Title: Prediction Uncertainties in MeasureCorrelatePredict Analyses
1Prediction Uncertainties in Measure-Correlate-Pred
ict Analyses
- Anthony L. Rogers, Ph.D.
- March 1, 2006
2Measure-Correlate-Predict (MCP)
- Provides estimate of mean wind speed and wind
speed and direction distributions - Uses a short-term data set and a long-term
reference site data set - How can we estimate prediction uncertainties?
- Review of measured uncertainties
- Evaluation of jackknife estimate of variance
- Discussion of issues
3Measure-Correlate-Predict (MCP)
- Apply relationship between concurrent target and
reference site data to long-term reference site
data.
Mean of X 6.5
X
Y aXb
Predicted Mean of Y 5.2
Y
4Measure-Correlate-Predict (MCP)
- Relationship may be a function of wind speed,
direction, time, temperature, - (SpeedT, DirT)f(SpeedR, DirR , Time, TempR)
- Variance Method used here
- Slope ratio of standard deviations of x and y
data - Line goes through the mean of x and y
- Provides unbiased estimates
- Correlations done in 8 direction sectors
5Determining Prediction Uncertainties
- Assemble multiple pairs of long-term concurrent
data sets - e.g. US176-US12797,357 hourly averages
- Determine MCP estimates for multiple independent
concurrent subsets - e.g. 21 MCP estimates for 4000 hr segments
- Estimate long-term mean, Weibull parameters
- Evaluate how estimates vary
6Data Sets Used for Analysis
- Six inland pairs
- Oregon, Iowa, Indiana
- Six offshore pairs
- N. Atlantic, Hawaii
- 4 to 16 years of data
Reference site
7Measured Mean Wind SpeedUncertainties
- Normalized standard deviation of mean
- Uncertainty decreases as concurrent data length
increases - Beyond 8000 hrs little improvement
- Value depends on site
- Normalized standard deviation of Weibull shape
factor - Value very site dependant
8Estimating Uncertainty
- In practice
- Only one set of concurrent data
- Characteristics of concurrent data may not
represent long-term behavior - Confidence interval may not fall out of the
analysis - Are there methods to determine the confidence one
can have in the MCP results? - Linear regression statistics
- Jackknife estimate of variance
- Estimates from correlation coefficients
9Estimating Uncertainty from Linear Regression
- Linear regression estimate ? measured!
- Linear regression assumes data are not serially
correlated - But wind data ARE serially correlated
- Linear regression estimate measured value when
data are randomly jumbled, removing serial
correlation
10Jackknife Estimate of Variance
- Applicable to any MCP algorithm
- Typically works when other methods not available
- Find long-term predicted value, , using all of
concurrent data - Find n long term predicted values, , using
concurrent data sets that each have a different
1/nth of the data file missing - Number of subsets, n, fixed at value that
minimizes RMS error over all data sets - The estimated uncertainty is
- Jackknife subsets need to be independent
11Jackknife Results Mean Wind Speed
- Inland Offshore
- Blue measured, Red Estimated
12Jackknife Results Mean Wind Speed
- Ratio of measured to estimated standard deviation
- Jackknife estimate of uncertainty of mean
typically somewhat underestimates correct value -
13Jackknife Results Weibull Shape Factor
- Inland Offshore
- Blue measured, Red Estimated
14Jackknife Results Weibull Shape Factor
- Ratio of measured to estimated standard
deviation - Jackknife estimate of uncertainty of Weibull
shape factor provides reasonable estimates
15Limitations of EstimatingUncertainty from Short
Data Sets
- Uncertainty within concurrent data set may not be
same as uncertainty at longer time intervals
Uncertainty within 1000 pt segments ltlt
variability of 1000 pt MCP predictions Uncertaint
y within 9000 pt segments variability of
9000 pt MCP predictions Better estimates at one
year
16Possible Jackknife Modifications
- Inclusion of seasonal model
- e.g Monthly correlations
- If no correlation for month,use overall
correlation - Little improvement in ratios
- Empirical correction factors
- e.g Scale estimate of standard deviationof mean
wind speed by 1.6 - Ratios show great improvement
- Does empirical factor apply to all sites?
17Alternative Approaches
- Correlation coefficients
- Uncertainty weakly correlated with correlation
coefficients - No improvement over jackknife at these sites
18Conclusions
- Jackknife should correctly estimate uncertainty
based on concurrent data - Much better than using linear regression results
- Better than using fit to correlation coefficients
- Empirical correction may be used to account for
variability at time scales greater than
concurrent data length - Variability at time scales greater than
concurrent data length still a problem - Jackknife estimate can be used with any MCP
algorithm