1. Introduction
From the perspective of power system operation, the continuous growth of the installed capacity of wind power has improved its position in the power structure, but the large-scale integration of wind power has also brought new challenges to the safe and stable operation of the power grid. Wind power output is affected by wind speed, wind direction, air temperature, air pressure, unit operation status and other factors, with significant uncertainty, volatility and intermittency [
1], which will affect the operation mode arrangement, frequency and peak shaving, reserve capacity configuration and power market output declaration. Therefore, how to accurately predict the change trend of wind power is an important issue to improve the capacity of new energy consumption and ensure the safe operation of power system.
According to the different prediction time scales, wind power prediction can generally be divided into ultra short-term prediction, short-term prediction and medium and long-term prediction. Among them, the ultra-short-term forecast is generally oriented to the next few minutes to several hours, mainly relying on the data of the supervisory control and data acquisition (SCADA) system of the wind farm to carry out modeling, which has direct guiding significance for real-time dispatching and station operation [
2,
3]. Compared with the day ahead prediction, the ultra-short-term prediction emphasizes the rapid response of local wind field changes, unit operation status and coupling relationship between wind turbines, so it puts forward higher requirements for the spatio-temporal feature extraction ability of the model.
WPF (Wind power forecasting) provides an important technical basis for the efficient accommodation of wind power and the secure operation of power grids. According to different modeling principles, existing forecasting methods can generally be divided into physics-based methods, statistical methods, data-driven methods, and physics-informed data-fusion methods. With the rapid accumulation of wind farm operational data, deep learning-based data-driven methods have become an important research direction in wind power forecasting.
In the last few years, deep learning methods are also being applied to wind power forecasting and include CNNs (Convolutional Neural Networks), RNNs (Recurrent Neural Network), and its variants. Since the CNNs can use local receptive fields well to capture temporal structure of wind power time series, whereas LSTMs (Long Short-Term Memory networks) have proven to be good at learning the long-term dependency of this kind of data [
4,
5]. To further boost forecasting results, some works integrate the CNN and LSTM together to build a hybrid model or an Encoder-Decoder architecture in order to extract both local feature and time-dependent information simultaneously [
6,
7].
In order to capture the long-term dependency, there are also plenty of multi-scale temporal modeling methods were proposed. Nguyen proposed a TCN (Temporal Convolutional Network) for multi-step wind power forecasting and enhanced the model’s stability by using residual connection [
8]; Xu integrated bidirectional TCN with Transformer together in order to capture both forward and backward temporal feature [
9]; Besides, self-attention has also shown its great performance on time series forecasting, due to the global modelling ability of Transformers are able to extract long range dependence from long sequence, which has shown great performance for multi-step forecasting task [
10,
11] .Some other recent time series forecasting model also improves the expression ability of complicated fluctuation by using multiscale feature fusion or multidimensional frequency domain information [
12,
13].
Except for deterministic forecasting. Due to the uncertainty of wind power generation, probability prediction methods are also increasingly receiving attention. Some researchers have conducted interval prediction and probability density WPF prediction of based on distribute modeling, kernel density estimation and quantile regression neural networks. These methods not only provide predicted values but also quantitatively describe prediction uncertainty, which is of great significance in power grid scheduling and risk analysis [
14].
Although deep-learning-based methods have made substantial progress in WPF, most existing studies mainly model wind power as individual or independent time series and unable to completely capture the spatial correlations among the wind turbines. Therefore, introducing models capable of jointly characterizing temporal and spatial dependencies has become an important direction for further improving wind power forecasting performance.
Graph Neural Networks (GNN), which can encode entity and its interaction as graph, provides a powerful tool to capture complex spatial dependence among the wind turbines. In a wind farm, individual turbines could be treated as nodes, while inter-turbine interactions could be modeled as edges. Therefore, GNNs were increasingly adopted for wind power forecasting during past several years [
15]. Spatio-temporal graph model was also widely employed for traffic flow forecasting, energy load forecasting [
16], wind power forecasting [
17]. For example, ASTGCN models intricate spatial– temporal relations through spatial attention, graph convolution, and temporal attention [
18], while ST-Transformer also employs self-attention for capturing long-range spatial–temporal dependencies [
19]. These works show that spatio-temporal graph learning is useful in modeling multi-step prediction problems; however, its performance often highly depends on the design of a good graph structure.
In early studies, graph structures were constructed only based on the geographical locations or Euclidean distances of wind turbines, where a fixed adjacency matrix was used to describe spatial relationships among turbines [
20,
21]. These methods are easy to implement and can introduce spatial information. However, because the graph structure is changing over time, such methods are unable to capture the dynamic coupling relationships among wind turbines.
To address this limitation on static graph, recently some researchers start to investigate dynamic graph construction approaches [
22,
23]. They build a dynamic graph structure with correlation coefficients or graph attention mechanism [
24,
25] and federated learning [
26], and so on. These approaches are capable of describing the dynamic relationship between nodes by changing their interconnections when wind farm operation states change and it has been demonstrated that they could enhance the accuracy and robustness in the forecast.
However, a single type of graph is insufficient to characterize the complex interactions among wind turbines. For example, geographical distance graphs mainly describe spatial adjacency, windspeed correlation graphs reflect the correlation of wind speed variations, and power correlation graphs characterize the similarity of wind power fluctuation trends. Some studies combine multiple graph structures and use attention mechanisms or weighted fusion strategies to get multi-source spatial information [
27,
28]. Compared with single-graph modeling, multi-graph fusion methods can better describe the spatial heterogeneity of wind farms.
The recent works also improved the expressiveness for spatio-temporal modeling with more graph information coming from various sources [
29]. Li et al. built multi-relation graphs, including the geographical distance map, the wind speed correlation map and the power correlation map, then they fused them adaptively via an attention mechanism [
30]; Shang dynamically learn the cross-variable association by considering several variables as heterogeneous nodes [
31]. The above works show that it is promising to model multi-sources graphs in order to improve the performance on wind power prediction.
On the other hand, there are some shortcomings in previous works about dynamic graph building and multi-graph fusing methods. Firstly, most of them adopt a relatively simple method to fuse one or more than one graph: which prevents full exploitation of the complementary information contained in multi-source spatial relations. Secondly, the adaptability of graph topologies are often limited especially on a node level resulting in insufficient adapting update capability under complicated operation scenarios for wind farms. Consequently, designing spatio-temporal forecasting models that are able to integrate heterogeneous graph structure and support nodewise adaptive modelling is still a crucial research topic in the field of wind power forecasting.
To sum up, the existing wind power prediction methods have made some progress in different scenarios, but there are still the following problems when facing the ultra-short-term prediction task of wind farm unit level.
First, some methods mainly focus on the changes of the time series, ignoring the spatial correlation between the wind turbines over time. In particular, a static graph model with fixed adjacency matrix is difficult to describe the dynamic correlation structure evolving with the change of wind speed, power fluctuation and operation state in the wind farm.
Second, a single graph structure is difficult to fully express the multi-source spatial relationship between wind turbines. The relationship between wind turbines is affected not only by geographical distance, but also by wind speed similarity, power coupling and local operating conditions. Using only one of the geographical map, wind speed map or power map, it is difficult to fully depict the complex spatial dependence inside the wind farm. Although the multi graph fusion method has been used in spatio-temporal prediction tasks, there is still room for further research on how to efficiently, stably and adaptively fuse multiple graph structures at the node level.
Third, although some dynamic graph methods introduce time-varying adjacency matrix, the construction basis and update mechanism of dynamic graph are still insufficient. For wind farm SCADA data, the relationship between wind turbines may be obviously nonlinear, and the statistical dependence may not be fully expressed only by using linear correlation or global learning adjacency matrix.
In view of the above problems, this paper takes the real wind farm SCADA data as the research object, and carries out research around dynamic spatial dependence construction, multi-source graph information fusion and unit level multi-step ultra short-term power prediction. The main contents of this paper are as follows.
(1) Aiming at the problem that the relationship between wind turbines varies with time and has nonlinear dependence, this paper proposes a dynamic adjacency matrix construction method based on normalized mutual information (NMI). The method calculates the nonlinear statistical dependence between wind speed series and power series in each fixed length historical time window, constructs the dynamic wind speed graph and dynamic power graph, and updates the graph structure with the sliding window to depict the time-varying spatial coupling relationship between wind turbines.
(2) Aiming at the problem that a single graph structure is difficult to fully describe the spatial relationship of multi-source wind farms, this paper constructs a multi graph spatio-temporal prediction framework integrating dynamic wind speed graph, dynamic power graph and static geographic distance graph. Among them, the dynamic wind speed graph is used to describe the similarity of meteorological variables, the dynamic power graph is used to describe the unit output coupling relationship, and the static geographic distance graph is used to provide a stable spatial proximity prior.
(3) Aiming at the problem that the existing multi graph fusion methods have insufficient node-adaptive capability, this paper designs a node level gated fusion mechanism. The multi-layer perceptron adaptively assigns the contribution weights of different graph structures according to the characteristics of nodes, so that the model can flexibly integrate multi-source spatial information for different wind turbine nodes and different operating states.
(4) In terms of the prediction model structure, this paper combines multi-scale time convolution, dynamic graph convolution and Gru decoder to build a joint spatio-temporal prediction model to achieve multi-step ultra short-term power prediction at the wind farm unit level. At the same time, this paper verifies the effectiveness, stability and rationality of the proposed method by comparing it with the traditional deep learning model, ASTGCN, St-transformer, DynamicGNN and other advanced spatio-temporal models, and combining ablation experiment, fusion strategy comparison, gat variant and directed graph variant experiments.