Probabilistic spatiotemporal wind speed forecasting based on a variational Bayesian deep learning model

•Temporal and spatial features are used for wind speed forecasting.•A novel probabilistic deep learning model is proposed for wind speed forecasting.•The proposed model shows the best performance compared with other models.•Temporal and spatial uncertainty of the wind speed are estimated based on the model. Reliable and accurate probabilistic forecasting of wind speed is of vital importance for the utilization of wind energy and operation of power systems. In this paper, a probabilistic spatiotemporal deep learning model for wind speed forecasting is proposed. The underlying wind turbines are embedded into a grid space, which fully expresses the spatiotemporal variation process of the airflow. Thus, advanced image recognition methods can be employed to solve the spatiotemporal wind speed forecasting problem. The proposed model is based on a spatial–temporal neural network (STNN) and variational Bayesian inference. The proposed STNN combines the convolutional GRU model and 3D Convolutional Neural Network and uses an encoding-forecasting structure to generate the spatiotemporal predictions. Variational Bayesian inference is employed to obtain the approximated posterior parameter distribution of the model and determine the probability of the prediction. The proposed model is applied in two real-world case studies in United States. The experimental results demonstrate that the proposed model significantly outperforms other models in both forecast skill and forecast reliability. The uncertainty estimation is also shown and it demonstrates that the proposed model is able to provide effective uncertainty estimation in both the time level and space level.