Model-free computation of ultra-short-term prediction intervals of solar irradiance

• The proposed dynamic interval predictor does not depend directly on the method used for the point forecast.
• It is able to take into account high dynamics.
• It can produce results for any required confidence level.

We propose an ultra-short-term dynamic interval predictor (DIP) of solar irradiance. Our DIP relies on experimentally observed correlations between the derivative of the solar irradiance and the forecast error in the next time-step. The main originalities of this DIP are (i) its independence from the method used for the point forecast of solar irradiance, (ii) its independence from the error distribution of the point-forecast method. We compare the DIP with the most common prediction interval methods. By using significant data set covering several months of experimental observations, we have observed higher accuracy and lower width of the prediction intervals of the proposed DIP.