Probabilistic wind power forecasting for newly-built wind farms based on multi-task Gaussian process method

The accurate training of a wind power forecasting (WPF) model for a newly built wind farm is difficult because of limited historical data. This study established a multitask learning architecture wherein the WPF in different wind farms represents an independent task. Subsequently, a novel short-term WPF model based on a multitask learning architecture was proposed. In this model, a multitask Gaussian process is used to capture the intertask conjunction, which contributed to the training of each task. The proposed methodological framework employs dependencies from other tasks wherein older wind farms contain substantial historical data to enhance the performance of tasks in which there is a newly built wind farm. Several numerical experiments were conducted using datasets from seven independent wind farms in Australia. The results show that the proposed scheme not only obtains improved point forecasting results but also produces better probabilistic forecasting results, thus demonstrating the superiority of the proposed method.