A Two-Stage Hidden Markov Model for Medium- to Long-Term Multiple Wind Farm Power Scenario Generation

Medium- to long-term wind power output scenarios are crucial for power system planning and operational simulations. This paper proposes a two-stage hidden Markov model-based approach for modeling the time series output of multiple wind farms. First, based on the key features of the wind power output sequence, the daily typical patterns of wind power output are extracted. Then, the process of simulating the wind power output time-series is modeled as a two-layer temporal model. The upper layer uses a discrete hidden Markov model to describe the day-to-day transition process of wind power output patterns and the lower layer uses a Gaussian mixture hidden Markov model to describe the fluctuation process of wind power output values within each output pattern. Finally, the upper models corresponding to each quarter and the lower models corresponding to each pattern are trained respectively and the time-series scenarios of wind power output for multiple wind farms are generated quarter-by-quarter and day-by-day through Monte Carlo sampling. Validation using real-world wind power data demonstrates that the proposed method can effectively generate medium- to long-term output scenarios for multiple wind farms. Compared to traditional methods, the proposed method shows improvements in terms of accuracy, statistical characteristics, temporal correlation, and mutual correlation.