A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting
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Publication:2273005
DOI10.1007/S13253-019-00369-ZzbMATH Open1426.62335arXiv1810.04099OpenAlexW2963167317WikidataQ127459358 ScholiaQ127459358MaRDI QIDQ2273005FDOQ2273005
Authors: Daniela Castro-Camilo, Raphaël Huser, Håvard Rue 
Publication date: 18 September 2019
Published in: Journal of Agricultural, Biological and Environmental Statistics (Search for Journal in Brave)
Abstract: Renewable sources of energy such as wind power have become a sustainable alternative to fossil fuel-based energy. However, the uncertainty and fluctuation of the wind speed derived from its intermittent nature bring a great threat to the wind power production stability, and to the wind turbines themselves. Lately, much work has been done on developing models to forecast average wind speed values, yet surprisingly little has focused on proposing models to accurately forecast extreme wind speeds, which can damage the turbines. In this work, we develop a flexible spliced Gamma-Generalized Pareto model to forecast extreme and non-extreme wind speeds simultaneously. Our model belongs to the class of latent Gaussian models, for which inference is conveniently performed based on the integrated nested Laplace approximation method. Considering a flexible additive regression structure, we propose two models for the latent linear predictor to capture the spatio-temporal dynamics of wind speeds. Our models are fast to fit and can describe both the bulk and the tail of the wind speed distribution while producing short-term extreme and non-extreme wind speed probabilistic forecasts.
Full work available at URL: https://arxiv.org/abs/1810.04099
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Bayesian inference (62F15) Inference from spatial processes (62M30) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)
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Cited In (12)
- Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
- Estimating high-resolution red sea surface temperature hotspots, using a low-rank semiparametric spatial model
- Advances in statistical modeling of spatial extremes
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