Hybrid model based on similar power extraction and improved temporal convolutional network for probabilistic wind power forecasting

Accurate wind power generation forecasting is of great significance to improve the operation of power system. Probabilistic forecasting has a higher application value in power grid because it can provide more abundant forecasting information than deterministic forecasting. In addition, multi-step forecasting can provide forecasting results in a longer time range, so that decision makers can make longer-term planning and strategic arrangements. In this paper, we propose a novel multi-step improved temporal convolutional network based on quadratic spline quantile function (MITCN-QSQF) for probabilistic wind power forecasting. First, we combine maximum information coefficient, Gaussian similarity and adaptive resample to propose an effective similar power generation feature extraction method (MGR) for power generation. Then the temporal convolutional network is improved to construct the multi-step time series forecasting model MITCN. By combining the proposed model and the powerful probabilistic forecasting method quadratic spline quantile function (QSQF), high-quality probabilistic forecasting of wind power is achieved. Through comprehensive simulations on an open-source dataset, the superiority and efficiency of the proposed method are verified. Compared with some advanced benchmarks, the proposed model can obtain more accurate deterministic and probabilistic forecasting results. •A similar power generation feature extraction method is proposed.•The novel Seq2Seq model MITCN is proposed for multi-step forecasting.•Combining MITCN with QSQF enables high-quality probabilistic forecasting.