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To support high-level wind energy utilization, wind power prediction has become a more and more attractive topic. To improve prediction accuracy and flexibility, joint point-interval prediction of wind power via a stepwise procedure is studied in this paper. Firstly, time-information-granularity (TIG) is defined for ultra-short-term wind speed prediction. Hidden features of wind speed in TIGs are extracted via principal component analysis (PCA) and classified via adaptive affinity propagation (ADAP) clustering. Then, Gaussian process regression (GPR) with joint point-interval estimation ability is adopted for stepwise prediction of the wind power, including wind speed prediction and wind turbine power curve (WTPC) modeling. Considering the sequential uncertainties of stepwise prediction, theoretical support for an uncertainty enlargement effect is deduced. Uncertainties’ transmission from single-step or receding multi-step wind speed prediction to wind power prediction is explained in detail. After that, normalized indexes for point-interval estimation performance are presented for GPR parameters’ optimization via a hybrid particle swarm optimization-differential evolution (PSO-DE) algorithm. K-fold cross validation (K-CV) is used to test the model stability. Moreover, due to the timeliness of data-driven GPR models, an evolutionary prediction mechanism via sliding time window is proposed to guarantee the required accuracy. Finally, measured data from a wind farm in northern China are acquired for validation. From the simulation results, several conclusions can be drawn: the multi-model structure has insignificant advantages for wind speed prediction via GPR; joint point-interval prediction of wind power is realizable and very reasonable; uncertainty enlargement exists for stepwise prediction of wind power while it is more significant after receding multi-step prediction of wind speed; a reasonable quantification mechanism for uncertainty is revealed and validated.

Joint Point-Interval Prediction and Optimization of Wind Power Considering the Sequential Uncertainties of Stepwise Procedure