In this work, we derive a probabilistic forecast of the solar irradiance
 during a day at a given location, using a stochastic differential equation (SDE for  short) model. We propose a procedure that transforms a deterministic forecast into  a probabilistic forecast: the input parameters of the SDE model are the AROME  numerical weather predictions computed at day D-1 for the day D. The model also accounts for the maximal irradiance from the clear sky model. The SDE model is  mean-reverting towards the deterministic forecast and the instantaneous amplitude  of the noise depends on the clear sky index, so that the fluctuations vanish as the
 index is close to 0 (cloudy) or 1 (sunny), as observed in practice. Our tests show a  good adequacy of the confidence intervals of the model with the measurement.
17
								Jan
							17 janvier 2019
																in Publications, Rapports
																							
