Estimation and prediction methods for high-frequency temporal
and space-time processes
October 22, 2025
3:00 pm ONLINE
Abstract
This talk will cover two major obstacles when considering
high-frequency temporal and space-time data. As the power grid moves
to a more renewable future, energy sources from weather-driven
phenomena such as solar power will form an increasingly large portion
of electricity generation. The variability, non-Gaussianity and
intermittency of solar resources challenge current grid operation
paradigms, and realistic data scenarios are required for grid planning
and operational studies. However, such data are not available at the
space-time resolution needed for realistic grid models. Given sparse
spatial samples that are high-resolution in time, we introduce a
framework for spatiotemporal prediction in a functional data analysis
framework when data exhibit nonstationary phase misalignment. The
approach is illustrated on a challenging irradiance dataset and
compares favorably against existing methods.
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Last modified: April 11 2016 - 18:14:43