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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…

Applications · Statistics 2016-10-21 Julie Bessac , Emil Mihai Constantinescu , Mihai Anitescu

Accurately estimating latent velocity vector fields of atmospheric winds is crucial for understanding weather phenomena. Direct measurement of atmospheric winds is costly, especially in the upper atmosphere, so researchers attempt to…

Applications · Statistics 2025-06-12 Youssef Fahmy , Maria Laura Battagliola , Joseph Guinness

This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines…

Machine Learning · Statistics 2018-05-24 Markus Kaiser , Clemens Otte , Thomas Runkler , Carl Henrik Ek

Accurately representing surface weather at the sub-kilometer scale is crucial for optimal decision-making in a wide range of applications. This motivates the use of statistical techniques to provide accurate and calibrated probabilistic…

Atmospheric and Oceanic Physics · Physics 2024-11-15 Francesco Zanetta , Daniele Nerini , Matteo Buzzi , Henry Moss

Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…

Applications · Statistics 2021-10-15 Thaís C. O. da Fonseca , Viviana G. R. Lobo , Alexandra M. Schmidt

Spatio-temporal data and processes are prevalent across a wide variety of scientific disciplines. These processes are often characterized by nonlinear time dynamics that include interactions across multiple scales of spatial and temporal…

Machine Learning · Statistics 2017-08-18 Patrick L. McDermott , Christopher K. Wikle

State space models are well-known for their versatility in modeling dynamic systems that arise in various scientific disciplines. Although parametric state space models are well studied, nonparametric approaches are much less explored in…

Methodology · Statistics 2015-07-23 Satyaki Mazumder , Sourabh Bhattacharya

Accurate models of turbulent wind fields have become increasingly important in the atmospheric sciences, e.g., for the determination of spatiotemporal correlations in wind parks, the estimation of individual loads on turbine rotor and…

Fluid Dynamics · Physics 2022-09-02 Jan Friedrich , Daniela Moreno , Michael Sinhuber , Matthias Waechter , Joachim Peinke

This paper presents a methodology for the simulation of non-Gaussian wind field as a stochastic wave using the 3rd-order Spectral Representation Method. Traditionally, the wind field is modeled as a stochastic vector process at discrete…

Fluid Dynamics · Physics 2023-10-09 Lohit Vandanapu , Michael D. Shileds

The integration of physical relationships into stochastic models is of major interest e.g. in data assimilation. Here, a multivariate Gaussian random field formulation is introduced, which represents the differential relations of the…

Applications · Statistics 2018-02-14 Rüdiger Hewer , Petra Friederichs , Andreas Hense , Martin Schlather

Bayesian analysis of state-space models includes computing the posterior distribution of the system's parameters as well as filtering, smoothing, and predicting the system's latent states. When the latent states wander around $\mathbb{R}^n$…

Methodology · Statistics 2013-12-24 Jesse Windle , Carlos M. Carvalho

Wind affects the stability and maneuverability of UAVs, which can be particularly dangerous when operating near obstacles or each other. In order to test the effectiveness of formation control laws and the impact of windy environments on…

Optimization and Control · Mathematics 2019-05-27 Kenan Cole , Adam Wickenheiser

This work proposes a method of wind farm scenario generation to support real-time optimization tools and presents key findings therein. This work draws upon work from the literature and presents an efficient and scalable method for…

Applications · Statistics 2021-06-18 Trevor Werho , Junshan Zhang , Vijay Vittal , Yonghong Chen , Anupam Thatte , Long Zhao

These days we live in a world with a permanent electromagnetic field. This raises many questions about our health and the deployment of new equipment. The problem is that these fields remain difficult to visualize easily, which only some…

Signal Processing · Electrical Eng. & Systems 2022-03-04 Angesom Ataklity Tesfay , Laurent Clavier

We design a Gaussian Process (GP) spatiotemporal model to capture features of day-ahead wind power forecasts. We work with hourly-scale day-ahead forecasts across hundreds of wind farm locations, with the main aim of constructing a fully…

Machine Learning · Computer Science 2024-09-26 Qiqi Li , Mike Ludkovski

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

Machine Learning · Computer Science 2014-11-04 Roger Frigola , Yutian Chen , Carl E. Rasmussen

In this paper, a model predictive control scheme for wind farms is presented. Our approach considers wake dynamics including their influence on local wind conditions and allows to track a given power reference. In detail, a Gaussian wake…

Systems and Control · Electrical Eng. & Systems 2024-05-22 Arnold Sterle , Christian A. Hans , Jörg Raisch

We develop a spatio-temporal model to forecast sensor output at five locations in North East England. The signal is described using coupled dynamic linear models, with spatial effects specified by a Gaussian process. Data streams are…

Applications · Statistics 2018-06-15 Yingying Lai , Andrew Golightly , Richard Boys

In this paper we explore a covariance spectral modelling strategy for spatial-temporal processes which involves a spectral approach for time but a covariance approach for space.It facilitates the analysis of coherence between the temporal…

Methodology · Statistics 2014-09-17 A. M. Mosammam , J. T. Kent
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