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20181010 胡涛:Non-parametric models for joint probabilistic distributions of wind speed and direction data
时间:2018-10-08

报告时间:2018年10月10日 14:00-15:00

报告地点:明德主楼1016会议室

报告主题:Non-parametric models for joint probabilistic distributions of wind speed and direction data


报告摘要:

Two non-parametric models, namely the non-parametric kernel density (NP-KD) and non-parametric JW(NP-JW) models, are proposed for joint probabilistic modeling of wind speed and direction distributions. In the NP-KD model, a novel bivariate kernel density function, which could consider the characteristics of both wind direction (angular) and speed (linear) data, is firstly constructed and the optimal bandwidth is selected globally through two cross-validation (CV) methods. In the NP-JW model, the univariate Gaussian and von Mises kernel density functions are, respectively, utilized to fit the wind speed and direction data. The estimated wind speed and direction distributions are used to form the joint distribution according to the JW model. Several classical parametric models, including the AG, Weibull, Rayleigh, JW-TNW and JW-FMN models, are also introduced in order for comparisons with the proposed non-parametric models. By conducting various tests on the real hourly wind speed and direction data, the goodness of fit of both parametric and non-parametric models is compared and evaluated in detail. It is shown that the non-parametric models (NP-KD, NP-JW) generally outperform the parametric models (AG,Weibull, Rayleigh,JW-TNW,JW-FMN) and have more robust performance in fitting the joint speed and direction distributions. Among the two non-parametric models, the NP-KD model has better performance in fitting joint distribution, while the NP-JW model has higher accuracy in fitting the marginal speed (or direction) distributions.



个人简介:胡涛,首都师范大学数学科学学院副教授。

研究方向:生存分析、风能数据分析。

2009年毕业于北京师范大学数学科学学院,获概率论与数理统计专业博士学位。美国University of Missouri 统计系博士后,2009年3月至2012.12月先后在新加坡国立大学统计与应用概率系、南洋理工大学数学与物理学院任 Research Assistant和Research Fellow。2018 年入选北京市市属高校高水平教师队伍建设支持计划青年拔尖人才培育项目,曾获国家统计局第十届全国统计科研优秀成果奖一等奖。在国内外学术刊物JASA、Biometrika、Renewable Energy、Energy Conversion and Management、中国科学:数学等上发表学术论文20多篇。