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Title: Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs

Journal Article · · The Annals of Applied Statistics
DOI:https://doi.org/10.1214/17-AOAS1099· OSTI ID:1439836
 [1];  [2];  [2]
  1. Argonne National Lab. (ANL), Argonne, IL (United States)
  2. Argonne National Lab. (ANL), Argonne, IL (United States); Univ. of Chicago, IL (United States)

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, the samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.

Research Organization:
Argonne National Lab. (ANL), Argonne, IL (United States)
Sponsoring Organization:
USDOE Office of Science (SC)
Grant/Contract Number:
AC02-06CH11357
OSTI ID:
1439836
Journal Information:
The Annals of Applied Statistics, Vol. 12, Issue 1; ISSN 1932-6157
Publisher:
Institute of Mathematical StatisticsCopyright Statement
Country of Publication:
United States
Language:
English
Citation Metrics:
Cited by: 7 works
Citation information provided by
Web of Science