Multistep and Multivariate Time Series Explainability with GradientSHAP: A Wind Power Case Study

Accurate day-ahead wind power forecasting is essential for cost-effective power-system operation. Wind power generation is primarily driven by future meteorological conditions while retaining temporal dependencies in power generation. In practice, observed wind-farm power reflects both meteorology-driven generation potential and deviations associated with local environmental and operational factors. Existing physical models provide useful constraints but adapt poorly across wind farms, whereas data-driven models can capture rich correlations but do not explicitly structure these two sources of variation. To bridge this gap, we propose UniWind, a wind power forecasting framework that integrates physics-informed generation priors with data-driven state-aware corrections. UniWind first employs a Physical Prior Estimator to construct a site-calibrated physical prior by combining a site-conditioned monotone warp 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 uses a Latent State Encoder to construct latent power-state representations from historical prior-power discrepancies and future meteorological context, and transforms the physical prior into final power forecasts through a State-aware Power Corrector with pseudo-label-guided routing and bounded expert correction. Experiments on 24 real-world datasets demonstrate UniWind's strong forecasting accuracy, robustness, and generalization across full-shot, cross-farm zero-shot, and cross-region zero-shot settings.

Reliable short horizon forecasting of solar and wind generation is a structural prerequisite of any modern power system yet most published forecasters are tuned and evaluated on a single climatic regime and most algorithmic novelty has been concentrated either on classical recurrent networks or on monolithic foundation models that combine forecasting and explanation We develop a four stage hybrid framework that separates these concerns The first stage acquires hourly generation irradiance and surface weather records through public application programming interfaces The second stage trains three classical baselines autoregressive integrated moving average gradient boosted regression trees and a two layer long short term memory network and produces a strong point forecast together with a residual error series The third stage corrects the residual through a quantum inspired variational kernel built on a six qubit hardware efficient ansatz with three repeated entangling layers The fourth stage uses generative artificial intelligence strictly as an explainability layer that reads the measured benchmark numbers and produces a structured natural language interpretation Across three regions drawn from open public archives Iberian solar North Sea wind and a mixed Texas trace the proposed configuration stays within one percentage point of the strongest classical baseline on the in domain forecasting task and the quantum inspired kernel separates calm and stormy weather regimes with a Fisher discriminant ratio approximately fifteen fold higher than a tuned radial basis kernel

Time Series Foundation Models (TSFMs) have recently emerged as general-purpose forecasting models and show considerable potential for applications in energy systems. However, applications in critical infrastructure like power grids require transparency to ensure trust and reliability and cannot rely on pure black-box models. To enhance the transparency of TSFMs, we propose an efficient algorithm for computing Shapley Additive Explanations (SHAP) tailored to these models. The proposed approach leverages the flexibility of TSFMs with respect to input context length and provided covariates. This property enables efficient temporal and covariate masking (selectively withholding inputs), allowing for a scalable explanation of model predictions using SHAP. We evaluate two TSFMs - Chronos-2 and TabPFN-TS - on a day-ahead load forecasting task for a transmission system operator (TSO). In a zero-shot setting, both models achieve predictive performance competitive with a Transformer model trained specifically on multiple years of TSO data. The explanations obtained through our proposed approach align with established domain knowledge, particularly as the TSFMs appropriately use weather and calendar information for load prediction. Overall, we demonstrate that TSFMs can serve as transparent and reliable tools for operational energy forecasting.