The inclusion of renewable energy into utilities' generation portfolios has become a highly desirable evolution. For example, in the State of Oregon, the renewable portfolio target is to achieve 25% renewables generation by the year 2025 []. As a consequence of renewable energy targets across the world, wind power is growing at a significant rate. For example, the BPA load management region extending mainly through Washington and Oregon has average load of 10GW with approximately 2.5 GW wind installed, and an approximate additional 5 GW likely within the next 5 years []. The addition of such a large variable generation will strain the stability of the grid and require increased spinning reserve and cycling of thermal plants [, , ]. The variable nature of the resource is illustrated by Fig. 1, which shows the variation of the power output of a large wind farm in Northern Oregon over one day. The wind farm power data sample points (in blue) are 10 minutes apart and are calculated as the average over those 10 minutes. The baseline forecasting (red line) algorithm is a simple one hour persistence model.