Optimized Machine Learning Model and Interpretability Analysis of the Tree-Structured Parzen Estimator for Wind Power Forecasting

Accurate wind power forecasting is essential for efficient wind farm operation and reliable grid dispatch. This study proposes a site-adaptive forecasting framework that integrates machine learning, Tree-structured Parzen Estimator (TPE)-based Bayesian hyperparameter optimization, and SHapley Additive exPlanations (SHAP) for interpretability. Using real-world meteorological and power generation data from two wind farms, we first perform joint-distribution feature analysis to characterize statistical relationships between key inputs and power output, supporting model development and interpretation. TPE optimization is then applied to six benchmark models (CatBoost, Extra Trees, GBM, LightGBM, TabNet, and XGBoost). The optimized Extra Trees model achieves the best performance at Site 1 (R2 = 0.965, RMSE = 3.872 kW, MAE = 2.333 kW), whereas the optimized XGBoost model performs best at Site 2 (R2 = 0.921, RMSE = 3.049 kW, MAE = 1.382 kW), demonstrating the effectiveness of TPE tuning and the strong predictive capability of tree-ensemble learners. SHAP analysis further reveals heterogeneous drivers across sites: Site 1 benefits from synergistic wind-speed contributions across multiple heights, while Site 2 is primarily governed by hub-height wind speed. Overall, the proposed framework achieves both high accuracy and robust interpretability for multi-site wind power forecasting.