International Journal of Applied Science and Engineering 2010.

8, 1: 39-46

Wind Speed and Power Density Analyses Based on Mixture Weibull and Maximum Entropy Distributions
Tian Pau Chang * Department of Computer Science and Information Engineering, Nankai University of Technology, Taiwan, R.O.C. Abstract: Wind resource is important part of the utilization of renewable energy. To effectively estimate the wind energy potential for a given area, a variety of probability density functions (pdf) have been available in literature. In this paper, the bimodal mixture Weibull function (WW) and the probability function derived with maximum entropy principle (MEP) will be used and compared with the conventional Weibull function. Wind speed data measured at three wind farms experiencing different climatic environments in Taiwan are selected as sample data to test their performance. Judgment criterions include four kinds of statistical errors, i.e. the max error in Kolmogorov-Smirnov test, Chi-square error, root mean square error and relative error of wind potential energy. The results show that the proposed WW and MEP pdfs describe wind characterizations better than the conventional Weibull pdf, irrespective of wind speed and wind power density data, particularly for a location where wind regime presents two humps on it. For wind speed distributions, the WW pdf describes best according to the Kolmogorov-Smirnov test; while for wind power density, the MEP pdf outperforms the others. Keywords: wind speed; wind power density; probability density function 1. Introduction Due to the energy demands and the shortages of fossil fuels currently in the world, the utilization of wind resource plays a very important role in energy supply. As we know, wind speed distribution for a specified area determines the wind energy available and the performance of energy conversion system. Once the probability distribution of wind speed is obtained, the wind energy potential could be estimated accordingly. A variety of probability density functions (pdf) have been used in literature to estimate wind energy potential, but the Weibull function is most widely adopted because of its two flexible parameters [1-4]. i.e. Weibull shape parameter
*

describes the width of data distribution, while scale parameter controls the abscissa scale of a plot of data distribution. It is worth to mention that the Weibull function is not possible to represent all the wind structures encountered in nature, particularly for a dispersive wind distribution that might be resulted from special climatic factors. In the last decades, several mixed probability functions have been proposed by researchers to model those complex wind distributions in the world, e.g. the bimodal mixture Weibull function (WW), singly truncated normal Weibull mixture function (NW) [2, 5-9] and the probability function derived with maximum entropy principle
Accepted for Publication: September 7, 2010

Corresponding author; e-mail: t118@nkut.edu.tw

2010 Chaoyang University of Technology, ISSN 1727-2394

Int. J. Appl. Sci. Eng., 2010. 8, 1

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Tian Pau Chang

(MEP) [10-15]. However relevant study concerning Taiwan has never been found in literature. Taiwan situates at a unique geographic or climatic environment, more than 95% of energy demand relies on the imported fossil fuels. Southwest monsoon and northeast monsoon prevail in summer and winter seasons, respectively; wind energy potential is thus considerable here. In this paper, the bimodal Weibull function and the probability function derived with maximum entropy principle are introduced and adopted to describe wind characterization. Their performance and validity will be compared with the conventional Weibull function according to four kinds of judgment criteria, i.e. the max error in the Kolmogorov-Smirnov test, Chi-square error, root mean square error (RMSE) as well as the relative percent error of wind energy potential between theoretical function and actual time-series data. Wind speed data used are measured per 10 minutes from 2006 to 2008 at three wind farms experiencing different climatic environments in Taiwan. The first wind farm, Pingtung, locates at the southern peninsula that experiences more stable weather condition throughout the year. The second one, Penghu, is at a small island in the Taiwan Strait having the highest wind in winter and spring months. The third wind farm, Taoyuan, locates at the northwest part experiencing higher wind in winter months. The 10-minute wind data are transferred to hourly data and have been averaged over the three years in subsequent analyses. These observations are considered as sample data just for testing how accurate the proposed probability density functions describe the wind characterizations; that would be the first publication regarding this topic in Taiwan. 2. Probability Density Functions 2.1. Weibull Distribution (W pdf)

The conventional (two-parameter) Weibull probability density function has widely been used for describing wind regimes written as:

f (v; , ) =

v 1 v ( ) exp[( ) ]

(1)

Where, v is the wind speed, is the dimensionless shape parameter, is the scale parameter with the same unit as v . The Weibull cumulative distribution function (cdf) is given by:

v F (v; , ) = 1 exp[( ) ]

(2)

Weibull shape and scale parameters can be calculated using the maximum likelihood method as [1, 4]:

v ln(vi ) i =1 ln(vi ) 1 i =1 i =[ ] n n v i =1 i
n n

(3)

=(

1 n 1/ vi ) n i =1

(4)

Where, vi is the wind speed in time step i and n is the number of nonzero data points. 2.2 Mixture Weibull distribution (WW pdf) Where, vi is the wind speed in time step i and n is the number of nonzero data points. 2.2. Mixture Weibull distribution (WW pdf) The probability density function of a mixture Weibull distribution can be written as [5-7]:

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Int. J. Appl. Sci. Eng., 2010. 8, 1

Wind Speed and Power Density Analyses Based on Mixture Weibull and Maximum Entropy Distributions

g (v; w, 1 , 1 , 2 , 2 ) = wf (v; 1 , 1 ) + (1 w) f (v; 2 , 2 )

Its cumulative distribution function is given by:

(5)

G (v; w, 1 , 1 , 2 , 2 ) = wF (v; 1 , 1 ) + (1 w) F (v; 2 , 2 )

Where 0 w 1 is a weight parameter; which represents the proportion of component distributions being mixed. 1 , 2 > 0 are the shape parameters; 1 , 2 > 0 are the scale parameters. The five parameters of the mix-

(6)

ture Weibull distribution ( w, 1 , 1 , 2 , 2 ) can be estimated using the maximum likelihood method that maximizes the logarithm of likelihood function given as:

LL = ln L(vi ; w, 1 , 1 , 2 , 2 )
n v v v v = ln w{ 1 ( i )1 1 exp[( i )1 ]} + (1 w){ 2 ( i ) 2 1 exp[( i ) 2 ]} 1 1 1 2 2 2 i =1 n v v v v = ln w{ 1 ( i )1 1 exp[( i )1 ]} + (1 w){ 2 ( i ) 2 1 exp[( i ) 2 ]} 1 2 2 2 i =1 1 1

(7)

2.3. Maximum Entropy Principle Distribution (MEP pdf) For a given probability density function f ( x) , its entropy is defined as [10-12]:

H = f ( x) ln f ( x) dx

(8)

erally lies between 3 and 6 in wind researches. The larger the N value, the greater the accuracy is. It is found by the present paper that the accuracy of using 4 moment constraints is quite close to that of 5 or even 6 moment constraints. For the consideration of computation burden, the maximum entropy distribution considered in this paper is the fourth order (i.e. N = 4 ). 3. Wind Power Density Wind power density is proportional to the cube of wind speed, for a given theoretical probability distribution f (v) , it can be calculated by the following integration:

Maximizing the entropy subject to some constraints enables one to find the most likely probability density function if the information available is limited. For the analysis of wind distribution, the classic solution of the maximum entropy problem can be written by:

f (v) = exp[ n = 0 n v n ]
N

(9)

Where n are the Lagrange multipliers, which can be obtained by the standard Newton method; N is the number of moment constraints of a physical system, which gen-

P=

1 v 3 f (v) dv 2

(10)

Where, is the air density. As for actual time-series data, wind power density is calculated by:
Int. J. Appl. Sci. Eng., 2010. 8, 1
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Tian Pau Chang

P=

1 3 v 2
3

(11)

I Where, v wind speed.

The fourth criterion is the relative percent error between the wind potential energy calculated from actual time-series data and that from theoretical probability function. 5. Results and Discussions To illustrate how suitable the proposed probability functions describe wind regimes, Figure 1-3 show the annual wind speed histograms for three stations experiencing different weather conditions, in which the conventional Weibull function is plotted too for comparison. Table 1 lists the relevant parameter values computed for different probability functions. Various statistical errors are summarized in Table 2. It is clear that for station Pingtung, where only one hump is found on it, all the three probability functions fit very well with the observed data; the curves of cumulative distribution functions (cdf) are quite consistent with that of observed one. Generally smaller statistical errors are obtained as summarized in Table 2. While for stations Penghu and Taoyuan, in which wind regimes exhibit two significant humps on it, the WW and MEP pdfs fit still very well with the observations having relatively smaller statistical errors; whereas the conventional Weibull function seems unsuitable for describing the distributions. For example, in Penghu, the appearance probability of wind speed 4~7 m/s and 17~22 m/s is underestimated, however it is overestimated for speed 8~12 m/s when using the conventional Weibull pdf. The relative percent errors of potential energy for the conventional Weibull pdf reach 5.4% above. The proposed WW pdf performs best according to the Kolmogorov-Smirnov test. As for Chi-square and RMSE errors, there is no significant discrepancy found for WW and/or MEP pdf.

is the mean of the cube of

4. Judgment Criterions In order to check how accurate a theoretical probability density function fits with observation data, in this paper, four types of statistical errors are considered as judgment criterions shown as below, basically the smaller the errors the better the fit is. The first criterion is the max error in the Kolmogorov-Smirnov test given by [16]:

Q = max T (v) O(v)

(12)

Where T (v) is the cumulative distribution function (cdf), for wind speed not exceeding v , calculated from a theoretical function; similarly O (v) is calculated from observation data. The second one is the Chi-square error given as:

2 = in=1[

1 ( yi yic ) 2 ] yic

(13)

Where, yi is the actual value at time stage i, yic is the value computed from correlation expression for the same stage, n is the number of data. The third one is the root mean square error (RMSE) defined as:

RMSE = [

1 n ( yi yic ) 2 ]1 / 2 i =1 n

(14)

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Int. J. Appl. Sci. Eng., 2010. 8, 1

Wind Speed and Power Density Analyses Based on Mixture Weibull and Maximum Entropy Distributions

0.2

0.18

Pingtung

0.16

0.14

Wind speed frequency

observed W pdf WW pdf MEP pdf W cdf WW cdf MEP cdf observed cdf

0.12

0.1

0.08

1 0.8 0.6

0.06

0.04 0.4 0.02 0.2 0 0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30

Wind speed (m/s)

Figure 1. Wind speed distribution for station Pingtung

0.2

0.18

Penghu

0.16

0.14

Wind speed frequency

observed W pdf WW pdf MEP pdf W cdf WW cdf MEP cdf observed cdf

0.12

0.1

0.08

1 0.8 0.6

0.06

0.04 0.4 0.02 0.2 0 0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30

Wind speed (m/s)

Figure 2. Wind speed distribution for station Penghu

0.2

0.18

Taoyuan

0.16

0.14

Wind speed frequency

observed W pdf WW pdf MEP pdf W cdf WW cdf MEP cdf observed cdf

0.12

0.1

0.08

1 0.8 0.6

0.06

0.04 0.4 0.02 0.2 0 0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30

Wind speed (m/s)

Figure 3. Wind speed distribution for station Taoyuan

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Cumulative distribution function

Cumulative distribution function

Cumulative distribution function

Tian Pau Chang

Table 1. Relevant parameters for three probability density functions

Stations

(m/s) w 1 2 1 (m/s) 2 (m/s)

8.109 6.149 3.880

WW

MEP

Ping2.150 8.539 0.0468 9.980 2.263 15.949 tung Penghu 1.689 11.231 0.4426 4.151 2.354 17.334 Taoyuan 1.944 9.115 0.6375 4.166 2.445 11.824

5.10085163 -1.27133026 0.18858305 -0.01110984 0.00025591 5.02276188 -1.27182598 0.20579344 -0.01212952 0.00024082 4.46372824 -1.37253895 0.31984164 -0.02864190 0.00086949

Table 2. Statistical errors for three probability density functions

Wind speed Stations Functions Max error 0.05418 0.02218 0.02346 0.10716 0.01681 0.01998 0.10541 0.02120 0.02245 RMSE 0.00628 0.00592 0.00584 0.01342 0.00759 0.00845 0.01806 0.00732 0.00820 Power density Potential energy

Max error 0.04261 0.02829 0.02666 0.14007 0.04209 0.03237 0.23255 0.05144 0.03886

RMSE 0.00976 0.00764 0.00701 0.02126 0.00891 0.00785 0.02729 0.01493 0.01064

Percent error (%)

W Pingtung WW MEP W Penghu WW MEP W Taoyuan WW MEP

0.01699 0.01209 0.02203 0.14683 0.04219 0.03829 0.19421 0.05861 0.06095

0.07022 0.03851 0.02769 0.32164 0.08362 0.07293 0.40675 0.19347 0.17393

0.1780 0.0452 1.69e-005 5.4088 0.0721 1.58e-006 5.1927 0.0623 6.36e-006

Figure 4-6 show the annual wind power distributions for the three stations. They present similar trends with those of wind speed, i.e. both the MEP and WW pdfs perform better than the conventional Weibull function especially for station where wind regime has bimodal distributions and for high wind speed ranges. Since MEP pdf is defined for zero of wind speed, it thus can describe the appearance probability of calm winds that makes the distribution curve may start with a non-zero value when wind speed approaches zero. The percent errors of potential energy calculated by using the MEP pdf are even below 0.01%, independent of stations. 6. Conclusions In this paper, the performance of mixture Weibull distribution and maximum entropy distribution in describing wind regimes was compared together with the conventional Weibull function considering four kinds of statistical errors. It is concluded that the pro-

posed WW and MEP pdfs describe better wind characterizations than the conventional Weibull function, irrespective of wind speed and power density data, particularly when wind distribution has two humps on it. For wind speed distributions, the WW pdf describes best; while for wind power density, the MEP pdf outperforms the others. Overall both the proposed probability functions could be a useful alternative to the conventional Weibull function in wind energy applications. Acknowledgements The author would deeply appreciate the Taipower Company for providing observation data and thank Dr. Wu CF and Dr. Huang MW, researchers of the Institute of Earth Sciences, Academia Sinica, Taiwan, for their treasure suggestions. This work was partly supported by the National Science Council under the contract of NSC99-2221-E-252-011.

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Wind Speed and Power Density Analyses Based on Mixture Weibull and Maximum Entropy Distributions

0.2

0.18

Pingtung

0.16

0.14

Wind power frequency

observed W pdf WW pdf MEP pdf W cdf WW cdf MEP cdf observed cdf

0.12

0.1

0.08

1 0.8 0.6

0.06

0.04 0.4 0.02 0.2 0 0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30

Wind speed (m/s)

Figure 4. Wind power distribution for station Pingtung

0.2

0.18

Penghu
observed W pdf WW pdf MEP pdf W cdf WW cdf MEP cdf observed cdf

0.16

0.14

Wind power frequency

0.12

0.1

0.08

1 0.8 0.6

0.06

0.04 0.4 0.02 0.2 0 0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30

Wind speed (m/s)

Figure 5. Wind power distribution for station Penghu

0.2

0.18

Taoyuan

0.16

0.14

Wind power frequency

observed W pdf WW pdf MEP pdf W cdf WW cdf MEP cdf observed cdf

0.12

0.1

0.08

1 0.8 0.6

0.06

0.04 0.4 0.02 0.2 0 0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30

Wind speed (m/s)

Figure 6. Wind power distribution for station Taoyuan

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Cumulative distribution function

Cumulative distribution function

Cumulative distribution function

45

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