Junbang Lv

Accurate wind power forecasting is essential for the stability of modern power systems. However, current probabilistic forecasting frameworks often encounter a fundamental conflict between the computational efficiency required for high-dimensional meteorological pattern matching and the physical consistency of the resulting probability distributions. Existing methods frequently fail to maintain the logical monotonicity of quantiles or overlook the fine-grained temporal correlations in massive historical datasets. To address these critical gaps, this research develops a comprehensive framework that synergizes a hierarchical similarity filtering mechanism with a structurally constrained non-crossing quantile regression model. First, the target sample is partitioned into several weather segments, and a new two-stage high-similarity weather pattern matching method is developed to screen multiple sets of historical samples that are highly similar to the target weather pattern. Second, a deep learning model for probabilistic wind power quantile forecasting is proposed, which incorporates historical data augmentation. The model utilizes an attention mechanism to extract the correlation between the target and historical segments, while an improved non-crossing quantile regression model is adopted to ensure the validity of the output quantiles. Finally, the effectiveness of the proposed method is validated through case studies using real-world data from an actual wind farm.