Multi-task neural diffusion processes for uncertainty-quantified wind power prediction

Uncertainty-aware wind power prediction is essential for grid integration and reliable wind farm operation. We apply neural diffusion processes (NDPs)--a recent class of models that learn distributions over functions--and extend them to a multi-task NDP (MT-NDP) framework for wind power prediction. We provide the first empirical evaluation of NDPs in real supervisory control and data acquisition (SCADA) data. We introduce a task encoder within MT-NDPs to capture cross-turbine correlations and enable few-shot adaptation to unseen turbines. The proposed MT-NDP framework outperforms single-task NDPs and GPs in terms of point accuracy and calibration, particularly for wind turbines whose behaviour deviates from the fleet average. In general, NDP-based models deliver calibrated and scalable predictions suitable for operational deployment, offering sharper, yet trustworthy, predictive intervals that can support dispatch and maintenance decisions in modern wind farms. Introduction Wind energy has become a cornerstone of the global transition to clean power. As wind power capacity expands worldwide, ensuring reliability and minimising downtime are critical to both energy security and the financial viability of wind farms. Beyond energy balancing, uncertainty-aware forecasting also reduces operational uncertainty for wind farm operators, enabling more efficient maintenance scheduling and reducing costly unplanned downtime. This is especially important given that operation and maintenance costs represent a significant share of total expenditure, with unexpected failures making up the largest component [1, 2]. Supervisory control and data acquisition (SCADA) systems provide a low-cost and widely available source of wind turbine data. They capture environmental and operational variables with high frequency, making them invaluable for prediction applications. However, their use is complicated by measurement noise, turbine downtime, and limited public availability [3, 4].