Abstract
This paper reports the application of a new kernel density estimation model based on the Nadaraya-Watson estimator, for the problem of wind power uncertainty forecasting. The new model is described, including the use of kernels specific to the wind power problem. A novel time-adaptive approach is presented. The quality of the new model is benchmarked against a splines quantile regression model currently in use in the industry. The case studies refer to two distinct wind farms in the United States and show that the new model produces better results, evaluated with suitable quality metrics such as calibration, sharpness, and skill score.

Abstract
This paper presents a novel time-adaptive quantile-copula estimator for kernel density forecast and a discussion of how to select the adequate kernels for modeling the different variables of the problem. Results are presented for different case-studies and compared with splines quantile regression (QR). The datasets used are from NREL's Eastern Wind Integration and Transmission Study, and from a real wind farm located in the Midwest region of the United States. The new probabilistic prediction model is elegant and simple and yet displays advantages over the traditional QR approach. Especially notable is the quality of the results achieved with the time-adaptive version, namely when evaluated in terms of prediction calibration, which is a characteristic that is advantageous for both system operators and wind power producers.

Abstract
This paper presents a new model for optimal trading of wind power in day-ahead (DA) electricity markets under uncertainty in wind power and prices. The model considers settlement mechanisms in markets with locational marginal prices (LMPs), where wind power is not necessarily penalized from deviations between DA schedule and real-time (RT) dispatch. We use kernel density estimation to produce a probabilistic wind power forecast, whereas uncertainties in DA and RT prices are assumed to be Gaussian. Utility theory and conditional value at risk (CVAR) are used to represent the risk preferences of the wind power producers. The model is tested on real-world data from a large-scale wind farm in the United States. Optimal DA bids are derived under different assumptions for risk preferences and deviation penalty schemes. The results show that in the absence of a deviation penalty, the optimal bidding strategy is largely driven by price expectations. A deviation penalty brings the bid closer to the expected wind power forecast. Furthermore, the results illustrate that the proposed model can effectively control the trade-off between risk and return for wind power producers operating in volatile electricity markets.

Abstract
The motivation for this work is the study and prediction of wind ramp events occurring in a large-scale wind farm located in the US Midwest. In this paper we introduce the SHRED framework, a stream-based model that continuously learns a discrete HMM model from wind power and wind speed measurements. We use a supervised learning algorithm to learn HMM parameters from discretized data, where ramp events are HMM states and discretized wind speed data are HMM observations. The discretization of the historical data is obtained by running the SAX algorithm over the first order variations in the original signal. SHRED updates the HMM using the most recent historical data and includes a forgetting mechanism to model natural time dependence in wind patterns. To forecast ramp events we use recent wind speed forecasts and the Viterbi algorithm, that incrementally finds the most probable ramp event to occur. We compare SHRED framework against Persistence baseline in predicting ramp events occurring in short-time horizons, ranging from 30 minutes to 90 minutes. SHRED consistently exhibits more accurate and cost-effective results than the baseline. © 2012 Springer-Verlag Berlin Heidelberg.

Abstract
This paper presents a sequential Monte Carlo simulation algorithm that can simultaneously assess composite system adequacy and detect wind power curtailment events. A simple procedure at the end of the state evaluation stage is proposed to categorize wind power curtailment events according to their cause. Furthermore, the dual variables of the DC optimal power flow procedure are used to identify which transmission circuits are restricting the use of the total wind power available. In the first set of experiments, the composite system adequacy is assessed, incorporating different generation technologies. This is conducted to clarify the usual comparisons made between wind and thermal technologies which, in fact, depend on the performance measure selected. A second set of experiments considering several wind penetration scenarios is also performed to determine the operational rules or system components responsible for the largest amount of wind energy curtailed. The experiments are carried out on configurations of the IEEE-RTS 79 power system.

Abstract
This paper presents a new approach to incipient fault diagnosis in power transformers, based on the results of dissolved gas analysis. A set of autoassociative neural networks or autoencoders is trained, so that each becomes tuned with a particular fault mode or no fault condition. The scarce data available forms clusters that are densified using an Information Theoretic Mean Shift algorithm, allowing all real data to be used in the validation process. Then, a parallel model is built where the autoencoders compete with one another when a new input vector is entered and the closest recognition is taken as the diagnosis sought. A remarkable accuracy of 100% is achieved with this architecture, in a validation data set using all real information available.