Stochastic weather generators for high-frequency wind vector time series
Authors: Mingshi Cui, Kevin Eng, Justin T. Greene, Zern Ke, Abolfazl Sodagartojgi, Zhiqiu Xia, Gemma E. Moran, Michael L. Stein
Organizations: Department of Statistics, Rutgers University, Piscataway, NJ, USA
Abstract
Surface winds can vary substantially from one minute to the next, so there is scope for studying its variation on this fine time scale. Restricting to the month of June to minimize seasonality, this work develops a range of machine learning models for generating realistic time series of surface wind vectors at a site in Lamont, Oklahoma based on more than 30 years of high quality measurements at the minute time scale. Such a generator could be used as an input into models from a range of disciplines, notably for wind energy, but also wildfire spread and aviation, among others. The data show complex diurnal structures in both wind speed and direction that would be challenging to capture with standard time series models, so we consider a number of machine learning approaches to producing a stochastic wind generator based on time vector-quantized variational autoencoders. We consider generating a day's worth of data at a time and generating a day of wind vectors conditional on the previous day's winds. We also study methods for incorporating a discrete weather state variable in the generator. We evaluate the generators using a wide range of formal and informal methods. The best of these generators can capture many but not all of the complex features present in the observational data. In particular, the best of our approaches accurately mimic diurnal changes in wind volatility but struggle to match the observed distribution of extreme wind speeds.
Over the past few years, the rapid development of machine learning (ML) models for weather forecasting has produced deterministic models whose medium-range skill matches or exceeds that of the European Centre for Medium-Range Weather Forecasts (ECMWF)'s high-resolution forecast (HRES). However, when these models are integrated freely beyond the horizon they were trained for, they blow up, drift, or lose their seasonal cycle, and retraining them for stability is expensive. We therefore ask what can be recovered from a strictly frozen backbone. We present Rescene, a 0.4 M-parameter wrapper around a frozen 1.5 degree, 6-hourly vision-transformer operator, developed using ERA5 reanalysis data and comprising a deterministic "slow clock" (0.33 M) that blends the forecast toward a lead-aware day-of-year climatology and a generative head (0.06 M) that adds a spectrally shaped stochastic perturbation at every step. The performance evaluation demonstrates that the deterministic wrapper alone is stable for decades but collapses daily variability to 40% of ERA5. Adding the generative head restores 126% (Z500) and 130% (MSLP) of the observed daily variability with pattern correlations of 0.89 and 0.92, recovers 82% of the observed blocking frequency, keeps the ensemble calibrated (spread-skill ratio 0.78-0.97 from day 7 to day 90), and integrates for 100 years with no detectable drift (+0.008 +/- 0.014 K per century). Moreover, because the perturbation is band-limited to total wavenumber k≤20, the small scales are never forced, yet realistic k≥20 power is sustained: a direct decomposition of the 6-hourly energy budget shows that the frozen operator supplies 28 times more energy than the perturbation at k≥40, with a fractional growth rate 247 times larger at the grid scale than at planetary scales.
Day-ahead wind power forecasting is essential for cost-effective power-system operation. It is primarily driven by future meteorological conditions while retaining temporal dependencies in power generation. In practice, observed wind-farm power often entangles physically available power with local environmental effects and latent operational states, such as shutdowns and curtailment. Existing physical models provide useful constraints but adapt poorly across wind farms, whereas data-driven models can capture rich correlations but often conflate meteorological effects with state-induced deviations. In this study, we propose UniWind, a wind power forecasting model based on physics-informed state routing. UniWind first employs a Physical Prior Estimator to construct a site-calibrated physical prior by combining site-conditioned monotonic warping with a shared physical power curve. It further applies a physical upper-bound constraint to shape this prior as a soft envelope of available wind power generation. UniWind then proposes a Latent State Encoder to model operating-state embeddings and transforms the physical prior into final power forecasts through a State-aware Power Corrector, which uses knowledge-guided supervised state routing and bounded, state-specific expert correction. Full-shot and cross-farm zero-shot experiments on more than 20 real-world datasets demonstrate the accuracy and robustness of UniWind.
Accurate production forecasts are essential for the integration of renewable energy sources into the power grid. This paper illustrates how to obtain probabilistic forecasts of wind power generation using gradient boosting trees and an ensemble of weather forecasts. To this end, we perform a comparative analysis across three state-of-the-art probabilistic prediction methods-conformalized quantile regression, natural gradient boosting and conditional diffusion models-all of which can be combined with tree-based machine learning. The methods are validated using four years of data for all Belgian offshore wind farms. We benchmark the models against the power curve and a calibrated wake model as well as a probabilistic method using stochastic variational Gaussian process regression. The tree-based models significantly reduce the mean absolute error in comparison to the deterministic baselines. Additionally, all three methods outperform the Gaussian process baseline in probabilistic skill, while two out of the three also improve point forecast accuracy. The conditional diffusion model attains the best performance, with improvements of 5% in mean absolute error and 12% in continuous rank probability score compared to the probabilistic baseline. Last, the results indicate an average improvement in point forecast accuracy of 17% by using an ensemble of weather forecasts instead of a single provider.
Max Bruninx, Diederik van Binsbergen, Timothy Verstraeten +2