A novel hybrid model based on evolving multi-quantile long and short-term memory neural network for ultra-short-term probabilistic forecasting of photovoltaic power

Probabilistic forecasting is extremely crucial in eliminating uncertainty in photovoltaic (PV) power generation. Quantile regression long and short-term memory neural network (QRLSTM) is widely recognized as promising methods for PV power probabilistic forecasting due to their strong generalization ability. However, these models train the model for each quantile individually, which lacks consideration of the correlation and monotonicity between quantiles, and multiple training leads to excessive computational complexity. Furthermore, the non-differentiable pinball loss function generated by QR places significant demands on the optimization algorithms. To address these issues, this paper proposes an evolutive distributed chaotic particle swarm optimization (EDCPSO)-optimized multi-quantile LSTM (MQLSTM) to achieve high-quality probabilistic PV power prediction. MQLSTM is a multi-output network structure that simultaneously outputs all quantile estimates and adopts a loss function with all quantile scores and non-crossing constraints to guide the training of the model. This approach not only improves the quality and reasonableness of quantile estimations, but also reduces computational difficulty. Then, from the perspective of evolutionary computation, considering the weight parameters of each connection layer in MQLSTM as decision variables, we convert the probabilistic forecasting into an optimization problem and propose a EDCPSO to solve the training difficulty. It implements a targeted distributed chaos strategy based on the evolutionary state to improve convergence speed and search capability. The proposed model is tested to be superior in real cases.