Supplementary Material for “An Efficient Data-Driven Conditional Joint Wind Power Scenario Generation for Day-Ahead Power System Operations Planning”

To ensure brevity, the main manuscript provides an abridged version of the scenario evaluation methodology and results. First, this supplementary material provides a discussion of the DM-test procedure employed and its validity. A detailed discussion and specific references related to the procedure applied to test the statistical significance in the improvement of the multivariate scores are presented. Then, the CC-ERCO formulation details, related SG evaluation procedure, and additional results are presented and outlined in more detail, supplementing the main article. The univariate evaluation metric results of sharpness and calibration are also provided. Finally, the time and memory requirement of the proposed SG method in comparison to the benchmark methods is discussed.