispatch decisions and allow
adequate performance of electricity markets. For instance, in
the UK, an operational balancing market exists to help ensure
system security. However, exercising this balancing
mechanism is potentially expensive and could be avoided in
This work was supported by the UK EPSRC, through the Supergen
initiative.
M. S. Miranda (e-mail: m.miranda@bath.ac.uk) and R. W. Dunn (e-mail:
r.w.dunn@bath.ac.uk) are with the Department of Electrical Engineering,
University of Bath, Bath, BA2 7AY, UK.
1-4244-0493-2/06/$20.00 ©2006 IEEE.
some cases if the output of wind generators was accurately
predicted one hour ahead of real-time.
The methodology developed in this paper uses a Bayesian
framework to model the wind speed time-series as an
autoregressive process. Similarly, the wind power generated
from a given wind farm (or group of wind farms) could be
used, since generated power is the main variable of interest.
This was not possible though, due to unavailability of suitable
data. Nonetheless, power predictions could still be inferred
through proper up-scaling of the predicted wind speeds
(power law) to hub-height for a given site and subsequent
application of a typical wind turbine power curve, which
describes the power output given an average incident wind
speed.
The characterisation of the known resource (weather
station hourly average wind speed data) is performed in two
distinct steps. First, the wind speed data, Uw, for the weather
station is defined as a normally distributed variable, with an
unknown mean, µw and variance σw. Then, the time-series
mean, µw, is described as an autoregressive (AR) process to
define the structure of the data in the previously defined
normal distribution. This type of model structure is also
known as a hierarchical model in Bayesian inferencing.
Markov Chain Monte Carlo (MCMC) simulation is used to
estimate the model parameters, which can then be used to
predict wind speeds at future time-steps. The model was
implemented using the OpenBUGS (Bayesian inference Using
Gibbs Sampling) software package [1].
This paper presents the development and results of an AR
model using a Bayesian approach. Some of the fundamental
aspects behind this approach are outlined and preliminary
results are shown for a 6th–order model, using only wind
speed data as the input.
II. SHORT-TERM PREDICTION OF WIND SPEEDS
The area of short term prediction of wind speed/power can
be generally subdivided into two main groups, depending on
the underlying prediction model used. These can be either
based on numerical weather prediction (NWP) models, similar
to those used by national meteorological agencies, or other
alternative approaches [2]. Models such as RISØ’s Prediktor
[3] or the University of Oldenburg’s Previento [4] can be
found in the first category. The second category encompasses,
amongst others, artificial intelligence (fuzzy logic [5],
artificial neural networks [6]) and autoregressive models [7].
The suitability of a given model will be dependent on the

time scale of interest for the predictions, NWP-based models
being usually the best option for longer term predictions (over
around 6 hours ahead).
A. Time-series models
The time-series approaches can be particularly useful when
shorter prediction horizons are required. Such methods are
usually less complex and computationally intensive then
NWP-based methods, making them a useful tool for
generation dispatch applications. In particular, autoregressive
processes are a class of standard statistical models which are
well-known and of easy implementation.
A traditional way of testing the performance of a short-
term prediction model is to compare its output with that from
the persistence method [7]. The persistence method consists of
using the wind speed over the past hour as the prediction for
the next one. As simplistic as it may sound, the persistence
method performance is quite remarkable over short prediction
horizons due to the typical time constants associated with
weather systems.
III. THE BAYESIAN METHODOLOGY
The Bayesian approach to statistical analysis is not new, its
roots dating back to the mid 18th century, but it gained
considerable attention over the last two decades, particularly
due to the increase in computer processing power. During this
time it has found many areas of application in the modelling
and forecasting of time series data, such as disease mapping
and biological processes, as well as different modelling
frameworks, such as autoregressive moving average [8] and
state space techniques [9].
One of the main characteristics of Bayesian statistics lies
on the fact that, contrary to the frequentist approach, the
probabilities associated to a variable in a given process are not
taken as how many times, or how often (their frequency) they
are observed. Instead, the probabilities (either extracted from
actual observations; the expected range of possible values
based on previous knowledge or still simply estimated values)
are seen as a degree of belief attached to the variable, which in
turn can take the form of a probability distribution.
Bayes’ theorem, shown in (1), can be stated as the
probability of a variable A given the occurrence of another
variable B is equal to the normalised likelihood of B given A
( P(B|A) / P(B) ) times the probability of A. In other words the
conditional probability of A on B can be calculated using the
conditional probability of B on A, and the degree of belief on
A, the prior ( P(A) ).
P ( B | A) . P( A)
P( A | B) = (1)
P( B)
The concepts of prior and posterior distributions are
inherent to Bayesian statistics and are further developed
below.
A prior probability is a marginal probability, i.e. a
description of a variable based on some knowledge of what
value it may assume, but not necessarily based on
2
observations of the variable, which is not always possible.
Priors can be either informative or non-informative. One
could define that the average daily temperature in a given
location on the Equator line during the summer belonged to a
uniform distribution that varies between [-100oC, 100oC],
which is not particularly informative. A more reasonable
estimate could be made by looking at weather information
taken at similar locations and say it could vary uniformly
between [20oC,50oC], or even that it was normally distributed,
with a mean of 35oC and a 99% confidence interval of ±15oC
about the mean.
The posterior probability, on the other hand, is a
conditional probability, which takes into account the
information contained in the prior and the normalised
likelihood, as shown above.
In many cases, it is not possible to derive the posterior
distributions analytically, but samples may be generated using
Markov Chain Monte Carlo (MCMC) methods. The resulting
posterior is then obtained not as a single number, but as a
probability distribution. Empirical summary statistics can be
calculated from the samples in this distribution and used to
draw inferences about their true values, such as the expected
(mean) value and confidence intervals of interest.
When using MCMC, a ‘burn-in’ stage must be taken into
account, during which the different parameters should
converge to their true values. This is followed by a stage
during which the samples from the posterior distribution are
kept for analysis purposes. With more complicated models,
the convergence stage may take a long time.
A. Hierarchical Models and Expert Knowledge
One important feature of the Bayesian approach is the
ability to implement nested structures, also referred to as
hierarchical models.
This enables further characterisation of the variables in the
model and the introduction of expert knowledge at different
levels. This can be exemplified by considering a fictitious
model of hourly electricity demand over the winter. The
overall demand distribution may be modelled as normally
distributed. Further, the time-series data available may be
modelled by two additive functions, the domestic and the
industrial consumption. The individual time-series models
themselves may have any desired structure, e.g. an
autoregressive arrangement. The domestic consumption can
further be made dependent on the average daily temperature,
which again can be characterised using any desired
formulation, and made dependent on any other variable.
In the specific case of wind speed prediction, such facility
allows the inclusion of physical phenomena into the statistical
model - as opposed to the statistical analysis stage used on
some of the NWP-based methods - adding flexibility and
strengthening the resulting model.
IV. MODEL DEVELOPMENT
A Bayesian hierarchical model was developed to model the
autocorrelation structure between consecutive hourly mean
 3

wind speed samples, thus allowing the prediction of wind potential problem for the hierarchical model adopted since it
speeds at future time-steps. assumes at its first level that the data is normally distributed.
The input data for the model were two years of hourly Therefore a transformation of the original wind speed data
mean wind speeds from a weather station at the extreme north was required and the Box-Cox transformation was used as it
of Great Britain (Lerwick, Shetland Islands), taken for the presents a simple and straightforward procedure for
years of 1998 and 1999 (Fig. 1). The average wind speed for non-normality correction [11], as detailed below.
the site during this period was 7.9 m/s. The Box-Cox transformation y(λ), of a dataset y is defined
as:
30
⎧ (λ) y λ − 1
⎪y = , for λ ≠ 0
25 ⎨ λ (4)
⎪ y (λ ) = ln ( y ), for λ = 0
⎩
Wind Speed (m/s)

20
The choice of the value for the parameter λ can be made
through an analysis of the log-likelihood function:
15
n ⎡ n ( yi (λ) − y (λ)) 2 ⎤ n

10
f ( y, λ) = − . ln ⎢
2 ⎢⎣ i =1 n
∑ ⎥ + (λ − 1). ln( yi )
⎥⎦
∑ (5)
i =1

The value of λ which maximises (5) is used in the Box-Cox

5
transformation. A plot of the log-likelihood function for
values of λ between [-2,2] in steps of 0.1 can be seen in Fig. 2.
0
0 2,190 4,380 6,570 8,760 10,950 13,140 15,330 17,520 4
x 10
Time (h) -2

Fig. 1. Input wind speed data (two years of hourly averages). -2.5

The hierarchical model implemented in this work has two -3

levels:
Loglikelihood

-3.5
• Level 1: The wind speed data at the site is initially
defined as coming from a Normal distribution with an -4
underlying mean and variance, as in (2), where Uw is
the wind speed data, µw is the underlying mean at the -4.5
site and σw2, the associated variance.
-5
2
U w ~ N (µ w , σ w ) (2)
-5.5

• Level 2: The temporal structure of the distribution

-6
represented in (2) is then modelled as a sixth order -2 -1.5 -1 -0.5 0 0.5 1 1.5 2
autoregressive (AR) model, which can be written in its λ
general form as:
Fig. 2. Log-likelihood function of wind speed data for different parameters λ
of the Box-Cox transformation.
UWt = β 0 + β1.UWt −1 + β 2 .UWt − 2 + ... + β n .UWt − n + ut (3)

where Uwt is the value of the series at time t, Uwt-1 to
Uwt-n are the previous values of the series up to n
previous time steps, n is the order of the model, β0 is
the time-series overall level, β1 to βn are the series
autocorrelation coefficients, and ut is a normally
distributed random term, with zero mean and variance
σw2.
A. Non-normality correction
It is a well known characteristic of general wind speed
series that its variation at a given site can be modelled using
the Weibull distribution [10]. As described above, this is a
From Fig. 2, it can be seen that the value of λ which
maximises the function is λ = 0.5. In order to validate the
procedure, Matlab’s boxcox function was also used. This
function performs a continuous assessment of the data on the
variable λ, searching the resulting function maximum through
an optimisation procedure. This yielded a value of
λMAT =0.4913. The difference between the results was not
significant enough to justify the use of the more complex
calculation procedure, which may not be readily available to
many, therefore λ = 0.5 was used in the data conversion.
V. SIMULATION RESULTS
The model was built using wind speeds defined within a
window that moved through the wind dataset, in order to
 4

generate sequential predictions. Each window contained two
years worth of data (17520 points) and for each of these
snapshot windows, one additional hour was predicted. This
process was carried for 48 data windows. A schematic
representation of the procedure is shown in Fig. 3.
For purposes of illustration, the shape of the probability
distributions obtained for the six AR model coefficients
(9,000 samples) are also shown in Fig. 4.
beta[1,1] sample: 9000 beta[1,2] sample: 9000

1.02 1.04 1.06 1.08 1.1 -0.12 -0.1 -0.08 -0.06

(a) (b)
beta[1,3] sample: 9000 beta[1,4] sample: 9000

-0.04 -0.02 0.0 0.02 0.04 -0.08 -0.06 -0.04 -0.02

(c) (d)
beta[1,5] sample: 9000 beta[1,6] sample: 9000
Fig. 3. Schematic representation of the prediction procedure.

As previously mentioned, during the analysis of MCMC

simulation results the initial outputs are usually discarded to
allow for the convergence of the model variables. The
-0.06 -0.04 -0.02 0.02 -0.04 -0.02 0.0 0.02
following results were taken for a run of 10,000 samples, (e) (f)
being the first 1,000 discarded and only the remaining 9,000
considered in the analysis. Fig. 4. Probability distributions of AR model coefficients. a) β1, b) β2, c) β3,
d) β4, e) β5, and f) β6.
A. AR Model Validation
In order to assess the estimation of the AR model
B. Wind Speed Prediction Validation
parameters, the two year dataset was also characterised using
Matlab’s system identification tools. A 6th-order The 48 predictions were compared with the wind speed
autoregressive model was defined and its coefficients data and the results are shown Fig. 5, together with the 95%
calculated. The results for both, Matlab and Bayesian models confidence interval of the predictions.
are summarised in Table I, below. As indicated in the model coefficients analysis, the
The outputs from the Bayesian model are given in the form predicted wind speeds have a strong relationship with the
of probability distributions, so in addition to the expected series previous value.
(mean) value of the six AR model parameters, the 95%
25
confidence interval of the parameters is also included in the
table with the lower (2.5%) and upper (97.5%) bounds in
separate columns. The results suggest a strong correlation in 20
the data between the predicted wind speed (Uwt) and its
Wind Speed (m/s)

previous value (Uwt-1), indicating some resemblance with the

persistence model. Good agreement was found between the 15
parameters estimated using both models.

TABLE I 10
COMPARISON BETWEEN COEFFICIENTS OF AR(6) MODEL, AS CALCULATED BY
MATLAB AND BAYESIAN INFERENCING
5
AR model Bayesian Inferencing Tim e-series
Matlab Predictions
coefficients Mean 2.5% 97.5%
β1 (t-1) 1.02 1.0545 Conf. Interval
1.0401 1.0694
0
β2 (t-2) - 0.04111 - 0.0824 - 0.1038 - 0.0610 0 10 20 30 40 50
β3 (t-3) - 0.0104 0.0125 - 0.0092 0.0333 Time (h)
β4 (t-4) - 0.003534 - 0.0272 - 0.0485 - 0.0058
β5 (t-5) - 0.02822 - 0.0142 - 0.0358 0.0071 Fig. 5. Wind speed predictions (with 95% confidence interval) and wind
β6 (t-6) 0.0077 0.0035 - 0.0113 0.0184 speed data (1-hour-ahead predictions).

Fig. 6 shows a comparison between the absolute errors
obtained by the persistence method and the developed model.
The similarity in the performance of both models is evident.
The relative rms error found for the Bayesian model was
16.4%, marginally outperforming the persistence model,
which displayed an rms error of 17.3%.
7 simplicity of the model used.
Error Pers is tenc e
6 The Bayesian framework presents great potential in this
Error AR(6) Model
5
4
3 variables) that may have influence over the variable of
Error (m/s)
2 interest.
1
0
-1
-2
-3
-4
0 10 20 30 40
Time (h)
Fig. 6. Absolute prediction errors obtained for the developed AR model and
the persistence method.
C. Discussion
Despite the marginal improvement in performance over the
persistence method, the results obtained are encouraging with
respect to the application of Bayesian inferencing to wind
speed prediction, particularly considering the simplicity of the
statistical model (AR) employed and the fact that only wind
speed data was used in the modelling.
The use of more complex models, such as autoregressive
moving average (ARMA) models, should improve the
predictions considerably, especially considering the ability of
such models to characterise seasonality and other level
variation effects in the data.
Also, further exploitation of the hierarchical structure
capability of the Bayesian methodology should lead to
improved model performance, especially if other physical
variables known to have influence over the wind speed are
included, such as atmospheric pressure.
Finally, the use of simultaneous data from multiple sites
(described in the model as a multivariate normal distribution),
together with the inclusion of other physical variables, should
yield a more robust model, despite its higher complexity. In
such an approach, the gradients between the physical variables
could also be used, in addition to single point readings, as an
attempt to improve the performance of the predictions.
VI. CONCLUSIONS
The impact of wind power on power systems has received
great attention over recent years, and reliable prediction
models have become essential tools to assist in the system
5
security assessment.
This paper presents the development and simulation results
of an AR model using a Bayesian approach. Some aspects of
the Bayesian methodology are described and results are shown
for a 6th-order AR model. The developed model performance
was assessed in light of the predictions obtained using the
persistence model, indicating satisfactory results, despite the
application area, as it provides great flexibility in the model
development, allowing the inclusion of expert knowledge
derived from the physical phenomena (use of additional
Lower-order autoregressive (AR) models can be rather
limited for this particular application as they may fail to
capture the periodical variations of the wind speed. As further
work, the authors are now pursuing the use of a more complex
structure, such as an autoregressive moving average (ARMA)
model, in conjunction with the incorporation of additional
variables, such as the atmospheric pressure, which could
50 greatly improve the performance of the model.
VII. ACKNOWLEDGMENT
The authors gratefully acknowledge the contribution of
Gavin Shaddick for his initial help with the OpenBUGS
software and useful discussions on some of the model
implementation aspects.
The authors also thank the UK Met Office and the British
Atmospheric Data Centre for supplying the wind speed data
used in this research.
VIII. REFERENCES
[1] OpenBUGS project website, http://mathstat.helsinki.fi/openbugs,
November, 2005.
[2] G. Kariniotakis, P. Pinson, N. Siebert, G. Giebel, and R. Bartelmie, "The
State of the Art in Short-term Prediction of Wind Power - From an
Offshore Perspective," in Proc. 2004 Symposium ADEME – IFREMER
(Renewable energies at sea). [Online]. Available:
http://anemos.cma.fr/download/publications/pub_2004_paper_SeaTech
Week04_SOTA.pdf, November, 2005.
[3] L. Landberg, "Short-term prediction of the power production from wind
farms," Journal of Wind Engineering and Industrial Aerodynamics,
vol. 80, pp. 207-220, 1999.
[4] U. Focken, M. Lange, D. Heinemann, and H. P. Waldl, "Previento -
Regional Wind Power Prediction with Risk Control," in Proc. 2002
Global Windpower Conference.
[5] I. G. Damousis, M. C. Alexiadis, J. B. Theocharis, and P. S.
Dokopoulosy, "A Fuzzy Model for Wind Speed Prediction and Power
Generation in Wind Parks Using Spatial Correlation," IEEE Trans.
Energy Conversion, vol. 19, pp. 352-361, June 2004.
[6] T. G. Barbounis, J. B. Theocharis, M. C. Alexiadis, and P. S.
Dokopoulos, "Long-Term Wind Speed and Power Forecasting Using
Local Recurrent Neural Network Models," IEEE Trans. Energy
Conversion, to be published.
[7] M. Milligan, M. Schwartz, and Y.-H. Wan, "Statistical Wind Power
Forecasting Models: Results for U.S. Wind Farms," in Proc. 2003
Windpower Conference.
[8] P. Congdon, Bayesian Statistical Modelling. Chichester: Wiley, 2001, p.
556.
[9] M. West and P.J. Harrison, Bayesian Forecasting and Dynamic Models.
New York, Sprinter-Verlag, 1997 (2nd ed.), p. 680.
 6

[10] Danish Wind Industry Association (DWIA) website, Guided Tour on

Wind Energy, [Online]. Available: http://www.windpower.org/
en/tour/wres/weibull.htm, November, 2005.
[11] NIST/SEMATECH, e-Handbook of Statistical Methods. [Online].
Available: http://www.itl.nist.gov/div898/handbook/pmc/section5/pmc5
2.htm, November, 2005.

IX. BIOGRAPHIES

Marcos S Miranda was born in Belo Horizonte,

Brazil in 1973. He graduated from the Federal
University of Minas Gerais (UFMG, Brazil) in
Electrical Engineering in 1994 and obtained a
Master's degree by Research in 1997, from the same
university.
He then worked for one year as a Research
Assistant at the Brazilian Wind Energy Centre at the
Federal University of Pernambuco (UFPE, Brazil).
In 1998 he started his PhD at the Centre for
Renewable Energy Systems Technology (CREST) at Loughborough
University (UK). His research project addressed wind-powered seawater
desalination. Since the end of 2003 he has been with the Department of
Electrical Engineering, University of Bath (UK) as a Research Associate,
where he is currently involved in the EPSRC-funded SUPERGEN project. His
broad areas of interest include wind and other renewable energy sources,
power systems, dynamic systems modelling and control, power quality and
energy efficiency.

Rod W. Dunn (M’1996) was born in Glasgow,

Scotland in the UK on 29th July 1959. He graduated
from the University of Bath, UK, with a BSc in
Electrical and Electronic Engineering in 1981. He
carried out research towards his PhD on novel
control algorithms and embedded computer to
implement the control for magnetically levitated
urban transport vehicles.
In 1985 he became a Research Assistant within
the Power and Control Group of the School of
Electrical and Electronic Engineering at the University of Bath. He joined the
academic staff in early 1986 teaching modern control and advanced computer
architectures. Currently Dr Dunn is a Senior Lecturer and a member of the
Power and Energy Systems Group within the Department of Electronic and
Electrical Engineering at the University of Bath. Rod Dunn’s current funded
research includes electrical energy storage systems, the reliability of future
power systems and power system operation and planning techniques.