Probabilistic spatiotemporal forecasting of wind speed based on multi-network deep ensembles method*

Obtaining reliable and high-quality wind speed probability forecast results is of great significance to wind energy utilization and power system management. In this paper, multi-network deep ensemble method, which combines the intelligent optimization algorithm and deep ensemble method, is proposed to deal with the probabilistic prediction problems. This method can effectively integrate a variety of different deep learning neural networks and provide reliable uncertainty estimates for prediction. Furthermore, spatiotemporal multi-network deep ensemble model, which employs multi-network deep ensemble method, is proposed to deal with the probabilistic spatiotemporal wind speed forecasting problems. In the model, three advanced convolutional recurrent neural networks are integrated to capture spatiotemporal information from the underlying meteorological variables. Intelligent optimization algorithm is used to assign weights to each network in the ensemble. In addition, an uncertainty quantification method, which quantify the uncertainty by adjusting the network structure and optimize the uncertainty by utilizing the truncated negative log-likelihood scoring rule, is introduced to provide reliable probability forecasts. The proposed model is applied to a real-world case in the United States. The test results demonstrate that spatiotemporal multi-network deep ensemble model can not only provide high-precision point prediction results, but also provide suitable interval predictions and reliable probability prediction results. Moreover, the impact of input features on model prediction results is also evaluated.