Gastón Romeo, Martín
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Gastón Romeo
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Martín
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Estadística, Informática y Matemáticas
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ISC. Institute of Smart Cities
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Publication Open Access Dynamic mean absolute error as new measure for assessing forecasting errors(Elsevier, 2018-02-14) Frías Paredes, Laura; Mallor Giménez, Fermín; Gastón Romeo, Martín; León, Teresa; Estadística, Informática y Matemáticas; Estatistika, Informatika eta Matematika; Institute of Smart Cities - ISCAccurate wind power forecast is essential for grid integration, system planning, and electricity trading in certain electricity markets. Therefore, analyzing prediction errors is a critical task that allows a comparison of prediction models and the selection of the most suitable model. In this work, the temporal error and absolute magnitude error are simultaneously considered to assess the forecast error. The trade-off between both types of errors is computed, analyzed, and interpreted. Moreover, a new index, the dynamic mean absolute error, DMAE, is defined to measure the prediction accuracy. This index accounts for both error components: temporal and absolute. Real cases of wind energy forecasting are used to illustrate the use of the new DMAE index and show the advantages of this new index over other error indices.Publication Open Access Introducing the Temporal Distortion Index to perform a bidimensional analysis of renewable energy forecast(Elsevier, 2015-11-21) Frías Paredes, Laura; Mallor Giménez, Fermín; León, Teresa; Gastón Romeo, Martín; Estadística e Investigación Operativa; Estatistika eta Ikerketa Operatiboa; Institute of Smart Cities - ISCWind has been the largest contributor to the growth of renewal energy during the early 21st century. However, the natural uncertainty that arises in assessing the wind resource implies the occurrence of wind power forecasting errors which perform a considerable role in the impacts and costs in the wind energy integration and its commercialization. The main goal of this paper is to provide a deeper insight in the analysis of timing errors which leads to the proposal of a new methodology for its control and measure. A new methodology, based on Dynamic TimeWarping, is proposed to be considered in the estimation of accuracy as attribute of forecast quality. A new dissimilarity measure, the Temporal Distortion Index, among time series is introduced to complement the traditional verication measures found in the literature. Furthermore we provide a bi-criteria perspective to the problem of comparing different forecasts. The methodology is illustrated with several examples including a real case.Publication Open Access Assessing energy forecasting inaccuracy by simultaneously considering temporal and absolute errors(Elsevier, 2017-04-17) Frías Paredes, Laura; Mallor Giménez, Fermín; Gastón Romeo, Martín; León, Teresa; Estadística e Investigación Operativa; Estatistika eta Ikerketa Operatiboa; Institute of Smart Cities - ISCRecent years have seen a growing trend in wind and solar energy generation globally and it is expected that an important percentage of total energy production comes from these energy sources. However, they present inherent variability that implies uctuations in energy generation that are dicult to forecast. Thus, forecasting errors have a considerable role in the impacts and costs of renewable energy integration, management, and commercialization. This study presents an important advance in the task of analyzing prediction models, in particular, in the timing component of prediction error, which improves previous pioneering results. A new method to match time series is dened in order to assess energy forecasting accuracy. This method relies on a new family of step patterns, an essential component of the algorithm to evaluate the temporal distortion index (TDI). This family minimizes the mean absolute error (MAE) of the transformation with respect to the reference series (the real energy series) and also allows detailed control of the temporal distortion entailed in the prediction series. The simultaneous consideration of temporal and absolute errors allows the use of Pareto frontiers as characteristic error curves. Real examples of wind energy forecasts are used to illustrate the results.