For integration of growing amounts of volatile renewable energy in the European electricity system, reliable weather prognosis gains importance. But, depending on weather conditions, forecast reliability of wind speed for predicting wind power can vary drastically with time. Thus, relevance of risk-aware system operation strategies is increasing based on wind speed uncertainty a measure of which is provided by the standard deviations of ensemble forecasts of the German Weather Service. However, lacking validity of this measure is known as a long-standing problem.Therefore, this work investigates how machine learning based on a suitably selected set of physical quantities of weather ensemble data as well as historic wind data allows for a more realistic uncertainty quantification. A recurrent neural network (RNN) based sequence-to-sequence architecture is implemented and probabilistic wind speed forecasts are generated for a region in northern Germany.The results are evaluated and compared with the forecasts of the German Weather Service thereby revealing improved validity of such deep-learning based uncertainty measures.

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