Abstract:This paper describes a hierarchy of increasingly complex statistical models for wind power generation in Alberta applied to wind power production data that are publicly available. The models are based on combining spatial and temporal correlations. We apply the method of Gaussian random fields to analyze the wind power time series of the 19 existing wind farms in Alberta. Following the work of Gneiting et al., three space-time models are used: Stationary, Separability, and Full Symmetry. We build several spati… Show more
“…Since positive definiteness is a necessary and sufficient condition for valid covariance functions, it can be difficult to build new classes of valid non-separable covariance functions preserving this property. An effective strategy is to adopt the parametric family known to be positive definite [33,34]. The non-separable spatio-temporal covariance function proposed in [23], which can directly construct the covariance function in spatio-temporal domain, is adopted to characterize the spatio-temporal interactions of wind power output.…”
“…Since positive definiteness is a necessary and sufficient condition for valid covariance functions, it can be difficult to build new classes of valid non-separable covariance functions preserving this property. An effective strategy is to adopt the parametric family known to be positive definite [33,34]. The non-separable spatio-temporal covariance function proposed in [23], which can directly construct the covariance function in spatio-temporal domain, is adopted to characterize the spatio-temporal interactions of wind power output.…”
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