Resolving Nonstationary Spectral Information in Wind Speed Time Series Using the Hilbert–Huang Transform

Claire Vincent Risø National Laboratory for Sustainable Energy, Technical University of Denmark, Roskilde, Denmark

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Gregor Giebel Risø National Laboratory for Sustainable Energy, Technical University of Denmark, Roskilde, Denmark

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Pierre Pinson Department of Informatics and Mathematical Modeling, Technical University of Denmark, Lyngby, Denmark

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Henrik Madsen Department of Informatics and Mathematical Modeling, Technical University of Denmark, Lyngby, Denmark

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Abstract

This work is motivated by the observation that large-amplitude wind fluctuations on temporal scales of 1–10 h present challenges for the power management of large offshore wind farms. Wind fluctuations on these scales are analyzed at a meteorological measurement mast in the Danish North Sea using a 4-yr time series of 10-min wind speed observations. An adaptive spectral analysis method called the Hilbert–Huang transform is chosen for the analysis, because the nonstationarity of time series of wind speed observations means that they are not well described by a global spectral analysis method such as the Fourier transform. The Hilbert–Huang transform is a local method based on a nonparametric and empirical decomposition of the data followed by calculation of instantaneous amplitudes and frequencies using the Hilbert transform. The Hilbert–Huang transformed 4-yr time series is averaged and summarized to show climatological patterns in the relationship between wind variability and time of day. First, by integrating the Hilbert spectrum along the frequency axis, a scalar time series representing the total variability within a given frequency range is calculated. Second, by calculating average spectra conditional to time of day, the time axis of the Hilbert spectrum is “remapped” to show climatological patterns. Third, the daily patterns in wind variability and wind speed are compared for the four seasons of the year. It is found that the most intense wind variability occurs in autumn even though the strongest observed wind speeds occur in winter.

Corresponding author address: Claire Vincent, Risø-DTU National Laboratory for Sustainable Energy, Frederiksborgvej 399, P.O. Box 49, Roskilde 4000, Denmark. Email: clav@risoe.dtu.dk

Abstract

This work is motivated by the observation that large-amplitude wind fluctuations on temporal scales of 1–10 h present challenges for the power management of large offshore wind farms. Wind fluctuations on these scales are analyzed at a meteorological measurement mast in the Danish North Sea using a 4-yr time series of 10-min wind speed observations. An adaptive spectral analysis method called the Hilbert–Huang transform is chosen for the analysis, because the nonstationarity of time series of wind speed observations means that they are not well described by a global spectral analysis method such as the Fourier transform. The Hilbert–Huang transform is a local method based on a nonparametric and empirical decomposition of the data followed by calculation of instantaneous amplitudes and frequencies using the Hilbert transform. The Hilbert–Huang transformed 4-yr time series is averaged and summarized to show climatological patterns in the relationship between wind variability and time of day. First, by integrating the Hilbert spectrum along the frequency axis, a scalar time series representing the total variability within a given frequency range is calculated. Second, by calculating average spectra conditional to time of day, the time axis of the Hilbert spectrum is “remapped” to show climatological patterns. Third, the daily patterns in wind variability and wind speed are compared for the four seasons of the year. It is found that the most intense wind variability occurs in autumn even though the strongest observed wind speeds occur in winter.

Corresponding author address: Claire Vincent, Risø-DTU National Laboratory for Sustainable Energy, Frederiksborgvej 399, P.O. Box 49, Roskilde 4000, Denmark. Email: clav@risoe.dtu.dk

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