Multi-Resolution Spatio-Temporal Prediction with Application to Wind Power Generation
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This paper proposes a spatio-temporal model for wind speed prediction which can be run at different resolutions. The model assumes that the wind prediction of a cluster is correlated to its upstream influences in recent history, and the correlation between clusters is represented by a directed dynamic graph. A Bayesian approach is also described in which prior beliefs about the predictive errors at different data resolutions are represented in a form of Gaussian processes. The joint framework enhances the predictive performance by combining results from predictions at different data resolution and provides reasonable uncertainty quantification. The model is evaluated on actual wind data from the Midwest U.S. and shows a superior performance compared to traditional baselines.
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