Wind energy is a widely distributed, renewable, and environmentally friendly energy source that plays a crucial role in mitigating global warming and addressing energy shortages. Nevertheless, wind power generation is characterized by volatility, intermittence, and randomness, which hinder its ability to serve as a reliable power source for the grid. Accurate wind power forecasting is crucial for developing a new power system that heavily relies on renewable energy sources. However, traditional wind power forecasting systems primarily focus on ultra-short-term or short-term forecasts, limiting their ability to address the diverse adjustment requirements of the power system simultaneously. To overcome these challenges, We propose an automatic framework capable of forecasting wind power across multi-time scale. The framework based on the tree-structured Parzen estimator (TPE) and temporal fusion transformer (TFT) that can provide ultra-short-term, short-term and medium-term wind power forecasting power.Our approach employs the TFT for wind power forecasting and categorizes features based on their properties. Additionally, we introduce a generic algorithm to simultaneously fine-tune the hyperparameters of the decomposition method and model. We evaluate the performance of our framework by conducting ablation experiments using three commonly used decomposition algorithms and six state-of-the-art models for forecasting multi-time scale. The experimental results demonstrate that our proposed method considerably improves prediction accuracy on the public dataset Engie https://opendata-renewables.engie.com. Compared to the second-best state-of-the-art model, our approach exhibits a reduction of 31.75% and 28.74% in normalized mean absolute error (nMAE) for 24-hour forecasting, and 20.79% and 16.93% in nMAE for 48-hour forecasting, respectively.
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