Ultra short‐term probability prediction of wind power based on LSTM network and condition normal distribution

Abstract Considering the inevitable prediction errors in the traditional point predictions of wind power, in this paper, a new ultra short‐term probability prediction method for wind power is proposed, in which the long short‐term memory (LSTM) network, wavelet decomposition (WT), and principal component analysis (PCA) are combined together for ultra short‐term probability prediction of wind power, a conditional normal distribution model that is developed to describe the uncertainty of prediction errors. First, WT and PCA are jointly used to smooth the original time series, then the point prediction model for subsequence data based on LSTM network is proposed. It is worth pointing out that the input matrix of the model includes many features, such as wind power and wind speed, which will be helpful for improving prediction performance. After optimizing the index of the ultra short‐term probability prediction interval (PI) of wind power by particle swarm optimization (PSO), the conditional normal distribution model of prediction errors is developed. Thus, the ultra short‐term PIs for wind power are obtained. Finally, based on the data of two wind farms in China, simulation results are provided to illustrate the usefulness of the proposed prediction model. It follows from those results that the proposed method can improve the accuracy of prediction, and the reliability of probability prediction for wind power is also improved.