Basic Wind Speed Statistics

Baosen Zhang
Department of Electrical Engineering
University of Washington
Seattle, WA 98195
 speed form

probability as function of space and time

wind speed power is a real number

Approximation

wind speed is discrete

1
8 8.5 9 9.5
have realization of a value
at each time we a

A
8
8.5
9
9.5
to

sampling is independent
Frequency of Wind Speed

1600
ni: Number of occurrences of wi (hrs/yr)
1400
1200
Frequency ni
(hours/year)

1000
800
600
400
200
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6
Wind Speed wi (m/s)
i=1 i=k
 Discrete Distribution

• i=1,…,k (finite number of values) each value's

a probateit
assigned
• Use to model discrete “events”
– E.g., coin flipping: fair coin,
• !!=1/2 (head), !"=1/2 (tail)
• The !!" " must be nonnegative,
sum to 1
• Wind, to first approximation, can be thought
as having discrete values

© 2021 B. Zhang & University of Washington

3
 Random Variables
a distribution is a table
value probability

wi Pi

a random variable CRV

the values
is a function that maps
to some number

leg original distribution

wind power t sevier

wi Wis
o otherwise
Operating range of a turbines
© 2021 B. Zhang & University of Washington
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 Probability Distribution

• A discrete probability distribution consists of

two vectors of the same dimension

Wi
Wi R Pi Zo
i spiel
WK
Pk

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 Discrete Distribution

• We are interested in a special class of

distributions, where we associated a number
with each event
• Possible wind speeds:
## , #$ , … , #%

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 Discrete Distribution

• A distribution contains all of the information

The value and probabilities

not to interpret
easy

© 2021 B. Zhang & University of Washington

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 Statistics

• A distribution is completely characterized by

p1,p2,…,pk, and the values ## , #$ , … , #%
• Often interested in “statistics”
of the distribution
summary
average
standard deviation

95 percentile
i
© 2021 B. Zhang & University of Washington
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 Example
Speed (m/s) Probability
assure 0 1/3
windpower speeds 10 1/3
15 1/3

dtlot 25
avg speeds 3 8.33

any power avg speed P

153 Yz
avg power
© 2021 B. Zhang & University of Washington
tift 18.33
9
 Statistics

• Mean measures the “magnitude” of wind

• Variance and standard deviation are measures
of the statistical dispersion of the data
• These are called first order and second order
statistics of the distribution, giving us a
summary of how it behaves without requiring
the full information

© 2021 B. Zhang & University of Washington

10
EE 4511551
random variable described fully a distribution
by
random variable W
take values of
W can on

Wi Wz a Wk

Pi Pa r Pk

Pr CW wi Pi

I
Prew wi
E Piel
functions of W Y Ftw
Y tlw Y flu
Pi p

lY I We 0 Was 1
W W I
Ps s
Pit's Pa B
Wh 1 0
Y Y1 y
P Pat's
Well Wet We X2
Wi o
Pr I 1 W ET Wjz 2
P Oil Roof Padel Per 0.1
5 1.5 Ps zone
W I 0.3
Pr 0,3 EWE 1 5 I 0.5 0.1 0.1 0.7
 finding a distribution is hard

statistics single number summaries

or expected value
mean or average

E W
É Wi pi ne's Paks Pie's
Tee k wid Wai's
ECW JEW Pi pity

gym g
o
É Pi Wi Elul

standard deviation
r to
 Example: find mean and variance

• Suppose wind farm 1 has 3 possible speeds (m/s):

w1 = 0, w2 = 5, w3 = 10
with probabilities
p1 = 0.3, p2 = 0.5, p3 = 0.2
• Suppose wind farm 2 has 4 possible speeds (m/s)
w1 = 1, w2 = 2, w3 = 5, w4 = 10
with probabilities
p1 = 0.1, p2 = 0.4, p3 = 0.3, p4 = 0.2
© 2021 B. Zhang & University of Washington
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 Example
El Wtam 0.3 Ot 015 5 0.2 10 4.57

92 0 O 4.157 101515 4.812

4012 10 4.02

12.25 Ms
re Fri 3 TK
farm 2 means 4.4 Ms
ra 3.14ms
© 2021 B. Zhang & University of Washington
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Empirical Probability (p)
• We often don’t have the probability distribution

a distribute from measurements

At hour t measure we Ms

After W hours N measurements

we can compute E 1,63

Bin measurements 9.5 10.575 CO

e.g
K bins with hi Nic samples in each
net tonne N
 Samples

1600
ni: Number of occurrences of wi (hrs/yr)
1400
1200
Frequency ni
(hours/year)

1000
800
600
400
200
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6
Wind Speed wi (m/s)
i=1 i=k

© 2021 B. Zhang & University of Washington

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Empirical Probability (p)

K bins

Pi l
Pie Y E
Probability Distribution of Wind Speed

0.2
Probability (pi)

0.15

0.1

0.05

0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6
Wind Speed wi (m/s)
Average Wind Speed
Use the empirical probability as the the true probability

k
1
wave =
N
ån w
i =1
i i

wi : i th wind speed
k : total number of wind speed values
Variance and Standard Deviation

1ék 2ù
Variance s = êå ni (wi - wave ) ú
2

N ë i =1 û

1ék 2ù
Standard Deviation s = ê å ni (wi - w )
ave ú
N ë i =1 û
 Estimators

has a Wave
some distribution
t k
in
W samples Wave
YE

it
Hi Wi
t
as W gets large
Wave Wave

© 2021 B. Zhang & University of Washington

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 Probabilities

Pr Want.in E WE Went out

measurements W War

I
É Il want new EWcat out
I

Mitchner
true
o falseee

© 2021 B. Zhang & University of Washington

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Cumulative Distribution
Function
b
Fab = p(wa £ wi £ wb ) = å pi
i =a
Fab : the sum of all probabilities between and including wa and wb

Note that
probability

¥
F = å pi = 1
i =1

a b Wind Speed (w)

Probability Density Function (pdf)
continuous distribution

few l'm Preweffewed

du so

I Pdf
derivative of probability
Probability Density Function (pdf)
tw
20 w
we withprob
flu due 1
CDF

tu si o
pdf
5
Probability Density Function
(pdf)

f(w) Probability Density

Probability and pdf

Function

Wind speed (w)

Properties of pdf

Pr aew lb fab flu dw

Example

• Uniform Distribution between a and b

Ya
f
j

wears
tuk In it

O OW
Main Properties of pdf

¥
Average wind speed wave = ò w f ( w) dw
0

¥
Wind Variance s = ò (w - wave ) f ( w) dw
2 2

0
¥
Wind Stndard Deviation s = ò (w - wave )2
f ( w) dw
0
Distribution Functions for Wind Speed

• Several pdf can describe wind speed

– Normal distribution function (symmetrical function)
– Rayleigh distribution function (One parameter
distribution)
– Weibull distribution function (Two parameter
distribution)
Normal Distribution
Normal Distribution Function
defined 2 independent parameters
by
Wave mean

22 variance

the
tutte
Normal distributions are
easy to work with

a farm with 2 turbines

Wi We

Wtotal With
say wi
im

Is
it Wi We are
Gaussian
jointly
then Witwa is Gaussian
Gaussian normal is the only
distribution

preserved under linear operations

Normal Distribution Function

0.4

0.35
Normal distribution function

0.3

0.25
2s
0.2
-
( w- wave )2
1
0.15 f (w) = e 2s 2

0.1
s 2p
wave
0.05
0 0.5 1 1.5 2 2.5 3 3.5 4
Wind Speed (m/s)
 Normal Distribution

• This is the most widely used distribution by far

in practice
• Two parameters: mean and standard deviation
• Both easy to measure
1 k
wave = å ni wi
N i =1
1ék 2ù
Standard Deviation s = n (
å i i ave úû
w - w )
N êë i =1

© 2021 B. Zhang & University of Washington

32
Normal Distribution Function

• It assumes symmetry around the average

speed
– Not a typical shape for wind distribution
• Normal distribution is often inaccurate and
is rarely used to model wind
power
 Wind Speed Error wind power error

We W t error
t random
t
forecast
deterministic

error
to Gaussian

M 3
© 2021 B. Zhang & University of Washington
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EE 4511551

Gaussian

NCM.rs
T T
alone variance

I
Truncated Gaussian is used in practice

wind power

p w
taintruncated RV

viii
Pi Pax if w Pax
 W NNC Mir
t
to e

Prc warns Newman

I flu dw

no close torn solution

some other distribution has a closedform

Rayleigh (chi-2) Distribution
Rayleigh (chi-2) Distribution Function
positive valued random variables

wind speed
wind power
not symmetrical
Rayleigh (chi-2) Distribution Function
Rayleigh distribution function

2
pæ w ö
p w - ç ÷
f (w) =
0.5 4 çè wav e ÷ø
2
e
0.4 2w ave

0.3
W 20
0.2

0.1 wave

00 0.5 1 1.5 2 2.5 3 3.5 4

Wind Speed (m/s)
Rayleigh Distribution Statistics

Prc Fave

fig
wawa Waggle

1
é
Prl wa e we w Pr waw Pr wz w
s
é e
 Rayleigh Distribution Statistics

wa 2
Pr(W wa ) = e
⇡
4 ( wave )
<latexit sha1_base64="(null)">(null)</latexit>

wx 2 wy 2
Pr(wx W wy ) = e
⇡
4 ( wave ) e
⇡
4 ( wave )
<latexit sha1_base64="(null)">(null)</latexit>

æ4 ö 2
s = ç - 1÷ wave
2

èp ø
Advantage of Rayleigh Distribution

on the positive numbers

easy formulas
 Example
A 750/48 (750 kW and 48 m diameter of
swiping area) wind turbine has 50 m tower. The
average upwind speed is 5m/s at 10 m height.
The total efficiency of the system including Cp is
30%. Assume the friction coefficient is 0.2
• Compute the annual energy produced DAO 2
assuming Rayleigh statistics.
wind speed at com is
5mg
at som

c
Wj 1 30.2
Woo 6.9
Wave we is 6.9
use

Ia
the cage
 Solution
power P IS A w

Pave of
J
hours
Energy P de
in a
year
at dw
Pare Its Aw I e

IS A E Wa've
 Solution
numerically idiscretize space by da

evaluated the function and add

Pout Cp Pave
0.3

170 low

Energy 170kW 8760

I 1.5 awh
Wiebull Distribution
Wiebull Distribution Function

k -1 W O
k æ wö
f (w) = e -( w c )
k
ç ÷
cècø

k > 0; c > 0

• Wiebull distribution parameters

– c : Scale parameter
– k: Shape parameter
Shape Parameter (k)

É
Shape Parameter (k)
Wiebull distribution function

1 k=2.7 c=1
k=2.2
0.8
k=1.7
0.6 k=1.2

0.4

0.2

00 0.5 1 1.5 2 2.5 3 3.5 4

Wind Speed (m/s)
Scale Parameter (c)
Scale Parameter (c)

0.9

0.8
k=2
0.7
c=1
Weibull distribution function

0.6

0.5

0.4
c=2
0.3 c=3
0.2

0.1

0
0 0.5 1 1.5 2 2.5 3 3.5 4
Wind Speed (m/s)
Average Wind Speed

Wave flu dw
J w

x E
dx
of x e
function
gamma
Cumulative Distribution Function (CDF)

k
¥ æw ö
-ç a ÷
p (w ³ wa ) = ò f (w) dw = e è c ø

wa

k k
wb æw ö æw ö
-ç a ÷ -ç b ÷
p(wa £ w £ wb ) = ò f (w) dw = e è c ø
-e è c ø

wa
Example
• A Wiebull function representing wind speed at a
given site has c=5 and k=1.2. Compute the
number of hours per year when wind speed is
4m/s or greater.
E
Pr w 24 e
Y
e
I 0.485
of hours 0,485 8760
year
4249 Ygear
Computation of Wiebull
Parameters: Curve Fitting
distribution function

1
0.8
0.6
0.4
0.2
Wiebull

00 0.5 1 1.5 2 2.5 3 3.5 4

Wind Speed (m/s)
Computation of Wiebull Parameters;
Approximate Method

First step: compute wave and s

k
1
wave =
N
ån w
i =0
i i

1ék 2ù
s= ê å ni (wi - wave ) ú
N ë i =1 û
Computation of Wiebull Parameters;
Approximate Method

x
Comparison between the Distribution
functions
• Weibull is the most accurate normal isgoal
I for error distributor
• Normal distribution is the least accurate
• Normal and Rayleigh are easier to use
• However, any of the functions may be
better in a particular range of wind speeds
today directly work with data ten
single turbine

multiple turbines sites

much more challenging
Correlations
two turbines X and
y
X can take on at values
Wy WXs2 We M

take K values
Y can on

Wy Wya i
I Wy K
assign a probability to
each pain
Pak to Wxin Wyne

Pennel
EE
Cross-Correlation of Wind Speeds
• Why cross correlate wind speed?
– Wind speed in one site may correlate with that in
other sites
• Cross-Correlation indicates the strength and
direction of the linear relationship between
two random variables
– two sites with different wind profiles
We Wy
it Wx so small is Wey also small
Cross-Correlation Coefficient
correlation coefficient
Sky cross

given Wx Wy
compute Weave Wylave
Rx ry
Wynne
Pmk Wy Weave Wy
Jay
Ey 4
wo.at
EICwx wgggellwy
Cross-Correlation Coefficient

A measure of the correlation between two random wind speeds Wx and Wy

[ ]
E (Wx - Wx ave )(W y - W y ave )
r xy =
s xs y GC I I

ρxy: Correlation Coefficient

WX ave: average wind speed at site x
σ: standard deviations

ρxy is between 1 and -1, 1 is entirely in the same direction,

0 is uncorrelated, -1 is entirely anticorrelated
 For example

• Given two wind farms, with the following

measurements
Measurement Wind Farm 1 (m/s) Wind Farm 2 (m/s)
1 5 1
2 0 3
3 1 0.5
4 6 6
5 10 8

We are45 J to 11464107 4.4

8 3.74
Wegave 4 1 3 0.516

© 2021 B. Zhang & University of Washington

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 For example

rt Y E Wi Wi are

4.45 1 Co 4.451 1 4.47

IC 5
4.472
6 0 474 co
E
r Jr 4,04

ri I É 3.22

© 2021 B. Zhang & University of Washington

63
Ju 4 5 04 4 1 37 t

10 4.4 3 37 t

20.77
Picking sites

Wi Wz w'd power

We care about is typically

W I Witw

we want ECW to be large

but Gw to be small

Pareto Front
i i
solar and wind
negative f
for both to be small
still a chance

rarely at the same

space time

Spatial dimension
transmission lines

time diners'm

storage battery hydro

log Balancing market West Coast

WII
hydro
Toy