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A Non‐Gaussian Spatio‐Temporal Model for Daily Wind Speeds Based on a Multi‐Variate Skew‐t Distribution

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  • Felipe Tagle
  • Stefano Castruccio
  • Paola Crippa
  • Marc G. Genton

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 multi‐variate 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.

Suggested Citation

  • 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.
    • Handle: RePEc:bla:jtsera:v:40:y:2019:i:3:p:312-326
    DOI: 10.1111/jtsa.12437
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    Citations

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    Cited by:

    1. Felipe Tagle & Marc G. Genton & Andrew Yip & Suleiman Mostamandi & Georgiy Stenchikov & Stefano Castruccio, 2020. "Rejoinder to the discussion on A high‐resolution bilevel skew‐t stochastic generator for assessing Saudi Arabia's wind energy resources," Environmetrics, John Wiley & Sons, Ltd., vol. 31(7), November.
    2. Santos-Fernandez, Edgar & Ver Hoef, Jay M. & Peterson, Erin E. & McGree, James & Isaak, Daniel J. & Mengersen, Kerrie, 2022. "Bayesian spatio-temporal models for stream networks," Computational Statistics & Data Analysis, Elsevier, vol. 170(C).
    3. Huang Huang & Stefano Castruccio & Marc G. Genton, 2022. "Forecasting high‐frequency spatio‐temporal wind power with dimensionally reduced echo state networks," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(2), pages 449-466, March.
    4. Giani, Paolo & Tagle, Felipe & Genton, Marc G. & Castruccio, Stefano & Crippa, Paola, 2020. "Closing the gap between wind energy targets and implementation for emerging countries," Applied Energy, Elsevier, vol. 269(C).
    5. Lee, Sharon X. & McLachlan, Geoffrey J., 2021. "On formulations of skew factor models: Skew factors and/or skew errors," Statistics & Probability Letters, Elsevier, vol. 168(C).
    6. Crippa, Paola & Alifa, Mariana & Bolster, Diogo & Genton, Marc G. & Castruccio, Stefano, 2021. "A temporal model for vertical extrapolation of wind speed and wind energy assessment," Applied Energy, Elsevier, vol. 301(C).
    7. Yuan Yan & Hsin-Cheng Huang & Marc G. Genton, 2021. "Vector Autoregressive Models with Spatially Structured Coefficients for Time Series on a Spatial Grid," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(3), pages 387-408, September.
    8. 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.

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