Multi-task neural diffusion processes for uncertainty-quantified wind power prediction

📅 2025-10-03
📈 Citations: 0
Influential: 0
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🤖 AI Summary
Addressing challenges in wind farm forecasting—including difficulty modeling inter-turbine correlations, poor few-shot adaptation for newly installed turbines, and miscalibrated uncertainty quantification—this paper proposes a Multi-Task Neural Diffusion Process (MT-NDP) framework. MT-NDP introduces a task encoder to explicitly capture dynamic inter-turbine dependencies, enabling rapid adaptation to unseen turbines from limited historical data. It is the first work to extend neural diffusion processes to multi-task wind power forecasting. Experiments on real-world SCADA data demonstrate that MT-NDP significantly outperforms both single-task NDP and Gaussian Processes, achieving superior point prediction accuracy and better-calibrated prediction intervals. Notably, it yields sharper and more reliable probabilistic forecasts for turbines exhibiting heterogeneous behavior or substantial deviation from cluster-level averages. These advances provide robust, decision-ready probabilistic support for wind farm scheduling and operational maintenance.

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📝 Abstract
Uncertainty-aware wind power prediction is essential for grid integration and reliable wind farm operation. We apply neural diffusion processes (NDPs)-a recent class of models that learn distributions over functions-and extend them to a multi-task NDP (MT-NDP) framework for wind power prediction. We provide the first empirical evaluation of NDPs in real supervisory control and data acquisition (SCADA) data. We introduce a task encoder within MT-NDPs to capture cross-turbine correlations and enable few-shot adaptation to unseen turbines. The proposed MT-NDP framework outperforms single-task NDPs and GPs in terms of point accuracy and calibration, particularly for wind turbines whose behaviour deviates from the fleet average. In general, NDP-based models deliver calibrated and scalable predictions suitable for operational deployment, offering sharper, yet trustworthy, predictive intervals that can support dispatch and maintenance decisions in modern wind farms.
Problem

Research questions and friction points this paper is trying to address.

Uncertainty-quantified wind power prediction for grid integration
Multi-task framework capturing cross-turbine correlations in SCADA data
Providing calibrated predictions for turbines deviating from fleet average
Innovation

Methods, ideas, or system contributions that make the work stand out.

Multi-task neural diffusion processes for wind power prediction
Task encoder captures cross-turbine correlations enabling adaptation
Calibrated scalable predictions with trustworthy predictive intervals
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Joseph Rawson
Department of Statistical Science, University College London, Gower Street, London, WC1E 6BT, United Kingdom
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Domniki Ladopoulou
Department of Statistical Science, University College London, Gower Street, London, WC1E 6BT, United Kingdom
Petros Dellaportas
Petros Dellaportas
University College London and Athens University of Economics and Business
Statistics