IDEAS home Printed from https://ideas.repec.org/a/wly/envmet/v34y2023i8ne2818.html
   My bibliography  Save this article

Estimating atmospheric motion winds from satellite image data using space‐time drift models

Author

Listed:
  • Indranil Sahoo
  • Joseph Guinness
  • Brian J. Reich

Abstract

Geostationary weather satellites collect high‐resolution data comprising a series of images. The Derived Motion Winds (DMW) Algorithm is commonly used to process these data and estimate atmospheric winds by tracking features in the images. However, the wind estimates from the DMW Algorithm are often missing and do not come with uncertainty measures. Also, the DMW Algorithm estimates can only be half‐integers, since the algorithm requires the original and shifted data to be at the same locations, in order to calculate the displacement vector between them. This motivates us to statistically model wind motions as a spatial process drifting in time. Using a covariance function that depends on spatial and temporal lags and a drift parameter to capture the wind speed and wind direction, we estimate the parameters by local maximum likelihood. Our method allows us to compute standard errors of the local estimates, enabling spatial smoothing of the estimates using a Gaussian kernel weighted by the inverses of the estimated variances. We conduct extensive simulation studies to determine the situations where our method performs well. The proposed method is applied to the GOES‐15 brightness temperature data over Colorado and reduces prediction error of brightness temperature compared to the DMW Algorithm.

Suggested Citation

  • Indranil Sahoo & Joseph Guinness & Brian J. Reich, 2023. "Estimating atmospheric motion winds from satellite image data using space‐time drift models," Environmetrics, John Wiley & Sons, Ltd., vol. 34(8), December.
  • Handle: RePEc:wly:envmet:v:34:y:2023:i:8:n:e2818
    DOI: 10.1002/env.2818
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/env.2818
    Download Restriction: no

    File URL: https://libkey.io/10.1002/env.2818?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Gregory P. Bopp & Benjamin A. Shaby, 2017. "An exponential–gamma mixture model for extreme Santa Ana winds," Environmetrics, John Wiley & Sons, Ltd., vol. 28(8), December.
    2. Felipe Tagle & Stefano Castruccio & Paola Crippa & Marc G. Genton, 2019. "A Non‐Gaussian Spatio‐Temporal Model for Daily Wind Speeds Based on a Multi‐Variate Skew‐t Distribution," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(3), pages 312-326, May.
    3. Michael L. Stein, 2005. "Statistical methods for regular monitoring data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 667-687, November.
    4. Wenceslao González‐Manteiga & Rosa M. Crujeiras & Danny Modlin & Montserrat Fuentes & Brian Reich, 2012. "Circular conditional autoregressive modeling of vector fields," Environmetrics, John Wiley & Sons, Ltd., vol. 23(1), pages 46-53, February.
    5. Anderes, Ethan B. & Stein, Michael L., 2011. "Local likelihood estimation for nonstationary random fields," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 506-520, March.
    6. Gneiting, Tilmann & Raftery, Adrian E., 2007. "Strictly Proper Scoring Rules, Prediction, and Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 359-378, March.
    7. Ashton Wiens & Douglas Nychka & William Kleiber, 2020. "Modeling spatial data using local likelihood estimation and a Matérn to spatial autoregressive translation," Environmetrics, John Wiley & Sons, Ltd., vol. 31(6), September.
    8. Daniela Castro-Camilo & Raphaël Huser, 2020. "Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1037-1054, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rishikesh Yadav & Raphaël Huser & Thomas Opitz, 2021. "Spatial hierarchical modeling of threshold exceedances using rate mixtures," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
    2. Silius M. Vandeskog & Sara Martino & Daniela Castro-Camilo & Håvard Rue, 2022. "Modelling Sub-daily Precipitation Extremes with the Blended Generalised Extreme Value Distribution," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(4), pages 598-621, December.
    3. Jorge Castillo-Mateo & Miguel Lafuente & Jesús Asín & Ana C. Cebrián & Alan E. Gelfand & Jesús Abaurrea, 2022. "Spatial Modeling of Day-Within-Year Temperature Time Series: An Examination of Daily Maximum Temperatures in Aragón, Spain," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(3), pages 487-505, September.
    4. Li, Bo & Zhang, Hao, 2011. "An approach to modeling asymmetric multivariate spatial covariance structures," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1445-1453, November.
    5. Azar, Pablo D. & Micali, Silvio, 2018. "Computational principal agent problems," Theoretical Economics, Econometric Society, vol. 13(2), May.
    6. Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2023. "Large Time‐Varying Volatility Models for Hourly Electricity Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 545-573, June.
    7. Davide Pettenuzzo & Francesco Ravazzolo, 2016. "Optimal Portfolio Choice Under Decision‐Based Model Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1312-1332, November.
    8. Rubio, F.J. & Steel, M.F.J., 2011. "Inference for grouped data with a truncated skew-Laplace distribution," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3218-3231, December.
    9. Hwang, Eunju, 2022. "Prediction intervals of the COVID-19 cases by HAR models with growth rates and vaccination rates in top eight affected countries: Bootstrap improvement," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
    10. R de Fondeville & A C Davison, 2018. "High-dimensional peaks-over-threshold inference," Biometrika, Biometrika Trust, vol. 105(3), pages 575-592.
    11. Armantier, Olivier & Treich, Nicolas, 2013. "Eliciting beliefs: Proper scoring rules, incentives, stakes and hedging," European Economic Review, Elsevier, vol. 62(C), pages 17-40.
    12. Domenico Piccolo & Rosaria Simone, 2019. "The class of cub models: statistical foundations, inferential issues and empirical evidence," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(3), pages 389-435, September.
    13. Finn Lindgren, 2015. "Comments on: Comparing and selecting spatial predictors using local criteria," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 35-44, March.
    14. Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
    15. Warne, Anders, 2023. "DSGE model forecasting: rational expectations vs. adaptive learning," Working Paper Series 2768, European Central Bank.
    16. James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
    17. Rafael Frongillo, 2022. "Quantum Information Elicitation," Papers 2203.07469, arXiv.org.
    18. Karimi, Majid & Zaerpour, Nima, 2022. "Put your money where your forecast is: Supply chain collaborative forecasting with cost-function-based prediction markets," European Journal of Operational Research, Elsevier, vol. 300(3), pages 1035-1049.
    19. Peysakhovich, Alexander & Plagborg-Møller, Mikkel, 2012. "A note on proper scoring rules and risk aversion," Economics Letters, Elsevier, vol. 117(1), pages 357-361.
    20. Ranadeep Daw & Christopher K. Wikle, 2023. "REDS: Random ensemble deep spatial prediction," Environmetrics, John Wiley & Sons, Ltd., vol. 34(1), February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:envmet:v:34:y:2023:i:8:n:e2818. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.interscience.wiley.com/jpages/1180-4009/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.