A novel spatial–temporal generative autoencoder for wind speed uncertainty forecasting

Wind speed interval prediction is one of the most long-standing challenges because of the high uncertainty and the complex spatial–temporal correlation between wind turbines. In this paper, based on variational Bayesian inference, we propose a novel spatial–temporal generative autoencoder (STGAE) model to capture the continuous probability distribution of each wind turbine on an arbitrary graph structure. In the encoding process, a parameterization strategy is used to expand the hypothesis space of the adjacency matrix rather than being limited by the distance between nodes. The multiple graph convolution layers with kernels approximated by Chebyshev polynomials adjust the collecting scope of spatial information. The bi-directional dependency is modeled by the multi-head attention to tap correlations of different time horizons effectively. The interval prediction at each node is yielded based on the probability densities of generated samples produced by the decoder. Using publicly available wind data from the Global Energy Forecasting Competition 2014, numerical experiments are conducted to compare the prediction reliability and accuracy between the proposed model and the recent state-of-the-art models. The forecasting results suggest that the proposed model significantly improves performance, especially the strong generalization ability makes it practical under different weather conditions.