Bayesian CNN-BiLSTM and Vine-GMCM Based Probabilistic Forecasting of Hour-Ahead Wind Farm Power Outputs

The importance of the accurate forecasting of power outputs of wind-based generation systems is increasing, as their contributions to the total system generation are rising. However, wind energy resource exhibits strong and stochastic spatio-temporal variations, which further combine with the uncertainties in WF operating regimes, i.e., numbers of wind turbines in normal operation, under curtailment, or that are faulty/disconnected. This paper presents a novel approach for efficient dealing with uncertainties in hour-ahead forecasted WF power outputs. It first applies Bayesian convolutional neural network-bidirectional long short-term memory (Bayesian CNN-BiLSTM) method, which allows for a more accurate probabilistic forecasting of wind speed, air density and wind direction, using the nearby WFs as additional input data. The WF operating regimes are also predicted using the same Bayesian CNN-BiLSTM structure. Afterwards, a high-dimensional Vine-Gaussian mixture Copula model is combined with Bayesian CNN-BiLSTM model to evaluate uncertainties in the WF outputs based on a cross-correlational conditioning of the forecasted weather variables and operating regimes. The proposed combined model is applied and validated using the actual field measurements from two WF clusters in close locations in Croatia and is also benchmarked against several other models.