The input features of existing wind power time-series data prediction models are difficult to indicate the potential relationships between data, and the prediction methods are based on deep learning, which makes the convergence of the models slow and difficult to be applied to the actual production environment. To solve the above problems, an ultra-short-term wind power prediction model based on the XGBoost algorithm combined with financial technical index feature engineering and variational ant colony algorithm is proposed. The model innovatively applies financial technical indicators from financial time series data to wind power time series data and creates a class of model input features that can highly condense the potential relationships between time series data. A bionic algorithm is used to search for the best computational parameters for financial technical indicators to reduce the reliance on financial experts' experience. Taking the German power company Tennet wind power data set as an example, the prediction model proposed in this study has an mean absolute error of 0.859 and a root mean square error of 1.329, and it takes only 244 ms to complete the prediction. Thus, this study provides a new solution for ultra-short-term wind power prediction.

The output power prediction of wind farm is the key to effective utilization of wind energy and reduction of wind curtailment. However, the prediction of output power has long been a difficulty faced by both academia and the wind power industry, due to the high stochasticity of wind energy. This paper attempts to improve the ultra-short-term prediction accuracy of output power in wind farm. For this purpose, an output power prediction model was constructed for wind farm based on the time sliding window (TSW) and long short-term memory (LSTM) network. Firstly, the wind power data from multiple sources were fused, and cleaned through operations like dimension reduction and standardization. Then, the cyclic features of the actual output powers were extracted, and used to construct the input dataset by the TSW algorithm. On this basis, the TSW-LSTM prediction model was established to predict the output power of wind farm in ultra-short-term. Next, two regression evaluation metrics were designed to evaluate the prediction accuracy. Finally, the proposed TSW-LSTM model was compared with four other models through experiments on the dataset from an actual wind farm. Our model achieved a super-high prediction accuracy 92.7% as measured by d_MAE, an evidence of its effectiveness. To sum up, this research simplifies the complex prediction features, unifies the evaluation metrics, and provides an accurate prediction model for output power of wind farm with strong generalization ability.

Wind power, as a clean and renewable energy source, plays an increasingly important role in the global transition to low-carbon energy systems. However, its inherent volatility and unpredictability pose challenges for accurate short-term prediction. This study proposes an ultra-short-term wind power prediction framework that integrates multiple technical indicators with the extreme gradient boosting (XGBoost) algorithm. Inspired by financial time series analysis, the model incorporates K-line representations, power fluctuation features, and classical technical indicators, including the moving average convergence divergence (MACD), Bollinger bands (BOLL), and average true range (ATR), to enhance sensitivity to short-term variations. The proposed method is validated on two real-world wind power datasets from Inner Mongolia, China, and Germany, sourced from the European network of transmission system operators for electricity (ENTSO-E). The experimental results show that the model achieves strong performance on both datasets, demonstrating good generalization ability. For instance, on the Inner Mongolia dataset, the proposed model reduces the mean squared error (MSE) by approximately 11.4% compared to the long short-term memory (LSTM) model, significantly improving prediction accuracy.