• Energy Research

A large proportion of photovoltaic (PV) power generation is connected to the power grid, and its volatility and stochasticity have significant impacts on the power system. Accurate PV power forecasting is of great significance in optimizing the safe operation of the power grid and power market transactions. In this paper, a novel dual-channel PV power forecasting method based on a temporal convolutional network (TCN) is proposed. The method deeply integrates the PV station feature data with the model computing mechanism through the dual-channel model architecture; utilizes the combination of multihead attention (MHA) and TCN to extract the multidimensional spatio-temporal features between other meteorological variables and the PV power; and utilizes a single TCN to fully extract the temporal constraints of the power sequence elements. The weighted fusion of the dual-channel feature data ultimately yields the ideal forecasting results. The experimental data in this study are from a 26.52 kW PV power plant in central Australia. The experiments were carried out over seven different input window widths, and the two models that currently show superior performance within the field of PV power forecasting: the convolutional neural network (CNN), and the convolutional neural network combined with a long and short-term memory network (CNN_LSTM), are used as the baseline models. The experimental results show that the proposed model and the baseline models both obtained the best forecasting performance over a 1-day input window width, while the proposed model exhibited superior forecasting performance compared to the baseline model. It also shows that designing model architectures that deeply integrate the data input method with the model mechanism has research potential in the field of PV power forecasting.

A large proportion of photovoltaic (PV) power generation is connected to the power grid, and its volatility and stochasticity have significant impacts on the power system. Accurate PV power forecasting is of great significance in optimizing the safe operation of the power grid and power market transactions. In this paper, a novel dual-channel PV power forecasting method based on a temporal convolutional network (TCN) is proposed. The method deeply integrates the PV station feature data with the model computing mechanism through the dual-channel model architecture; utilizes the combination of multihead attention (MHA) and TCN to extract the multidimensional spatio-temporal features between other meteorological variables and the PV power; and utilizes a single TCN to fully extract the temporal constraints of the power sequence elements. The weighted fusion of the dual-channel feature data ultimately yields the ideal forecasting results. The experimental data in this study are from a 26.52 kW PV power plant in central Australia. The experiments were carried out over seven different input window widths, and the two models that currently show superior performance within the field of PV power forecasting: the convolutional neural network (CNN), and the convolutional neural network combined with a long and short-term memory network (CNN_LSTM), are used as the baseline models. The experimental results show that the proposed model and the baseline models both obtained the best forecasting performance over a 1-day input window width, while the proposed model exhibited superior forecasting performance compared to the baseline model. It also shows that designing model architectures that deeply integrate the data input method with the model mechanism has research potential in the field of PV power forecasting.

Accurate and reliable PV power probabilistic-forecasting results can help grid operators and market participants better understand and cope with PV energy volatility and uncertainty and improve the efficiency of energy dispatch and operation, which plays an important role in application scenarios such as power market trading, risk management, and grid scheduling. In this paper, an innovative deep learning quantile regression ultra-short-term PV power-forecasting method is proposed. This method employs a two-branch deep learning architecture to forecast the conditional quantile of PV power; one branch is a QR-based stacked conventional convolutional neural network (QR_CNN), and the other is a QR-based temporal convolutional network (QR_TCN). The stacked CNN is used to focus on learning short-term local dependencies in PV power sequences, and the TCN is used to learn long-term temporal constraints between multi-feature data. These two branches extract different features from input data with different prior knowledge. By jointly training the two branches, the model is able to learn the probability distribution of PV power and obtain discrete conditional quantile forecasts of PV power in the ultra-short term. Then, based on these conditional quantile forecasts, a kernel density estimation method is used to estimate the PV power probability density function. The proposed method innovatively employs two ways of a priori knowledge injection: constructing a differential sequence of historical power as an input feature to provide more information about the ultrashort-term dynamics of the PV power and, at the same time, dividing it, together with all the other features, into two sets of inputs that contain different a priori features according to the demand of the forecasting task; and the dual-branching model architecture is designed to deeply match the data of the two sets of input features to the corresponding branching model computational mechanisms. The two a priori knowledge injection methods provide more effective features for the model and improve the forecasting performance and understandability of the model. The performance of the proposed model in point forecasting, interval forecasting, and probabilistic forecasting is comprehensively evaluated through the case of a real PV plant. The experimental results show that the proposed model performs well on the task of ultra-short-term PV power probabilistic forecasting and outperforms other state-of-the-art deep learning models in the field combined with QR. The proposed method in this paper can provide technical support for application scenarios such as energy scheduling, market trading, and risk management on the ultra-short-term time scale of the power system.

Accurate and reliable PV power probabilistic-forecasting results can help grid operators and market participants better understand and cope with PV energy volatility and uncertainty and improve the efficiency of energy dispatch and operation, which plays an important role in application scenarios such as power market trading, risk management, and grid scheduling. In this paper, an innovative deep learning quantile regression ultra-short-term PV power-forecasting method is proposed. This method employs a two-branch deep learning architecture to forecast the conditional quantile of PV power; one branch is a QR-based stacked conventional convolutional neural network (QR_CNN), and the other is a QR-based temporal convolutional network (QR_TCN). The stacked CNN is used to focus on learning short-term local dependencies in PV power sequences, and the TCN is used to learn long-term temporal constraints between multi-feature data. These two branches extract different features from input data with different prior knowledge. By jointly training the two branches, the model is able to learn the probability distribution of PV power and obtain discrete conditional quantile forecasts of PV power in the ultra-short term. Then, based on these conditional quantile forecasts, a kernel density estimation method is used to estimate the PV power probability density function. The proposed method innovatively employs two ways of a priori knowledge injection: constructing a differential sequence of historical power as an input feature to provide more information about the ultrashort-term dynamics of the PV power and, at the same time, dividing it, together with all the other features, into two sets of inputs that contain different a priori features according to the demand of the forecasting task; and the dual-branching model architecture is designed to deeply match the data of the two sets of input features to the corresponding branching model computational mechanisms. The two a priori knowledge injection methods provide more effective features for the model and improve the forecasting performance and understandability of the model. The performance of the proposed model in point forecasting, interval forecasting, and probabilistic forecasting is comprehensively evaluated through the case of a real PV plant. The experimental results show that the proposed model performs well on the task of ultra-short-term PV power probabilistic forecasting and outperforms other state-of-the-art deep learning models in the field combined with QR. The proposed method in this paper can provide technical support for application scenarios such as energy scheduling, market trading, and risk management on the ultra-short-term time scale of the power system.