The use of renewable energy sources (RESs) at the distribution level has become increasingly appealing in terms of costs and technology, expecting a massive diffusion in the near future and placing several challenges to the power grid. Since RESs depend on stochastic energy sources —solar radiation, temperature and wind speed, among others— they introduce a high level of uncertainty to the grid, leading to power imbalance and deteriorating the network stability. In this scenario, managing and forecasting RES uncertainty is vital to successfully integrate them into the power grids. Traditionally, physical- and statistical-based models have been used to predict RES power outputs. Nevertheless, the former are computationally expensive since they rely on solving complex mathematical models of the atmospheric dynamics, whereas the latter usually consider linear models, preventing them from addressing challenging forecasting scenarios. In recent years, the advances in machine learning techniques, which can learn from historical data, allowing the analysis of large-scale datasets either under non-uniform characteristics or noisy data, have provided researchers with powerful data-driven tools that can outperform traditional methods. In this paper, a systematic literature review is conducted to identify the most widely used machine learning-based approaches to forecast RES power outputs. The results show that deep artificial neural networks, especially long-short term memory networks, which can accurately model the autoregressive nature of RES power output, and ensemble strategies, which allow successfully handling large amounts of highly fluctuating data, are the best suited ones. In addition, the most promising results of integrating the forecasted output into decision-making problems, such as unit commitment, to address economic, operational and managerial grid challenges are discussed, and solid directions for future research are provided.
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