Forecast Uncertainty Propagation in Wind-Storage Hybrid Power Plant Dispatch
From wind forecast error to operational and economic performance
L. Antia Guisasola (TU Delft - Electrical Engineering, Mathematics and Computer Science)
J. Iori – Mentor (TU Delft - Aerospace Engineering)
D. Zappalá – Graduation committee member (TU Delft - Aerospace Engineering)
R.A. Verzijlbergh – Graduation committee member (TU Delft - Technology, Policy and Management)
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Abstract
Hybrid power plants (HPPs) with storage can support renewable integration and capture electricity-market arbitrage revenue by shifting stored energy towards higher-value hours, but this flexibility depends on uncertain forecasts of future wind generation. This thesis investigates how wind-power forecast errors propagate into revenue losses in a wind–storage HPP operated with rolling-horizon dispatch. Forecast uncertainty is represented through a SARIMAX-based scenario ensemble fitted to historical wind-power output, and the uncertainty-induced losses are obtained by comparing forecast-based outcomes with a perfect-information benchmark across four one-week periods covering different wind regimes.
The results show a traceable propagation sequence: forecast errors change dispatch decisions, cause the battery SoC to diverge from its perfect-information trajectory, and become costly when the battery reaches a high-value or export-constrained period in the wrong state. Forecast error magnitude alone is therefore a poor predictor of revenue loss; errors are harmful mainly when they affect battery positioning before such critical events. Losses are concentrated in a small number of hours and are only partly recovered later. Four recurring mechanisms are identified, explaining how forecast errors create overcharged or undercharged battery states. In the studied weeks, undercharge mechanisms dominate, indicating that insufficient battery preparation before price peaks is the dominant loss mechanism. The thesis contributes a diagnostic framework for interpreting forecast uncertainty at the level of individual dispatch decisions, suggesting that forecast evaluation for storage operation should prioritise the timing and operational context of errors rather than average forecast accuracy alone.