I. Introduction
With the continuous depletion of fossil fuels and concerns about the environmental crisis, renewable energy generation like wind power and photovoltaic (PV) power has been extensively deployed by many countries for the advantage of abundance, inexhaustibility and cleanness [1]. However, some characteristics inherent to renewable power, e.g. intermittence and volatility, introduce significant uncertainty to the short-term power system operations [2], in particular, to the decision-making process of day-ahead unit commitment and real-time economic dispatch. The renewable uncertainty, especially from wind generation units, is driven by the complex spatial-temporal interdependencies among multiple geographically adjacent wind farms [3]. Therefore, it is imperative to account for more accurate and reliable prediction for uncertainty quantification, which is the prerequisite for large-sale renewable power integration and can benefit correct and effective decisions for power systems.