An Uncertainty-Aware Temporal Transformer for Probabilistic Interval Modeling in Wind Power Forecasting

Under high renewable energy penetration, wind power forecasting faces pronounced challenges due to strong randomness and uncertainty, making conventional point-forecast-centric paradigms insufficient for risk-aware and reliable power system scheduling. An uncertainty-aware temporal transformer framework for wind power forecasting is presented, integrating probabilistic modeling with deep temporal representation learning to jointly optimize prediction accuracy and uncertainty characterization. Crucially, rather than treating uncertainty quantification merely as a post-processing step, the central conceptual contribution lies in modularizing uncertainty directly within the attention mechanism. A probability-driven temporal attention mechanism is incorporated at the encoding stage to emphasize high-variability and high-risk time slices during feature aggregation, while a multi-quantile output and interval modeling strategy is adopted at the prediction stage to directly learn the conditional distribution of wind power, enabling simultaneous point and interval forecasts with statistical confidence. Extensive experiments on multiple public wind power datasets demonstrate that the proposed method consistently outperforms traditional statistical models, deep temporal models, and deterministic transformers, as validated by formal statistical significance testing. Specifically, the method achieves an MAE of 0.089, an RMSE of 0.132, and a MAPE of 10.84% on the test set, corresponding to reductions of approximately 8%–10% relative to the deterministic transformer. In uncertainty evaluation, a PICP of 0.91 is attained while compressing the MPIW to 0.221 and reducing the CWC to 0.241, indicating a favorable balance between coverage reliability and interval compactness. Compared with mainstream probabilistic forecasting methods, the model further reduces RMSE while maintaining coverage levels close to the 90% target, effectively mitigating excessive interval conservatism. Moreover, by adaptively generating heteroscedastic intervals that widen during high-volatility events and narrow under stable conditions, the model achieves a highly focused and effective capture of critical uncertainty information.