Probabilistic Wind Power Forecasting Approach via Instance Based Transfer Learning Embedded Gradient Boosting Decision Trees
With the high wind penetration in the power system, accurate and reliable probabilistic wind power forecasting has become even more significant for the reliability of the power system. In this paper, an instance based transfer learning method combined with gradient boosting decision trees (GBDT) is proposed to develop a wind power quantile regression model. Based on the spatial cross correlation characteristic of wind power generations in different zones, the proposed model utilizes wind power generations in correlated zones as the source problems of instance based transfer learning. By incorporating the training data of source problems into the training process, the proposed model successfully reduces the prediction error of wind power generation in the target zone. To prevent negative transfer, this paper proposes a method that properly assigns weights to data from different source problems in the training process, whereby the weights of related source problems are increased, while those of unrelated ones are reduced. Case studies are developed based on the dataset from the Global Energy Forecasting Competition 2014 (GEFCom2014) The results confirm that the proposed model successfully improves the prediction accuracy compared to GBDT based benchmark models, especially when the target problem has a small training set while resourceful source problems are available.