A Data-driven Dynamic Temporal Correlation Modeling Framework for Renewable Energy Scenario Generation

Abstract: Renewable energy power is influenced by the atmospheric system, which exhibits nonlinear and time-varying features. To address this, a dynamic temporal correlation modeling framework is proposed for renewable energy scenario generation. A novel decoupled mapping path is employed for joint probability distribution modeling, formulating regression tasks for both marginal distributions and the correlation structure using proper scoring rules to ensure the rationality of the modeling process. The scenario generation process is divided into two stages. Firstly, the dynamic correlation network models temporal correlations based on a dynamic covariance matrix, capturing the time-varying features of renewable energy while enhancing the interpretability of the black-box model. Secondly, the implicit quantile network models the marginal quantile function in a nonparametric, continuous manner, enabling scenario generation through marginal inverse sampling. Experimental results demonstrate that the proposed dynamic correlation quantile network outperforms state-of-the-art methods in quantifying uncertainty and capturing dynamic correlation for short-term renewable energy scenario generation.