Bayesian neural networks for the probabilistic forecasting of wind direction and speed using ocean data

Abstract: Neural networks are increasingly being used in a variety of settings to predict wind direction and speed, two of the most important factors for estimating the potential power output of a wind farm. However, these predictions are arguably of limited value because classical neural networks lack the ability to express uncertainty. Here we instead consider the use of Bayesian Neural Networks (BNNs), for which the weights, biases and outputs are distributions rather than deterministic point values. This allows for the evaluation of both epistemic and aleatoric uncertainty and leads to well-calibrated uncertainty predictions of both wind speed and power. Here we consider the application of BNNs to the problem of offshore wind resource prediction for renewable energy applications. For our dataset, we use observations recorded at the FINO1 research platform in the North Sea and our predictors are ocean data such as water temperature and current direction. The probabilistic forecast predicted by the BNN adds considerable value to the results and, in particular, informs the user of the network's ability to make predictions of out-of-sample datapoints. We use this property of BNNs to conclude that the accuracy and uncertainty of the wind speed and direction predictions made by our network are unaffected by the construction of the nearby Alpha Ventus wind farm. Hence, at this site, networks trained on pre-farm ocean data can be used to accurately predict wind field information from ocean data after the wind farm has been constructed.