Subordinated Gaussian processes for solar irradiance

Traditionally the power grid has been a one-way street with power flowing from large transmission-connected generators through the distribution network to consumers. This paradigm is changing with the introduction of distributed renewable energy resources (DERs), and with it, the way the grid is managed. There is currently a dearth of high fidelity solar irradiance datasets available to help grid researchers understand how expansion of DERs could affect future power system operations. Realistic simulations of by-the-second solar irradiances are needed to study how DER variability affects the grid. Irradiance data are highly non-stationary and non-Gaussian, and even modern time series models are challenged by their distributional properties. We develop a subordinated non-Gaussian stochastic model whose simulations realistically capture the distribution and dependence structure in measured irradiance. We illustrate our approach on a fine resolution dataset from Hawaii, where our approach outperforms standard nonlinear time series models.