Probabilistic Wind Power Forecasting Based on Spiking Neural Network

Abstract Accurate and reliable quantification of uncertainty in wind power forecasting is critical to the economic operation and real time control of the electric power and energy system. To this end, this paper proposes a novel direct method for probabilistic wind power forecasting based on spiking neural network. In this method, a new forecasting framework is firstly formulated to simultaneously calculate the coverage probability and sharpness with associated confidence levels. Then, group search optimizer is introduced and re-designed to optimize the parameters of the forecasting framework and directly generate the prediction intervals, so that the prediction reliability and stability are ensured. The main advantage of the proposed probabilistic forecasting method is that it does not involve any distribution assumption of the prediction errors required by most existing forecasting methods. The wind power datasets from real wind farms in Belgium and China are used in the case studies. Traditional back-propagation neural network (BPNN), support vector machine (SVM) and extreme learning machine (ELM) are selected as the benchmarking algorithms. The simulation results show that the average coverage of the proposed method is improved by 72.0%, 54.9% and 51.3% respectively, when compared to BPNN, SVM and ELM. The improvement rates of sharpness index are 43.1%, 28.1% and 21.0%, respectively. These statistical results show that the proposed method outperforms BPNN, SVM and ELM in terms of forecasting accuracy, demonstrating that this method has high practical applications in real power systems.