Performance Improvement of Very Short-term Prediction Intervals for Regional Wind Power Based on Composite Conditional Nonlinear Quantile Regression

Abstract

Accurate regional wind power prediction plays an important role in the security and reliability of power systems. For the performance improvement of very short-term prediction intervals (PIs), a novel probabilistic prediction method based on composite conditional nonlinear quantile regression (CCNQR) is proposed. First, the hierarchical clustering method based on weighted multivariate time series motifs (WMTSM) is studied to consider the static difference, dynamic difference, and meteorological difference of wind power time series. Then, the correlations are used as sample weights for the conditional linear programming (CLP) of CCNQR. To optimize the performance of PIs, a composite evaluation including the accuracy of PI coverage probability (PICP), the average width (AW), and the offsets of points outside PIs (OPOPI) is used to quantify the appropriate upper and lower bounds. Moreover, the adaptive boundary quantiles (ABQs) are quantified for the optimal performance of PIs. Finally, based on the real wind farm data, the superiority of the proposed method is verified by adequate comparisons with the conventional methods.