Physics-informed reinforcement learning for probabilistic wind power forecasting under extreme events

With wind power penetration increases, accurate and reliable wind power forecasting is becoming gradually critical, and data driven model is a promising solution to implement this task. However, limited by deficient data samples under extreme conditions, scarcity of feature measurements fails to meet the number of training samples required, making the forecasting model exhibits low adaptability. This paper proposes a physics-informed reinforcement learning based method for probabilistic forecasting. Analytical physical expression of wind power output under extreme event is established to construct the error evaluation function for abrupt feature. Deep deterministic policy gradient-based quantile fitting model is then proposed, with abrupt feature embedded as the auxiliary input data for neural network. On this basis, parameter training technique under small data set is proposed to deal with the effect of extreme conditions on correction process of network. It extracts key historical transitions from experience replay pool to establish effective training samples, and model parameters are updated through the small-batch learning strategy to minimize long-term error feedback. Test result on the practical cold wave event of wind farms in China shows effectiveness of the proposed method.