A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting
From MaRDI portal
Publication:2273005
DOI10.1007/s13253-019-00369-zzbMath1426.62335arXiv1810.04099OpenAlexW2963167317WikidataQ127459358 ScholiaQ127459358MaRDI QIDQ2273005
Raphaël Huser, Daniela Castro-Camilo, Håvard Rue
Publication date: 18 September 2019
Published in: Journal of Agricultural, Biological, and Environmental Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.04099
Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)
Related Items
Joint modeling and prediction of massive spatio-temporal wildfire count and burnt area data with the INLA-SPDE approach, Estimating high-resolution red sea surface temperature hotspots, using a low-rank semiparametric spatial model, Guest editors' introduction to the special issue on ``Climate and the Earth system, Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures, Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
- Efficient inference and simulation for elliptical Pareto processes
- Wind characterization and potential assessment using spectral analysis
- Multivariate peaks over thresholds models
- Penalising model component complexity: a principled, practical approach to constructing priors
- Forecaster's dilemma: extreme events and forecast evaluation
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
- Spatial regression models for extremes
- Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
- Accounting for the threshold uncertainity in extreme value estimation
- Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
- Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
- Bayesian Spatial Modeling of Extreme Precipitation Return Levels
- Gaussian Markov Random Fields
- Adaptive modelling and forecasting of offshore wind power fluctuations with Markov‐switching autoregressive models
- Space–Time Modelling of Extreme Events
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
- Constructing Priors that Penalize the Complexity of Gaussian Random Fields
- Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA
- Powering Up With Space-Time Wind Forecasting
- Short‐Term Wind Speed Forecasting for Power System Operations
- Probabilistic Forecasts, Calibration and Sharpness
- Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center
