  The increasing rate of penetration of non-conventional renewable energies is
affecting the traditional assumption of controllability over energy sources.
Power dispatching scheduling methods need to integrate the intrinsic randomness
of some new sources, among which, wind energy is particularly difficult to
treat. This work aims on the construction of confidence bands around wind
energy forecasts. Complementarily, the proposed technique can be extended to
integrate multiple forecasts into a single one, whose band's width is narrower
at the same level of confidence. The work is based upon a real-world
application case, developed for the Uruguayan Electricity Market, a world
leader country in the penetration of renewable energies.
