001     905454
005     20240712112904.0
024 7 _ |a arXiv:2110.14451
|2 arXiv
024 7 _ |a 2128/30362
|2 Handle
024 7 _ |a altmetric:115876975
|2 altmetric
037 _ _ |a FZJ-2022-00695
100 1 _ |a Cramer, Eike
|0 P:(DE-Juel1)179591
|b 0
|u fzj
245 _ _ |a Validation Methods for Energy Time Series Scenarios from Deep Generative Models
260 _ _ |c 2021
336 7 _ |a Preprint
|b preprint
|m preprint
|0 PUB:(DE-HGF)25
|s 1642516232_6596
|2 PUB:(DE-HGF)
336 7 _ |a WORKING_PAPER
|2 ORCID
336 7 _ |a Electronic Article
|0 28
|2 EndNote
336 7 _ |a preprint
|2 DRIVER
336 7 _ |a ARTICLE
|2 BibTeX
336 7 _ |a Output Types/Working Paper
|2 DataCite
500 _ _ |a 20 pages, 8 figures, 2 tables
520 _ _ |a The design and operation of modern energy systems are heavily influenced by time-dependent and uncertain parameters, e.g., renewable electricity generation, load-demand, and electricity prices. These are typically represented by a set of discrete realizations known as scenarios. A popular scenario generation approach uses deep generative models (DGM) that allow scenario generation without prior assumptions about the data distribution. However, the validation of generated scenarios is difficult, and a comprehensive discussion about appropriate validation methods is currently lacking. To start this discussion, we provide a critical assessment of the currently used validation methods in the energy scenario generation literature. In particular, we assess validation methods based on probability density, auto-correlation, and power spectral density. Furthermore, we propose using the multifractal detrended fluctuation analysis (MFDFA) as an additional validation method for non-trivial features like peaks, bursts, and plateaus. As representative examples, we train generative adversarial networks (GANs), Wasserstein GANs (WGANs), and variational autoencoders (VAEs) on two renewable power generation time series (photovoltaic and wind from Germany in 2013 to 2015) and an intra-day electricity price time series form the European Energy Exchange in 2017 to 2019. We apply the four validation methods to both the historical and the generated data and discuss the interpretation of validation results as well as common mistakes, pitfalls, and limitations of the validation methods. Our assessment shows that no single method sufficiently characterizes a scenario but ideally validation should include multiple methods and be interpreted carefully in the context of scenarios over short time periods.
536 _ _ |a 1121 - Digitalization and Systems Technology for Flexibility Solutions (POF4-112)
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|c POF4-112
|f POF IV
|x 0
536 _ _ |a HDS LEE - Helmholtz School for Data Science in Life, Earth and Energy (HDS LEE) (HDS-LEE-20190612)
|0 G:(DE-Juel1)HDS-LEE-20190612
|c HDS-LEE-20190612
|x 1
588 _ _ |a Dataset connected to arXivarXiv
700 1 _ |a Gorjão, Leonardo Rydin
|0 P:(DE-HGF)0
|b 1
700 1 _ |a Mitsos, Alexander
|0 P:(DE-Juel1)172025
|b 2
|u fzj
700 1 _ |a Schäfer, Benjamin
|0 P:(DE-HGF)0
|b 3
700 1 _ |a Witthaut, Dirk
|0 P:(DE-Juel1)162277
|b 4
|u fzj
700 1 _ |a Dahmen, Manuel
|0 P:(DE-Juel1)172097
|b 5
|e Corresponding author
|u fzj
856 4 _ |u https://juser.fz-juelich.de/record/905454/files/2110.14451.pdf
|y OpenAccess
909 C O |o oai:juser.fz-juelich.de:905454
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910 1 _ |a Forschungszentrum Jülich
|0 I:(DE-588b)5008462-8
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910 1 _ |a RWTH Aachen
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910 1 _ |a Forschungszentrum Jülich
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910 1 _ |a RWTH Aachen
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910 1 _ |a Forschungszentrum Jülich
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910 1 _ |a Forschungszentrum Jülich
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913 1 _ |a DE-HGF
|b Forschungsbereich Energie
|l Energiesystemdesign (ESD)
|1 G:(DE-HGF)POF4-110
|0 G:(DE-HGF)POF4-112
|3 G:(DE-HGF)POF4
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914 1 _ |y 2021
915 _ _ |a OpenAccess
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920 _ _ |l yes
920 1 _ |0 I:(DE-Juel1)IEK-10-20170217
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|x 0
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980 _ _ |a preprint
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980 _ _ |a UNRESTRICTED
980 _ _ |a I:(DE-Juel1)IEK-10-20170217
981 _ _ |a I:(DE-Juel1)ICE-1-20170217


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