Benefits of spatio-temporal modelling for short term wind power forecasting at both individual and aggregated levels

The share of wind energy in total installed power capacity has grown rapidly in recent years around the world. Producing accurate and reliable forecasts of wind power production, together with a quantification of the uncertainty, is essential to optimally integrate wind energy into power systems. We build spatio-temporal models for wind power generation and obtain full probabilistic forecasts from 15 minutes to 5 hours ahead. Detailed analysis of the forecast performances on the individual wind farms and aggregated wind power are provided. We show that it is possible to improve the results of forecasting aggregated wind power by utilizing spatio-temporal correlations among individual wind farms. Furthermore, spatio-temporal models have the advantage of being able to produce spatially out-of-sample forecasts. We evaluate the predictions on a data set from wind farms in western Denmark and compare the spatio-temporal model with an autoregressive model containing a common autoregressive parameter for all wind farms, identifying the specific cases when it is important to have a spatio-temporal model instead of a temporal one. This case study demonstrates that it is possible to obtain fast and accurate forecasts of wind power generation at wind farms where data is available, but also at a larger portfolio including wind farms at new locations. The results and the methodologies are relevant for wind power forecasts across the globe as well as for spatial-temporal modelling in general

Progress on Intelligent Guidance and Control for Wind Shear Encounter

Low altitude wind shear poses a serious threat to air safety. Avoiding severe wind shear challenges the ability of flight crews, as it involves assessing risk from uncertain evidence. A computerized intelligent cockpit aid can increase flight crew awareness of wind shear, improving avoidance decisions. The primary functions of a cockpit advisory expert system for wind shear avoidance are discussed. Also introduced are computational techniques being implemented to enable these primary functions

Validating Predictions of Unobserved Quantities

The ultimate purpose of most computational models is to make predictions, commonly in support of some decision-making process (e.g., for design or operation of some system). The quantities that need to be predicted (the quantities of interest or QoIs) are generally not experimentally observable before the prediction, since otherwise no prediction would be needed. Assessing the validity of such extrapolative predictions, which is critical to informed decision-making, is challenging. In classical approaches to validation, model outputs for observed quantities are compared to observations to determine if they are consistent. By itself, this consistency only ensures that the model can predict the observed quantities under the conditions of the observations. This limitation dramatically reduces the utility of the validation effort for decision making because it implies nothing about predictions of unobserved QoIs or for scenarios outside of the range of observations. However, there is no agreement in the scientific community today regarding best practices for validation of extrapolative predictions made using computational models. The purpose of this paper is to propose and explore a validation and predictive assessment process that supports extrapolative predictions for models with known sources of error. The process includes stochastic modeling, calibration, validation, and predictive assessment phases where representations of known sources of uncertainty and error are built, informed, and tested. The proposed methodology is applied to an illustrative extrapolation problem involving a misspecified nonlinear oscillator

Logic-Based Decision Support for Strategic Environmental Assessment

Strategic Environmental Assessment is a procedure aimed at introducing systematic assessment of the environmental effects of plans and programs. This procedure is based on the so-called coaxial matrices that define dependencies between plan activities (infrastructures, plants, resource extractions, buildings, etc.) and positive and negative environmental impacts, and dependencies between these impacts and environmental receptors. Up to now, this procedure is manually implemented by environmental experts for checking the environmental effects of a given plan or program, but it is never applied during the plan/program construction. A decision support system, based on a clear logic semantics, would be an invaluable tool not only in assessing a single, already defined plan, but also during the planning process in order to produce an optimized, environmentally assessed plan and to study possible alternative scenarios. We propose two logic-based approaches to the problem, one based on Constraint Logic Programming and one on Probabilistic Logic Programming that could be, in the future, conveniently merged to exploit the advantages of both. We test the proposed approaches on a real energy plan and we discuss their limitations and advantages.Comment: 17 pages, 1 figure, 26th Int'l. Conference on Logic Programming (ICLP'10

Estimating Discrete Markov Models From Various Incomplete Data Schemes

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a case, the estimation of transition probabilities is straightforwardly made by counting one-step moves from a given state to another. In many real-life problems, however, the inference is much more difficult as state sequences are not fully observed, namely the state of each individual is known only for some given values of the time variable. A review of the problem is given, focusing on Monte Carlo Markov Chain (MCMC) algorithms to perform Bayesian inference and evaluate posterior distributions of the transition probabilities in this missing-data framework. Leaning on the dependence between the rows of the transition matrix, an adaptive MCMC mechanism accelerating the classical Metropolis-Hastings algorithm is then proposed and empirically studied.Comment: 26 pages - preprint accepted in 20th February 2012 for publication in Computational Statistics and Data Analysis (please cite the journal's paper