In this paper, we propose a novel scenario forecasts approach which can be
applied to a broad range of power system operations (e.g., wind, solar, load)
over various forecasts horizons and prediction intervals. This approach is
model-free and data-driven, producing a set of scenarios that represent
possible future behaviors based only on historical observations and point
forecasts. It first applies a newly-developed unsupervised deep learning
framework, the generative adversarial networks, to learn the intrinsic patterns
in historical renewable generation data. Then by solving an optimization
problem, we are able to quickly generate large number of realistic future
scenarios. The proposed method has been applied to a wind power generation and
forecasting dataset from national renewable energy laboratory. Simulation
results indicate our method is able to generate scenarios that capture spatial
and temporal correlations. Our code and simulation datasets are freely
available online.Comment: Accepted to Power Systems Computation Conference 2018 Code available
at https://github.com/chennnnnyize/Scenario-Forecasts-GA