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

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.
Authors:
 [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)
Publication Date:
Grant/Contract Number:
AC02-06CH11357
Type:
Accepted Manuscript
Journal Name:
The Annals of Applied Statistics
Additional Journal Information:
Journal Volume: 12; Journal Issue: 1; Journal ID: ISSN 1932-6157
Publisher:
Institute of Mathematical Statistics
Research Org:
Argonne National Lab. (ANL), Argonne, IL (United States)
Sponsoring Org:
USDOE Office of Science (SC)
Country of Publication:
United States
Language:
English
Subject:
54 ENVIRONMENTAL SCIENCES
OSTI Identifier:
1439836

Bessac, Julie, Constantinescu, Emil, and Anitescu, Mihai. Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs. United States: N. p., Web. doi:10.1214/17-AOAS1099.
Bessac, Julie, Constantinescu, Emil, & Anitescu, Mihai. Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs. United States. doi:10.1214/17-AOAS1099.
Bessac, Julie, Constantinescu, Emil, and Anitescu, Mihai. 2018. "Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs". United States. doi:10.1214/17-AOAS1099.
@article{osti_1439836,
title = {Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs},
author = {Bessac, Julie and Constantinescu, Emil and Anitescu, Mihai},
abstractNote = {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.},
doi = {10.1214/17-AOAS1099},
journal = {The Annals of Applied Statistics},
number = 1,
volume = 12,
place = {United States},
year = {2018},
month = {3}
}