Gaussian linear state-space model for wind fields in the North-East Atlantic
International audience A multisite stochastic generator for wind speed is proposed. It aims at simulating realistic wind conditions with a focus on reproducing the space-time motions of the meteorological systems. A Gaussian linear state-space model is used where the latent state may be interpreted...
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ftunivrennes1hal:oai:HAL:hal-01100142v1 2024-05-19T07:45:36+00:00 Gaussian linear state-space model for wind fields in the North-East Atlantic Bessac, Julie Ailliot, Pierre Monbet, Valérie Institut de Recherche Mathématique de Rennes (IRMAR) Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes) Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro) Laboratoire de mathématiques de Brest (LM) Université de Brest (UBO)-Institut Brestois du Numérique et des Mathématiques (IBNM) Université de Brest (UBO)-Centre National de la Recherche Scientifique (CNRS) Applications of interacting particle systems to statistics (ASPI) Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes) Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Inria Rennes – Bretagne Atlantique Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria) IRMAR-STAT ANR-11-LABX-0020,LEBESGUE,Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation(2011) 2015-02 https://inria.hal.science/hal-01100142 https://inria.hal.science/hal-01100142/document https://inria.hal.science/hal-01100142/file/BessacAilliotMonbet2014.pdf https://doi.org/10.1002/env.2299 en eng HAL CCSD Wiley info:eu-repo/semantics/altIdentifier/arxiv/1312.5530 info:eu-repo/semantics/altIdentifier/doi/10.1002/env.2299 hal-01100142 https://inria.hal.science/hal-01100142 https://inria.hal.science/hal-01100142/document https://inria.hal.science/hal-01100142/file/BessacAilliotMonbet2014.pdf ARXIV: 1312.5530 doi:10.1002/env.2299 info:eu-repo/semantics/OpenAccess ISSN: 1180-4009 EISSN: 1099-095X Environmetrics https://inria.hal.science/hal-01100142 Environmetrics, 2015, 26 (1), pp.29--38. ⟨10.1002/env.2299⟩ Identifiability State-space model EM algorithm Multisite wind generators Space-time model [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] info:eu-repo/semantics/article Journal articles 2015 ftunivrennes1hal https://doi.org/10.1002/env.2299 2024-04-25T00:16:41Z International audience A multisite stochastic generator for wind speed is proposed. It aims at simulating realistic wind conditions with a focus on reproducing the space-time motions of the meteorological systems. A Gaussian linear state-space model is used where the latent state may be interpreted as regional wind conditions and the observation equation links regional 1 and local scales. Parameter estimation is performed by combining a method of moments and the EM algorithm. The model is fitted to 6-hourly reanalysis data in the North-East Atlantic. It is shown that the fitted model is interpretable and provides a good description of important properties of the space-time covariance function of the data, such as the non full-symmetry induced by prevailing flows in this area. Article in Journal/Newspaper North East Atlantic Université de Rennes 1: Publications scientifiques (HAL) Environmetrics 26 1 29 38 |
institution |
Open Polar |
collection |
Université de Rennes 1: Publications scientifiques (HAL) |
op_collection_id |
ftunivrennes1hal |
language |
English |
topic |
Identifiability State-space model EM algorithm Multisite wind generators Space-time model [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] |
spellingShingle |
Identifiability State-space model EM algorithm Multisite wind generators Space-time model [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] Bessac, Julie Ailliot, Pierre Monbet, Valérie Gaussian linear state-space model for wind fields in the North-East Atlantic |
topic_facet |
Identifiability State-space model EM algorithm Multisite wind generators Space-time model [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] |
description |
International audience A multisite stochastic generator for wind speed is proposed. It aims at simulating realistic wind conditions with a focus on reproducing the space-time motions of the meteorological systems. A Gaussian linear state-space model is used where the latent state may be interpreted as regional wind conditions and the observation equation links regional 1 and local scales. Parameter estimation is performed by combining a method of moments and the EM algorithm. The model is fitted to 6-hourly reanalysis data in the North-East Atlantic. It is shown that the fitted model is interpretable and provides a good description of important properties of the space-time covariance function of the data, such as the non full-symmetry induced by prevailing flows in this area. |
author2 |
Institut de Recherche Mathématique de Rennes (IRMAR) Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes) Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro) Laboratoire de mathématiques de Brest (LM) Université de Brest (UBO)-Institut Brestois du Numérique et des Mathématiques (IBNM) Université de Brest (UBO)-Centre National de la Recherche Scientifique (CNRS) Applications of interacting particle systems to statistics (ASPI) Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes) Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Inria Rennes – Bretagne Atlantique Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria) IRMAR-STAT ANR-11-LABX-0020,LEBESGUE,Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation(2011) |
format |
Article in Journal/Newspaper |
author |
Bessac, Julie Ailliot, Pierre Monbet, Valérie |
author_facet |
Bessac, Julie Ailliot, Pierre Monbet, Valérie |
author_sort |
Bessac, Julie |
title |
Gaussian linear state-space model for wind fields in the North-East Atlantic |
title_short |
Gaussian linear state-space model for wind fields in the North-East Atlantic |
title_full |
Gaussian linear state-space model for wind fields in the North-East Atlantic |
title_fullStr |
Gaussian linear state-space model for wind fields in the North-East Atlantic |
title_full_unstemmed |
Gaussian linear state-space model for wind fields in the North-East Atlantic |
title_sort |
gaussian linear state-space model for wind fields in the north-east atlantic |
publisher |
HAL CCSD |
publishDate |
2015 |
url |
https://inria.hal.science/hal-01100142 https://inria.hal.science/hal-01100142/document https://inria.hal.science/hal-01100142/file/BessacAilliotMonbet2014.pdf https://doi.org/10.1002/env.2299 |
genre |
North East Atlantic |
genre_facet |
North East Atlantic |
op_source |
ISSN: 1180-4009 EISSN: 1099-095X Environmetrics https://inria.hal.science/hal-01100142 Environmetrics, 2015, 26 (1), pp.29--38. ⟨10.1002/env.2299⟩ |
op_relation |
info:eu-repo/semantics/altIdentifier/arxiv/1312.5530 info:eu-repo/semantics/altIdentifier/doi/10.1002/env.2299 hal-01100142 https://inria.hal.science/hal-01100142 https://inria.hal.science/hal-01100142/document https://inria.hal.science/hal-01100142/file/BessacAilliotMonbet2014.pdf ARXIV: 1312.5530 doi:10.1002/env.2299 |
op_rights |
info:eu-repo/semantics/OpenAccess |
op_doi |
https://doi.org/10.1002/env.2299 |
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Environmetrics |
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26 |
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container_start_page |
29 |
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38 |
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1799485686732029952 |