Online Ensemble Approach for Probabilistic Wind Power Forecasting

Providing accurate forecasts for the future power generation of renewable energy power plants is critical for the power grid operation and related tasks. Probabilistic forecasts provide additional information in comparison to conventional point forecasts and can be used to retain optimal decision-making performance under uncertain future conditions. In this article, we present a hierarchical ensemble technique that combines multiple probabilistic forecasting techniques and multiple weather models (WM). In a first step, multiple probabilistic forecasting techniques create predictions on each weather model individually. Thereafter, this set of probabilistic forecasts from each WM is aggregated to an overall refined prediction using a novel dynamic weighting technique which we call gradual coopetitive soft gating. The proposed combination technique introduces a weather situation-adaptive and lead-time dependent weighting that better exploits the advantages of single predictive models in the overall ensemble. We compare the proposed method to other state of the art probabilistic forecasting methods and weather ensemble methods on 37 data sets of wind farms with multi-model weather forecasts. The proposed technique is able to achieve statistically significant performance improvements compared to other techniques.

The fluctuation and uncertainty of wind power generation bring severe challenges to secure and economic operation of power systems. Because wind power forecasting error is unavoidable, probabilistic forecasting becomes critical to accurately quantifying the uncertainty involved in traditional point forecasts of wind power and to providing meaningful information to conduct risk management in power system operation. This paper proposes a novel direct quantile regression approach to efficiently generate nonparametric probabilistic forecasting of wind power generation combining extreme learning machine and quantile regression. Quantiles with different proportions can be directly produced via an innovatively formulated linear programming optimization model, without dependency on point forecasts. Multistep probabilistic forecasting of 10-min wind power is newly carried out based on real wind farm data from Bornholm Island in Denmark. The superiority of the proposed approach is verified through comparisons with other well-established benchmarks. The proposed approach forms a new artificial neural network-based nonparametric forecasting framework for wind power with high efficiency, reliability, and flexibility, which can be beneficial to various decision-making activities in power systems.

K-nearest neighbors and a kernel density estimator for GEFCom2014 probabilistic wind power forecasting

This paper proposes a privacy-preserving framework that couples probabilistic wind power forecasting with decentralized anomaly detection in complex power networks. We first design an adaptive federated learning (FL) scheme to produce probabilistic forecasts for multiple geographically distributed wind farms while keeping their raw data local. In this scheme, an artificial neural network with quantile regression is trained collaboratively across sites to provide calibrated prediction intervals for wind power outputs. These forecasts are then embedded into an alternating direction method of multipliers (ADMM)-based load-side dispatch and anomaly detection model for decentralized power systems with plug-and-play industrial users. Each monitoring node uses local measurements and neighbor communication to solve a distributed economic dispatch problem, detect abnormal load behaviors, and maintain network consistency without a central coordinator. Experiments on the GEFCom 2014 wind power dataset show that the proposed FL-based probabilistic forecasting method outperforms persistence, local training, and standard FL in RMSE and MAE across multiple horizons. Simulations on IEEE 14-bus and 30-bus systems further verify fast convergence, accurate anomaly localization, and robust operation, indicating the effectiveness of the integrated forecasting–dispatch framework for smart industrial grids with high wind penetration.

A review of state‐of‐the‐art short‐term wind power probabilistic forecasting models is the focus here. The improvement of the accuracy and efficiency of probabilistic forecasting models has been in the centre of attention of researchers in recent years, since the need to further comprehend and efficiently use the uncertainty of forecasts is increasing. Since the optimal operation and control of energy systems and electricity markets is one of the important aspects of performing wind power forecasts, this review focuses in short‐term probabilistic forecasting models, which could prove to be useful in the daily planning and operation of power systems. The short‐term concept of forecasts is analysed in detail, along with the case studies and examples proposed by the reviewed literature. The key advantages and disadvantages of the reviewed probabilistic forecasting methodologies are identified. Furthermore, different classifications of the reviewed works according to the data that are used to provide an accurate forecasting model are also provided. Future directions in the field of short‐term wind power probabilistic forecasting are also proposed.

The uncertainty of wind power generation imposes significant challenges to optimal operation and control of electricity networks with increasing wind power penetration. To effectively address the uncertainties in wind power forecasts, probabilistic forecasts that can quantify the associated probabilities of prediction errors provide an alternative yet effective solution. This article proposes a hybrid artificial neural network approach to generate prediction intervals of wind power. An extreme learning machine is applied to conduct point prediction of wind power and estimate model uncertainties via a bootstrap technique. Subsequently, the maximum likelihood estimation method is employed to construct a distinct neural network to estimate the noise variance of forecasting results. The proposed approach has been tested on multi-step forecasting of high-resolution (10-min) wind power using actual wind power data from Denmark. The numerical results demonstrate that the proposed hybrid artificial neural network approach is effective and efficient for probabilistic forecasting of wind power and has high potential in practical applications.

With the increasing penetration of wind power, the inherent intermittency and fluctuation of wind power generation bring severe challenges to the secure operations of power systems. Hybrid wind-storage systems equip a wind farm with multiple energy storage devices and are capable of smoothing wind power fluctuations effectively. This paper proposes a novel probabilistic forecasting based adaptive power smoothing framework for hybrid wind-storage systems. To begin with, probabilistic wind power forecasting is combined with multivariate copula function to generate the temporally correlated wind power scenario set. Then, an adaptive variational mode decomposition technique is proposed to decompose the wind power scenarios into various mode components, which are used to calculate the target grid-connected wind power and the target charging/discharging power of different energy storage devices. With these target power allocations, a stochastic rolling optimization model is established to obtain the schedule plan for hybrid wind-storage systems for the purpose of smoothing power fluctuations and enhancing system operational economy. The effectiveness of the proposed adaptive power smoothing framework and the feasibility of utilizing hybrid energy storage system to smooth wind power fluctuations are verified by case studies based on actual data from a Danish wind farm.

Accurate information regarding the uncertainty of short-term forecast for aggregate wind power is a key to efficient and cost effective integration of wind farms into power systems. This paper presents a methodology for producing wind power forecast scenarios. Using historical wind power time series data and the Kernel Density Estimator (KDE), probabilistic wind power forecast scenarios were generated according to a rolling process. The improvement achieved in the accuracy of forecasts through frequent updating of the forecasts taking into account the latest realized wind power was quantified. The forecast scenarios produced by the proposed method were used as inputs to a unit commitment and optimal dispatch model in order to investigate how the uncertainty in wind forecast affect the operation of power system and in particular gas-fired generators.

On-line quantile regression in the RKHS (Reproducing Kernel Hilbert Space) for operational probabilistic forecasting of wind power

In this paper, the model of strategic wind power offering in the day-ahead (DA) market is proposed considering the uncertainties of wind power production, and price forecasting of DA and real-time (RT) market. The wind power deviation in the RT market is settled with the two-price mechanism based on the deviation direction and the relation between the locational marginal prices (LMPs) of DA and RT. Instead of using the point forecasting for the DA and RT LMPs, the uncertainties of LMP forecasting are modeled. In addition, the correlation between the forecasting errors of DA and RT LMP are directly modeled instead of generating the correlated scenarios. Finally, the optimal offered quantity of wind power in the DA market is derived using the probability theory based on the probabilistic wind power forecasting. The case study using the price data of actual DA and RT from Midcontinent Independent System Operator (MISO) validates the effectiveness of the proposed model. It shows that the correlation of the forecasting errors of DA and RT LMP has a significant impact on the wind power quantity offered by DA and revenue results.

Probabilistic wind power forecasts that quantify the uncertainty in wind output have the potential to aid in the economic grid integration of wind power at large penetration levels. In this paper, a novel probabilistic wind forecasting approach based on pinball loss optimization is proposed, in conjunction with a multi-model machine learning based ensemble deterministic forecasting framework. By assuming the point-forecasted value as the mean at each point, one unknown parameter (i.e., standard deviation) of a predictive distribution at each forecasting point is determined by minimizing the pinball loss. A surrogate model is developed to represent the unknown distribution parameter as a function of deterministic forecasts. This surrogate model can be used together with deterministic forecasts to predict the unknown distribution parameter and thereby generate probabilistic forecasts. Numerical results of case studies show that the proposed method has improved the pinball loss by up to 35% compared to a baseline quantile regression forecasting model.

In recent years, a large number of wind power has been applied in the micro-grid (MG). Influenced by randomness characteristics of wind speed, the uncertainty in the power output of wind turbines imposes some safety and stability problems on the optimal energy management in MG. To address this problem, an expert energy management system (EEMS) considering wind power probability is developed in this study for optimal dispatching of a typical grid-connected MG. The EEMS composes of wind power probabilistic forecasting module, multi-objective optimization module and energy storage system (ESS) module. In the wind power forecasting module, wind power probabilistic forecasting based on complementary ensemble empirical mode decomposition with adaptive noise (CEEMDAN) and Gaussian process regression (GPR) is proposed in this study. To improve the forecasting results, CEEMDAN, an effective signal processing method, is employed to decompose the wind power data, then, the decomposed subseries are utilized as the inputs of GPR for probabilistic forecasting. A two-step solution methodology combining an efficient and effective improved multi-objective bat algorithm (IMOBA) with fuzzy set theory (FST) is put forward to solve the optimal dispatching problems. In the first step, IMOBA is developed to optimize the energy dispatching of EEMS by minimizing both economic cost and pollutant emissions simultaneously, and obtain a well-distributed set of Pareto optimal front (POF), then, FST is employed to identify the best compromise solutions from POF. Six operational scenarios of a typical grid-connected MG based one-POF-one-day and one-POF-one-hour dispatching schemes are constructed to investigate the effectiveness of the proposed strategy and provide more flexibility for decision makers. The results illustrate that EEMS can effectively schedule power generation and energy storage by considering economic cost and pollutant emission objectives simultaneously.

Bayesian bootstrapping in real-time probabilistic photovoltaic power forecasting

One way to mitigate the variability of wind and solar power generation is to install the corresponding plants in nearby locations. For example, in Kuwait, the facility at Shagaya Renewable Energy Park is located in a desert area with both photovoltaic panels and wind turbines that allow the continuous generation of renewable energy throughout the day. The National Center for Atmospheric Research (NCAR) has developed a system to generate probabilistic wind and solar predictions for the Shagaya facility. These predictions are based on the analog ensemble technique that post-processes the wind speed and solar irradiance predictions based on a combination of multiple models including the Weather Research and Forecasting (WRF) numerical model. The ensemble forecasts have 20 members and are generated independently at each wind and solar power production facility. Here we present a method based on the Schaake Shuffle (SS) technique to pair the ensemble members from the independent systems to obtain a unique ensemble prediction of the aggregated wind and solar generation. After reordering through the SS technique, the corresponding paired solar and wind power members can be summed to build a unique ensemble of combined generation that is statistically consistent, as verified by the presented metrics.

A spatio-temporal method for producing very-short-term parametric probabilistic wind power forecasts at a large number of locations is presented. Smart grids containing tens, or hundreds, of wind generators require skilled very-short-term forecasts to operate effectively and spatial information is highly desirable. In addition, probabilistic forecasts are widely regarded as necessary for optimal power system management as they quantify the uncertainty associated with point forecasts. Here, we work within a parametric framework based on the logit-normal distribution and forecast its parameters. The location parameter for multiple wind farms is modeled as a vector-valued spatio-temporal process and the scale parameter is tracked by modified exponential smoothing. A state-of-the-art technique for fitting sparse vector autoregressive models is employed to model the location parameter and demonstrates numerical advantages over conventional vector autoregressive models. The proposed method is tested on a dataset of 5 min mean wind power generation at 22 wind farms in Australia. Five-min ahead forecasts are produced and evaluated in terms of point, and probabilistic forecast skill scores and calibration. Conventional autoregressive and vector autoregressive models serve as benchmarks.