Uncertainty-Aware Forecasting of Renewable Energy Sources

Smart grid systems are designed to enable the efficient capture and intelligent distribution of electricity across a distributed set of utilities. They are an essential component of increasingly important renewable energy sources, where it is vital to forecast the levels of energy being fed into and drawn from the grid. However, because of the high levels of uncertainty affecting real-world environments, accurate forecasting for example of wind power generation - being directly dependent on meteorological parameters and climatic conditions - is extremely challenging. Fuzzy Logic systems are frequently used in control systems to leverage their capacity for handling varying levels of uncertainty. In most cases, while uncertainty affecting the systems is captured in fuzzy sets (FSs), the final output of such systems is reduced to a crisp number (e.g. a control output). The latter process, while providing an efficient pathway to generating a specific control output, at the same time implies substantial information loss, as the uncertainty information captured in the FS outputs of these systems is effectively discarded. In this paper, we explore the potential of Mamdani fuzzy logic system based forecasting in order to generate not only a numeric forecast of the energy generated, but to also generate uncertainty intervals around said forecast indicating the level of uncertainty associated with the prediction. The proposed model is explored using both synthetic and smart-grid specific real-world (wind power) time series datasets. The results of the study indicate that utilising the 'complete' FS output can provide valuable additional information in terms of the reliability of the forecast without any extra computational cost. At a general level, the approach indicates strong potential for leveraging the uncertainty information in fuzzy system outputs - which is commonly discarded - in real world applications.