The invention discloses a
wind power probability prediction method based on hierarchical integration. According to the method, a subspace set is constructed through
resampling and a partial least square method, a plurality of local areas are obtained on each subspace through GMM clustering, a corresponding local GPR model is established, and a Bayesian reasoning strategy and a finite mixing mechanism are used for fusing the local models to establish a first-layer integrated model. And a
genetic algorithm is adopted to select a suitable first-layer integration model for selective
adaptive integration, so that a selective hierarchical integration
Gaussian process regression probability prediction model can be obtained. In order to solve the problem of performance deterioration caused by change of
wind power data characteristics, an adaptive updating strategy is introduced, so that the prediction model has adaptive updating capability. According to the method, the selective hierarchical
ensemble learning framework is used for ultra-short-term
wind power prediction, compared with a traditional
ensemble learning prediction method, the method has higher prediction precision and stability, and the generated
prediction interval can provide effective reference for power dispatching.