The demand for sustainable development has
resulted in a rapid growth in wind power worldwide. Although
various approaches have been proposed to improve the accuracy
and to overcome the uncertainties associated with traditional
methods, the stochastic and variable nature of wind still remains
the most challenging issue in accurately forecasting wind power.
This paper presents a hybrid deterministic–probabilistic method
where a temporally local “moving window” technique is used in
Gaussian process (GP) to examine estimated forecasting errors.
This temporally local GP employs less measurement data with
faster and better predictions of wind power from two wind farms,
one in the USA and the other in Ireland. Statistical analysis on
the results shows that the method can substantially reduce the
forecasting error while it is more likely to generate Gaussiandistributed
residuals, particularly for short-term forecast horizons
due to its capability to handle the time-varying characteristics of
wind power.