A. Fabbri, T. G. San-roman, J. R. Abbad, and V. H. Quezada, Assessment of the cost associated with wind generation prediction errors in a liberalized electricity market, IEEE Transactions on Power Systems, vol.20, issue.3, pp.1440-1446, 2005.

C. Woo, I. Horowitz, J. Moore, and A. Pacheco, The impact of wind generation on the electricity spot-market price level and variance: The texas experience, Energy Policy, vol.39, issue.7, pp.3939-3944, 2011.

N. Gast, J. Boudec, A. Proutière, and D. Tomozei, Impact of storage on the efficiency and prices in real-time electricity markets, 4th international conference on Future energy systems, pp.15-26, 2013.
URL : https://hal.archives-ouvertes.fr/hal-00920091

P. Louka, G. Galanis, N. Siebert, G. Kariniotakis, P. Katsafados et al., Improvements in wind speed forecasts for wind power prediction purposes using kalman filtering, Journal of Wind Engineering and Industrial Aerodynamics, vol.96, issue.12, pp.2348-2362, 2008.
URL : https://hal.archives-ouvertes.fr/hal-00102002

Y. Ren, P. N. Suganthan, and N. Srikanth, Ensemble methods for wind and solar power forecasting-a state-of-the-art review, Renewable and Sustainable Energy Reviews, vol.50, pp.82-91, 2015.

B. G. Brown, R. W. Katz, and A. H. Murphy, Time series models to simulate and forecast wind speed and wind power, Journal of climate and applied meteorology, vol.23, issue.8, pp.1184-1195, 1984.

P. Ailliot and V. Monbet, Markov-switching autoregressive models for wind time series, Environmental Modelling & Software, vol.30, pp.92-101, 2012.
URL : https://hal.archives-ouvertes.fr/hal-01083071

P. Pinson and H. Madsen, Adaptive modelling and forecasting of offshore wind power fluctuations with markov-switching autoregressive models, Journal of forecasting, vol.31, issue.4, pp.281-313, 2012.

G. Kariniotakis, G. Stavrakakis, and E. Nogaret, Wind power forecasting using advanced neural networks models, IEEE transactions on Energy conversion, vol.11, issue.4, pp.762-767, 1996.
URL : https://hal.archives-ouvertes.fr/hal-01441822

Y. Seity, P. Brousseau, S. Malardel, G. Hello, P. Bénard et al., The arome-france convective-scale operational model, Monthly Weather Review, vol.139, issue.3, pp.976-991, 2011.

H. Bludszuweit, J. A. Domínguez-navarro, and A. Llombart, Statistical analysis of wind power forecast error, IEEE Transactions on Power Systems, vol.23, issue.3, pp.983-991, 2008.

P. Haessig, B. Multon, H. B. Ahmed, S. Lascaud, and P. Bondon, Energy storage sizing for wind power: impact of the autocorrelation of day-ahead forecast errors, Wind Energy, vol.18, issue.1, pp.43-57, 2015.
URL : https://hal.archives-ouvertes.fr/hal-00863901

C. Wang, Z. Liang, J. Liang, Q. Teng, X. Dong et al., Modeling the temporal correlation of hourly day-ahead short-term wind power forecast error for optimal sizing energy storage system, International Journal of Electrical Power & Energy Systems, vol.98, pp.373-381, 2018.

L. Soder, Simulation of wind speed forecast errors for operation planning of multiarea power systems, 2004 International Conference on Probabilistic Methods Applied to Power Systems, pp.723-728, 2004.

M. Lange, On the uncertainty of wind power predictions-analysis of the forecast accuracy and statistical distribution of errors, Journal of Solar Energy Engineering, vol.127, issue.2, pp.177-184, 2005.

P. Pinson, H. Madsen, H. A. Nielsen, G. Papaefthymiou, and B. Klöckl, From probabilistic forecasts to statistical scenarios of short-term wind power production, Wind Energy, vol.12, issue.1, pp.51-62, 2009.

P. E. De-mello, N. Lu, and Y. Makarov, An optimized autoregressive forecast error generator for wind and load uncertainty study, Wind Energy, vol.14, issue.8, pp.967-976, 2011.

M. Yoder, A. S. Hering, W. C. Navidi, and K. Larson, Short-term forecasting of categorical changes in wind power with markov chain models, Wind energy, vol.17, issue.9, pp.1425-1439, 2014.

, BPA: Balancing authority load & total wind generation

J. D. Hamilton, A new approach to the economic analysis of nonstationary time series and the business cycle, Econometrica, pp.357-384, 1989.

L. R. Rabiner, A tutorial on hidden markov models and selected applications in speech recognition, Proceedings of the IEEE, vol.77, issue.2, pp.257-286, 1989.

A. P. Dempster, N. M. Laird, and D. B. Rubin, Maximum likelihood from incomplete data via the em algorithm, Journal of the Royal Statistical Society, vol.39, issue.1, pp.1-22, 1977.

, Actual and forecast wind energy feed-in -TenneT

D. P. Bertsekas, Dynamic programming and optimal control, Athena scientific Belmont, vol.1, issue.2, 1995.

T. Qijun, W. Chengfu, L. Jun, and L. Zhengtang, Research on modeling spatiotemporal correlation of wind power forecast error on multiple wind farms based on copula theory, 2017 2nd International Conference on Power and Renewable Energy (ICPRE), pp.447-450, 2017.

A. A. Ezzat, M. Jun, and Y. Ding, Spatio-temporal asymmetry of local wind fields and its impact on short-term wind forecasting, IEEE transactions on sustainable energy, vol.9, issue.3, pp.1437-1447, 2018.