A stochastic simulation scheme for the long-term persistence, heavy-tailed and double periodic behavior of observational and reanalysis wind time-series

L. Katikas, P. Dimitriadis, D. Koutsoyiannis, T. Kontos, and P. Kyriakidis, A stochastic simulation scheme for the long-term persistence, heavy-tailed and double periodic behavior of observational and reanalysis wind time-series, Applied Energy, 295, 116873, doi:10.1016/j.apenergy.2021.116873, 2021.

[doc_id=2115]

[English]

Lacking coastal and offshore wind speed time series of sufficient length, reanalysis data and wind speed models serve as the primary sources of valuable information for wind power management. In this study, long-length observational records and modelled data from Uncertainties in Ensembles of Regional Re-Analyses system are collected, analyzed and modelled. The first stage refers to the statistical analysis of the time series marginal structure in terms of the fitting accuracy, the distributions’ tails behavior, extremes response and the power output errors, using Weibull distribution and three parameter Weibull-related distributions (Burr Type III and XII, Generalized Gamma). In the second stage, the co-located samples in time and space are compared in order to investigate the reanalysis data performance. In the last stage, the stochastic generation mathematical framework is applied based on a Generalized Hurst-Kolmogorov process embedded in a Symmetric-Moving-Average scheme, which is used for the simulation of a wind process while preserving explicitly the marginal moments, wind’s intermittency and long-term persistence. Results indicate that Burr and Generalized Gamma distribution could be successfully used for wind resource assessment, although, the latter emerged enhanced performance in most of the statistical tests. Moreover, the credibility of the reanalysis data is questionable due to increased bias and root mean squared errors, however, high-order statistics along with the long-term persistence are thoroughly preserved. Eventually, the simplicity and the flexibility of the stochastic generation scheme to reproduce the seasonal and diurnal wind characteristics by preserving the long-term dependence structure are highlighted.

Full text is only available to the NTUA network due to copyright restrictions

Our works referenced by this work:

1. D. Koutsoyiannis, A generalized mathematical framework for stochastic simulation and forecast of hydrologic time series, Water Resources Research, 36 (6), 1519–1533, doi:10.1029/2000WR900044, 2000.
2. P. Dimitriadis, and D. Koutsoyiannis, Climacogram versus autocovariance and power spectrum in stochastic modelling for Markovian and Hurst–Kolmogorov processes, Stochastic Environmental Research & Risk Assessment, 29 (6), 1649–1669, doi:10.1007/s00477-015-1023-7, 2015.
3. P. Dimitriadis, and D. Koutsoyiannis, Application of stochastic methods to double cyclostationary processes for hourly wind speed simulation, Energy Procedia, 76, 406–411, doi:10.1016/j.egypro.2015.07.851, 2015.
4. S.M. Papalexiou, and D. Koutsoyiannis, A global survey on the seasonal variation of the marginal distribution of daily precipitation, Advances in Water Resources, 94, 131–145, doi:10.1016/j.advwatres.2016.05.005, 2016.
5. I. Deligiannis, P. Dimitriadis, Ο. Daskalou, Y. Dimakos, and D. Koutsoyiannis, Global investigation of double periodicity οf hourly wind speed for stochastic simulation; application in Greece, Energy Procedia, 97, 278–285, doi:10.1016/j.egypro.2016.10.001, 2016.
6. P. Dimitriadis, and D. Koutsoyiannis, Stochastic synthesis approximating any process dependence and distribution, Stochastic Environmental Research & Risk Assessment, 32 (6), 1493–1515, doi:10.1007/s00477-018-1540-2, 2018.
7. D. Koutsoyiannis, P. Dimitriadis, F. Lombardo, and S. Stevens, From fractals to stochastics: Seeking theoretical consistency in analysis of geophysical data, Advances in Nonlinear Geosciences, edited by A.A. Tsonis, 237–278, doi:10.1007/978-3-319-58895-7_14, Springer, 2018.
8. D. Koutsoyiannis, Simple stochastic simulation of time irreversible and reversible processes, Hydrological Sciences Journal, 65 (4), 536–551, doi:10.1080/02626667.2019.1705302, 2020.
9. P. Dimitriadis, D. Koutsoyiannis, T. Iliopoulou, and P. Papanicolaou, A global-scale investigation of stochastic similarities in marginal distribution and dependence structure of key hydrological-cycle processes, Hydrology, 8 (2), 59, doi:10.3390/hydrology8020059, 2021.

Our works that reference this work:

1. P. Dimitriadis, D. Koutsoyiannis, T. Iliopoulou, and P. Papanicolaou, A global-scale investigation of stochastic similarities in marginal distribution and dependence structure of key hydrological-cycle processes, Hydrology, 8 (2), 59, doi:10.3390/hydrology8020059, 2021.

Works that cite this document: View on Google Scholar or ResearchGate