Spatiotemporal probabilistic wind vector forecasting over Saudi Arabia

Amanda Lenzi, Marc G. Genton

Research output: Contribution to journalArticlepeer-review

3 Scopus citations


Saudi Arabia has recently begun promoting renewable energy as a potential alternative to fossil fuels for domestic power generation. In order to efficiently connect wind energy to the existing power grids, reliable wind forecasts and an accurate way of quantifying the uncertainties of these forecasts are required. Motivated by a data set of hourly wind speeds from 28 stations in Saudi Arabia, we build spatiotemporal models for short-term probabilistic forecasts of wind vectors. Traditionally, wind speed and wind direction have been considered independently, without taking dependencies into account. However, in many situations, for example, energy management, it is essential to have information on the bivariate nature of the wind. We compare a coregionalization model for the wind vector with a univariate spatiotemporal model for the transformed wind speed in terms of sharpness and calibration. In both cases the linear predictor is a function of covariates, a smooth function to capture the daily seasonality in the wind and a latent Gaussian field to model the spatial and temporal dependencies. Substantial improvements in reliability are observed when modelling the full bivariate structure instead of only considering speed. Furthermore, the bivariate model has the advantage of also producing forecasts for the wind direction. A Bayesian framework is used to obtain forecasts that are accurate and reliable, even at stations without observations, with relatively low computational cost. Simulated highresolution data from a computer model are used to validate spatiotemporal forecasts. A detailed analysis on this case study shows how increasing the number of locations can improve the forecast performance.
Original languageEnglish (US)
Pages (from-to)1359-1378
Number of pages20
JournalAnnals of Applied Statistics
Issue number3
StatePublished - Sep 18 2020

Bibliographical note

KAUST Repository Item: Exported on 2020-10-01
Acknowledged KAUST grant number(s): OSR-2018-CRG7-3742.
Acknowledgements: The authors would like to thank the anonymous referees, an Associate Editor and the Editor for their constructive comments that improved the quality of this paper. This publication is based on research supported by the King Abdullah University of Science and Technology (KAUST), Office of Sponsored Research (OSR) under Award No. OSR-2018-CRG7-3742.


Dive into the research topics of 'Spatiotemporal probabilistic wind vector forecasting over Saudi Arabia'. Together they form a unique fingerprint.

Cite this