2/22/2009

FrequencyofWindSpeed
1600
ni:Numberofoccurrencesofwi (hrs/yr)

Frrequencyni (hourss/year)
1400

1200

Module2:BasicWindSpeed 1000

Statistics 800

600
MohamedA.ElSharkawi 400
DepartmentofElectricalEngineering
University of Washington
UniversityofWashington 200
Seattle,WA98195
http://SmartEnergyLab.com 0
Email:elsharkawi@ee.washington.edu 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6

i=1 WindSpeedwi (m/s) i=k

Mohamed A. El-Sharkawi, University of Washington 2.1 Mohamed A. El-Sharkawi, University of Washington 2.2

ProbabilityDistributionofWindSpeed Probability(p)
k

p
0.2 n
0.18 pi i i 1
0 6
0.16 N i 1
Probability(pi)

0.14
0.12
Assumehourlysampling
0.1
0.08 ni : frequency of wind speed wi (number of hours/year)
0.06
0.04
N : total number of hours in one year 8760 hrs
0.02 pi : probability of wind speed wi
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6
k : Number of wind speed values
WindSpeedwi (m/s)
Mohamed A. El-Sharkawi, University of Washington 2.3 Mohamed A. El-Sharkawi, University of Washington 2.4

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AverageWindSpeed VarianceandStandardDeviation

1 1 k 2
ni wi wave
k
2
wave
N
n w
i 1
i i
Variance
N i 1

1 k 2
wi : i th wind speed Standard Deviation ni wi wave
N i 1
k : total number of wind speed values

Variance andstandarddeviationaremeasures
ofthestatisticaldispersionofthedata
Mohamed A. El-Sharkawi, University of Washington 2.5 Mohamed A. El-Sharkawi, University of Washington 2.6

CumulativeDistributionFunction ProbabilityDensityFunction(pdf)
b
Fab pwa wi wb pi Itisconvenienttomodelthediscrete wind
i a
speed probability data p(w) by a continuous
speedprobabilitydatap(w)byacontinuous
Fab : the sum of all probabilities betwwen wa and wb mathematicalfunctionf(w)
Note that Thisisparticularlyimportantifthesample
obability

F pi 1 widthisuneven
i 1
pro

pw f w

a b WindSpeed(w)
Mohamed A. El-Sharkawi, University of Washington 2.7 Mohamed A. El-Sharkawi, University of Washington 2.8

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ProbabilityDensityFunction(pdf) MainStatisticsofpdf
Theareaunderthepdf isunity

f(w)ProbabilityDensity f w dw 1
obabilityandpdf

0
Function
Thecumulative distributionfunction

f(w)
f(w)
Fab f w dw
b
Pro

pdff
a

Windspeed(w) a b w
Mohamed A. El-Sharkawi, University of Washington 2.9 Mohamed A. El-Sharkawi, University of Washington 2.10

MainPropertiesofpdf DistributionFunctionsforWindSpeed

Severaldensityfunctionscandescribewind
Average wind speed wave w f ( w) speed
d
0
Weibull distributionfunction(Twoparameter
distribution)
Wind Variance 2 w wave f ( w)
2
Rayleigh distributionfunction(Oneparameter
0 distribution)
Normal distributionfunction(symmetrical
Wind Stndard Deviation w w
2
ave f ( w) function)
0

Mohamed A. El-Sharkawi, University of Washington 2.11 Mohamed A. El-Sharkawi, University of Washington 2.12

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Wiebull DistributionFunction
k 1
k w
f w e w c
k

cc
Wiebull Distribution
k 0; c 0
Wiebull distributionparameters
c:Scaleparameter
k:Shapeparameter

Mohamed A. El-Sharkawi, University of Washington 2.13 Mohamed A. El-Sharkawi, University of Washington 2.14

ConstantScaleParameter(c) ConstantShapeParameter(k)
0.9

0.8
1 c=1 k=2
k=2.7
ebull distribution function

c=1 07
0.7

Weibull distribution function

n
k=2.2 0.6
0.8
k=1.7 0.5

0.6 k=1.2 c=2

0.4

0.3 c=3
0.4
02
0.2
Wie

0.2 0.1

0
0 0 0.5 1 1.5 2 2.5 3 3.5 4
0 0.5 1 1.5 2 2.5 3 3.5 4 Wind Speed (m/s)
Wind Speed (m/s)
Mohamed A. El-Sharkawi, University of Washington 2.15 Mohamed A. El-Sharkawi, University of Washington 2.16

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AverageWindSpeed GammaFunction

k
w wave c x1/ k e x dx
wave c x1/ k e x dx; where x
0 c 0
Gamma function ()

Theequationfortheaveragewindspeedis
similartotheGammaFunction y x y 1 e x dx
0

NumericalvaluesforthegammafunctionExist

Mohamed A. El-Sharkawi, University of Washington 2.17 Mohamed A. El-Sharkawi, University of Washington 2.18

GammaFunction GammaFunction(1+1/k)
(*)availableintableformsand
(y)
y x
canbecomputedbyseveral
wave c x 1/ k x
e dx y 1 x
e dx mathematicalsoftwarepackages
p g
0 0
k y=(1+1/k) (y)

(*)isthegammafunctionat* 0.5 3 2
1 2 1
1.5 1.667 0.903 y
Ify=1+1/k;theaveragewindspeedisthe 2 1.5 0.886
weighted
h d gammafunction
f 2.5 1.4 0.887

wave c 1 1 / k
3 1.333 0.8929
3.5 1.2857 0.8997
4 1.25 0.906

Mohamed A. El-Sharkawi, University of Washington 2.19 Mohamed A. El-Sharkawi, University of Washington 2.20

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ProbabilityDensityFunction Example
w
a
k
Wiebull functionrepresentingwindspeedata
pw wa f w dw
d e c given site has c=5 and k=1 2 Compute the
givensitehasc=5andk=1.2.Computethe
wa numberofhoursperyearwhenthewind
speedis4m/sorgreater.
k k
wb w w w
k
4
1.2
a b a
pwa w wb f w dw e

c
e c
p w 4 e c
e 5
0.485
wa

Number of hours/year 0.485 * 8760 4249 hr/year

Mohamed A. El-Sharkawi, University of Washington 2.21 Mohamed A. El-Sharkawi, University of Washington 2.22

ComputationofWiebull Parameters: ComputationofWiebull Parameters;

CurveFitting ApproximateMethod
Firststep:computewave and
distribution function

1 k

n w
0.8

0.6
wave i i
0.4
N i 0
bull

1 k 2
Wieb

02
0.2

00 ni wi wave
0.5 1 1.5 2 2.5
Wind Speed (m/s)
3 3.5 4
N i 1

Mohamed A. El-Sharkawi, University of Washington 2.23 Mohamed A. El-Sharkawi, University of Washington 2.24

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ComputationofWiebull Parameters;
ApproximateMethod
SecondStep:Kandc canbeapproximatedby
1.086
Rayleigh(chi2)Distribution
k ; for 1 k 10
ave
w
wave
c
1 1 / k

Mohamed A. El-Sharkawi, University of Washington 2.25 Mohamed A. El-Sharkawi, University of Washington 2.26

Rayleigh(chi2)DistributionFunction RayleighDistributionStatistics
yleigh distribution function

2
w
w
f w
4 wave 2
0.5
e wa
2
2 wave
pw wa e
0.4 4 wave

0.3

4 2
0.2
2 1 wave

Ray

0.1 w ave

00 0.5 1 1.5 2 2.5 3 3.5 4

Wind Speed (m/s)
Mohamed A. El-Sharkawi, University of Washington 2.27 Mohamed A. El-Sharkawi, University of Washington 2.28

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AdvantageofRayleighDistribution
1 k
wave ni wi
N i 0
Thevarianceisonlyafunctionoftheaverage NormalDistribution
windspeed.
Themeanwindspeediseasily computedatany
site
Rayleighdensityfunctionissimpler touse

Mohamed A. El-Sharkawi, University of Washington 2.29 Mohamed A. El-Sharkawi, University of Washington 2.30

ComparisonbetweentheDistribution
NormalDistributionFunction
0.4 functions
0.35

0.3 Weibull
b ll isthemostaccurate
h
Normal distribution function

Normaldistributionistheleastaccurate
0.25
2
NormalandRayleighareeasiertouse
0.2

w wave 2
1 However,anyofthefunctionsmaybebetter
0 15
0.15 f w e 2 2
i
inaparticularrangeofwindspeeds
ti l f i d d
N

2
0.1
w ave
0.05
0 0.5 1 1.5 2 2.5 3 3.5 4
Wind Speed (m/s)
Mohamed A. El-Sharkawi, University of Washington 2.31 Mohamed A. El-Sharkawi, University of Washington 2.32

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CorrelationofWindSpeeds

Windspeedinonesitecouldcorrelatewith
d d ld l h
CorrelationandAutocorrelation thatinothersites
Windspeedpatternscouldexhibit
repeatability
Correlationindicatesthestrength
Correlation indicates the strength and
and
directionoflinear relationshipbetween
two randomvariables

Mohamed A. El-Sharkawi, University of Washington 2.33 Mohamed A. El-Sharkawi, University of Washington 2.34

CorrelationCoefficient Autocorrelation
Ameasureofthecorrelationbetweentwo random Amathematicalrepresentationofthedegree
variables xandy
x and y of similarity between a given time series and a
ofsimilaritybetweenagiventimeseriesanda

xy

E x x y y laggedversionofitselfoversuccessivetime
intervals
x y Isamathematicaltoolforfindingrepeating
patterns
xy:CorrelationCoefficient
aperiodicsignalburiedundernoise
i di i l b i d d i
X:Expectedvalues identifyingthecomponentfrequencyinasignal
: standarddeviations crosscorrelation ofasignalwithitself

Mohamed A. El-Sharkawi, University of Washington 2.35 Mohamed A. El-Sharkawi, University of Washington 2.36

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AutocorrelationofSingleSignal AutocorrelationofdiscreteSignals
y Y y
nk

i ik Y
t1 tk tn Rk i 1

y Y
n
2
i
i 1

R : Autocorrelation
k : Sampling lag time
SlidingWindow
yi : Sample at time i
Y : Average of all samples
Mohamed A. El-Sharkawi, University of Washington 2.37 Mohamed A. El-Sharkawi, University of Washington 2.38

AutocorrelationofContinuous
AutocorrelationofContinuousSignals
Function

E yi yi k
Rk
2 Rk f (t ) f (t k ) dt

E : Expected Value
yi : Sample
p at time i f : Function to be evaluated
: Mean value
: Variance
Mohamed A. El-Sharkawi, University of Washington 2.39 Mohamed A. El-Sharkawi, University of Washington 2.40

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