Papier accepté pour la conférence ISES Solar World Congress 2015

Mean absolute log-return and solar radiation forecastabity
Cyril Voyant, Ted Soubdhan, Philippe Lauret, Mathieu David, Marc Muselli

Lors de cette conférence nous exposerons les principaux résultats de nos travaux publiés dans l'article Statistical parameters as a means to a priori assess the accuracy of solar forecasting models. Le résumé est:
"In this paper we propose to determinate and to test a set of statistical parameters (20) to estimate the predictability of the global horizontal irradiation time series and thereby propose a new prospective tool indicating the expected error regardless the forecasting methods a modeller can possibly implement. The mean absolute log return, which is a tool usually used in econometry, proves to be a very good estimator. Some examples of the use of this tool are exposed, showing the interest of this statistical parameter in concrete cases of predictions or optimizations."
ises.pdf ISES.pdf  (483.2 Ko)

Rédigé par Cyril VOYANT le Vendredi 24 Juillet 2015 à 08:28 | Lu 425 fois