Probabilistic Short-Term Wind Power Forecasting Using Sparse Bayesian Learning and NWP

Probabilistic short-term wind power forecasting is greatly significant for the operation of wind power scheduling and the reliability of power system. In this paper, an approach based on Sparse Bayesian Learning (SBL) and Numerical Weather Prediction (NWP) for probabilistic wind power forecasting in the horizon of 1–24 hours was investigated. In the modeling process, first, the wind speed data from NWP results was corrected, and then the SBL was used to build a relationship between the combined data and the power generation to produce probabilistic power forecasts. Furthermore, in each model, the application of SBL was improved by using modified-Gaussian kernel function and parameters optimization through Particle Swarm Optimization (PSO). To validate the proposed approach, two real-world datasets were used for construction and testing. For deterministic evaluation, the simulation results showed that the proposed model achieves a greater improvement in forecasting accuracy compared with other wind power forecast models. For probabilistic evaluation, the results of indicators also demonstrate that the proposed model has an outstanding performance.