Probabilistic Wind Speed Forecasting Using Ensembles and Bayesian Model Averaging

被引:205
作者
Sloughter, J. McLean [1 ]
Gneiting, Tilmann [2 ]
Raftery, Adrian E. [3 ]
机构
[1] Seattle Univ, Dept Math, Seattle, WA 98122 USA
[2] Heidelberg Univ, Inst Angew Math, D-69120 Heidelberg, Germany
[3] Univ Washington, Dept Stat, Seattle, WA 98195 USA
基金
美国国家科学基金会;
关键词
ECME algorithm Gamma distribution; Numerical weather prediction; Skewed distribution; Truncated data; Wind energy; QUANTITATIVE PRECIPITATION FORECASTS; MAXIMUM-LIKELIHOOD; SCORING RULES; POWER; PREDICTION; MESOSCALE; SYSTEM; DEPENDENCE; OUTPUT; ECMWF;
D O I
10.1198/jasa.2009.ap08615
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The current weather forecasting paradigm is deterministric, based on numerical models Multiple estimates of the curl em state of the atmosphere are used to generate an ensemble of deterministic predictions Ensemble forecasts. while providing information on forecast uncertainty. are often uncalibrated Bayesian model averaging (BMA) is a statistical ensemble postprocessing method that creates calibrated predictive probability density functions (PM's) Probabilistic wind forecasting offers two challenges a skewed distribution and observations that are coarsely discretized We extend BMA to wind speed, taking account of these challenges This method provides calibrated and sharp probabilistic forecasts Comparisons are made between several formulations
引用
收藏
页码:25 / 35
页数:11
相关论文
共 69 条
[1]  
[Anonymous], 2004, P 2004 GLOB WINDP C
[2]  
[Anonymous], 538 U WASH DEP STAT
[3]  
BAARS J, 2005, OBSERVATIONS QC SUMM
[4]  
BERIOCAL VJ, 2007, 511 U WASH DEP STAT
[5]   Combining spatial statistical and ensemble information in probabilistic weather forecasts [J].
Berrocal, Veronica J. ;
Raftery, Adrian E. ;
Gneiting, Tilmann .
MONTHLY WEATHER REVIEW, 2007, 135 (04) :1386-1402
[6]   PROBABILISTIC QUANTITATIVE PRECIPITATION FIELD FORECASTING USING A TWO-STAGE SPATIAL MODEL [J].
Berrocal, Veronica J. ;
Raftery, Adrian E. ;
Gneiting, Tilmann .
ANNALS OF APPLIED STATISTICS, 2008, 2 (04) :1170-1193
[7]   A comparison of a few statistical models for making quantile wind power forecasts [J].
Bremnes, JB .
WIND ENERGY, 2006, 9 (1-2) :3-11
[8]   Probabilistic wind power forecasts using local quantile regression [J].
Bremnes, JB .
WIND ENERGY, 2004, 7 (01) :47-54
[9]  
BROWN BG, 1984, J CLIM APPL METEOROL, V23, P1184, DOI 10.1175/1520-0450(1984)023<1184:TSMTSA>2.0.CO
[10]  
2