Stochastic Simulation of Predictive Space-time Scenarios of Wind Speed Using Observations and Physical Models

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements along with model predictions in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on a ground wind speed forecast for several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, the samples are shown to produce realistic wind scenarios based on the sample spectrum.