Interpretable wind power forecasting combining seasonal-trend representations learning with temporal fusion transformers architecture

Abstract

Wind power forecasting plays a critical role in the efficient integration of wind energy into power systems. Accurate short-term WPF helps maintain grid stability, optimize power dispatch, and reduce operational costs. However, current deep learning-based WPF architectures rely on mapping spatial–temporal features into a single high-dimensional representation, compromising performance and interpretability. In this work, the interpretable seasonal-trend representation algorithm (ISTR) is proposed to learn a couple of disentangled latent representations that describe seasonal-trend of wind power time series. The ISTR is developed in a self-supervised manner with no need for prior knowledge, providing sufficient interpretable information while avoiding the feature entanglement problem. The ISTR is then integrated into the temporal fusion transformer (TFT) model through seasonal time-point embedding to perform accurate multi-horizon WPF with interpretable meanings. In the case study, ISTR-TFT outperforms the current state-of-the-art methods by achieving an 8.9% improvement in mean absolute percentage error (MAPE) compared to DeepAR and a 15.7% improvement in pinball score. The proposed ISTR-TFT also shows enhanced robustness to noise and missing data scenarios. The interpretability results generated by ISTR-TFT reveal the importance of various input features and the learned temporal patterns, offering valuable insights for decision-making in power system operations.