Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userA Non-Gaussian Spatio-Temporal Model for Daily Wind Speeds Based on a Multivariate Skew-t Distribution
125
0
0.0
(
0
)
Added by
Felipe Tagle
Publication date
2017
fields
Mathematical Statistics
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
Facing increasing domestic energy consumption from population growth and industrialization, Saudi Arabia is aiming to reduce its reliance on fossil fuels and to broaden its energy mix by expanding investment in renewable energy sources, including wind energy. A preliminary task in the development of wind energy infrastructure is the assessment of wind energy potential, a key aspect of which is the characterization of its spatio-temporal behavior. In this study we examine the impact of internal climate variability on seasonal wind power density fluctuations over Saudi Arabia using 30 simulations from the Large Ensemble Project (LENS) developed at the National Center for Atmospheric Research. Furthermore, a spatio-temporal model for daily wind speed is proposed with neighbor-based cross-temporal dependence, and a multivariate skew-t distribution to capture the spatial patterns of higher order moments. The model can be used to generate synthetic time series over the entire spatial domain that adequately reproduce the internal variability of the LENS dataset.
rate research
Read More
Large, non-Gaussian spatial datasets pose a considerable modeling challenge as the dependence structure implied by the model needs to be captured at different scales, while retaining feasible inference. Skew-normal and skew-t distributions have only recently begun to appear in the spatial statistics literature, without much consideration, however, for the ability to capture dependence at multiple resolutions, and simultaneously achieve feasible inference for increasingly large data sets. This article presents the first multi-resolution spatial model inspired by the skew-t distribution, where a large-scale effect follows a multivariate normal distribution and the fine-scale effects follow a multivariate skew-normal distributions. The resulting marginal distribution for each region is skew-t, thereby allowing for greater flexibility in capturing skewness and heavy tails characterizing many environmental datasets. Likelihood-based inference is performed using a Monte Carlo EM algorithm. The model is applied as a stochastic generator of daily wind speeds over Saudi Arabia.
Forest fires are the outcome of a complex interaction between environmental factors, topography and socioeconomic factors (Bedia et al, 2014). Therefore, understand causality and early prediction are crucial elements for controlling such phenomenon and saving lives.The aim of this study is to build spatio-temporal model to understand causality of forest fires in Europe, at NUTS2 level between 2012 and 2016, using environmental and socioeconomic variables.We have considered a disease mapping approach, commonly used in small area studies to assess thespatial pattern and to identify areas characterised by unusually high or low relative risk.
The algorithms used for optimal management of ambulances require accurate description and prediction of the spatio-temporal evolution of emergency interventions. In the last years, several authors have proposed sophisticated statistical approaches to forecast the ambulance dispatches, typically modelling the events as a point pattern occurring on a planar region. Nevertheless, ambulance interventions can be more appropriately modelled as a realisation of a point process occurring along a network of lines, such as a road network. The constrained spatial domain raises specific challenges and unique methodological problems that cannot be ignored when developing a proper statistical model. Hence, this paper proposes a spatiotemporal model to analyse the ambulance interventions that occurred in the road network of Milan (Italy) from 2015 to 2017. We adopt a non-separable first-order intensity function with spatial and temporal terms. The temporal component is estimated semi-parametrically using a Poisson regression model, while the spatial dimension is estimated nonparametrically using a network kernel function. A set of weights is included in the spatial term to capture space-time interactions, inducing non-separability in the intensity function. A series of maps and graphical tests show that our approach successfully models the ambulance interventions and captures the space-time patterns.
Functional Magnetic Resonance Imaging (fMRI) is a primary modality for studying brain activity. Modeling spatial dependence of imaging data at different scales is one of the main challenges of contemporary neuroimaging, and it could allow for accurate testing for significance in neural activity. The high dimensionality of this type of data (on the order of hundreds of thousands of voxels) poses serious modeling challenges and considerable computational constraints. For the sake of feasibility, standard models typically reduce dimensionality by modeling covariance among regions of interest (ROIs) -- coarser or larger spatial units -- rather than among voxels. However, ignoring spatial dependence at different scales could drastically reduce our ability to detect activation patterns in the brain and hence produce misleading results. To overcome these problems, we introduce a multi-resolution spatio-temporal model and a computationally efficient methodology to estimate cognitive control related activation and whole-brain connectivity. The proposed model allows for testing voxel-specific activation while accounting for non-stationary local spatial dependence within anatomically defined ROIs, as well as regional dependence (between-ROIs). Furthermore, the model allows for detection of interpretable connectivity patterns among ROIs using the graphical Least Absolute Shrinkage Selection Operator (LASSO). The model is used in a motor-task fMRI study to investigate brain activation and connectivity patterns aimed at identifying associations between these patterns and regaining motor functionality following a stroke.
This paper proposes a spatio-temporal model for wind speed prediction which can be run at different resolutions. The model assumes that the wind prediction of a cluster is correlated to its upstream influences in recent history, and the correlation between clusters is represented by a directed dynamic graph. A Bayesian approach is also described in which prior beliefs about the predictive errors at different data resolutions are represented in a form of Gaussian processes. The joint framework enhances the predictive performance by combining results from predictions at different data resolution and provides reasonable uncertainty quantification. The model is evaluated on actual wind data from the Midwest U.S. and shows a superior performance compared to traditional baselines.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
