Coming Together of Bayesian Inference and Skew Spherical Data

Rad, Najmeh Nakhaei; Bekker, Andriëtte; Arashi, Mohammad; Ley, Christophe

doi:10.3389/fdata.2021.769726

Cited by 1 publication

(2 citation statements)

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“…It helps us to choose between two or more given priors. Nakhaei Rad et al 44 by using the WIM measure demonstrated that the combination of the von Mises, gamma and truncated normal distributions decreases the execution time in the Gibbs sampling algorithm. Thus, providing accurate parameter estimates for the skew Fisher-von Mises distribution 51 as well.…”

Section: Methodsmentioning

confidence: 99%

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Enhancing wind direction prediction of South Africa wind energy hotspots with Bayesian mixture modeling

Rad

Bekker

Arashi

2022

Sci Rep

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Wind energy production depends not only on wind speed but also on wind direction. Thus, predicting and estimating the wind direction for sites accurately will enhance measuring the wind energy potential. The uncertain nature of wind direction can be presented through probability distributions and Bayesian analysis can improve the modeling of the wind direction using the contribution of the prior knowledge to update the empirical shreds of evidence. This must align with the nature of the empirical evidence as to whether the data are skew or multimodal or not. So far mixtures of von Mises within the directional statistics domain, are used for modeling wind direction to capture the multimodality nature present in the data. In this paper, due to the skewed and multimodal patterns of wind direction on different sites of the locations understudy, a mixture of multimodal skewed von Mises is proposed for wind direction. Furthermore, a Bayesian analysis is presented to take into account the uncertainty inherent in the proposed wind direction model. A simulation study is conducted to evaluate the performance of the proposed Bayesian model. This proposed model is fitted to datasets of wind direction of Marion island and two wind farms in South Africa and show the superiority of the approach. The posterior predictive distribution is applied to forecast the wind direction on a wind farm. It is concluded that the proposed model offers an accurate prediction by means of credible intervals. The mean wind direction of Marion island in 2017 obtained from 1079 observations was 5.0242 (in radian) while using our proposed method the predicted mean wind direction and its corresponding $$95\%$$ 95 % credible interval based on 100 generated samples from the posterior predictive distribution are obtained 5.0171 and (4.7442, 5.2900). Therefore, our results open a new approach for accurate prediction of wind direction implementing a Bayesian approach via mixture of skew circular distributions.

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Section: Methodsmentioning

confidence: 99%

“…From the preceding it follows there is a gap in the literature that inspired us to propose novel Bayesian analysis of skew directional wind data . Recently Nakhaei Rad et al 43 , 44 provided Bayesian analysis for skew von Mises-Fisher distribution and skew Wrapped Cauchy mixture model.…”

Section: Introductionmentioning

confidence: 99%