Multi-Horizon Probabilistic Wind Power Forecasting for Mountainous Wind Farms Based on Entropy-Weighted Fusion and Permutation Entropy-Guided Decomposition

Wind power integration into mountainous power grids amplifies probabilistic forecasting challenges arising from strong non-stationarity, multi-source meteorological redundancy and frequent curtailment events. To address the limitations of existing approaches, this paper proposes a multi-horizon probabilistic forecasting framework integrating multi-perspective entropy-weighted fusion, permutation-entropy-guided decomposition, and residual-anchored probability modelling. First, an Entropy-Weighted Multi-criteria Permutation Feature Importance (EW-MPFI) module fuses KSG mutual information, Tree-SHAP, and elastic-net permutation importance through entropy-based weighted aggregation, distilling 23-dimensional meteorological inputs into eight informative features while suppressing single-criterion bias. Then, a three-stage decomposition strategy applies ICEEMDAN primary decomposition, permutation-entropy and sample-entropy guided band reconstruction, and SSA secondary refinement on high-frequency components, achieving complexity-aligned multi-scale separation. Finally, a decomposition-aware patch-based Transformer backbone (DPC-Former) generates three-quantile point forecasts, upon which an NGBoost residual layer models the conditional distribution via natural-gradient optimization in the information-geometric parameter space. Case studies on a 130 MW mountainous wind farm in Sichuan, China, covering 8736 15-min samples with 566 curtailment samples (6.48% of the dataset), show that, under the partition-wise offline batch-evaluation protocol, the proposed framework achieves an NMAE of 5.21%, an NCRPS of 3.74%, and a PICP80 of 0.84 across forecasting horizons from 15 min to 4 h. Ablation analysis attributes NMAE improvements of 25.36% and 24.57% to the decomposition and feature-selection modules, respectively, while 50-seed ensembling further reduces NCRPS, NMAE, and NRMSE by 7.40%, 7.00%, and 13.70% relative to single-seed training. A fixed-checkpoint test-block diagnostic further shows limited sensitivity at approximately weekly and three-day decomposition cadences, but a material degradation at a one-day cadence. The reported metrics should therefore be interpreted as offline best-case results rather than as performance under strictly causal real-time deployment.