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At least 19 records

Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators: Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators

Forecasts of available wind power are critical in key electric power systems operations planning problems, including economic dispatch and unit commitment. Such forecasts are necessarily uncertain, limiting the reliability and cost effectiveness of operations planning models based on a single deterministic or “point” forecast. A common approach to address this limitation involves the use of a number of probabilistic scenarios, each specifying a possible trajectory of wind power production, with associated probability. We present and analyze a novel method for generating probabilistic wind power scenarios, leveraging available historical information in the form of forecasted and corresponding observed wind power time series. We estimate non-parametric forecast error densities, specifically using epi-spline basis functions, allowing us to capture the skewed and non-parametric nature of error densities observed in real-world data. We then describe a method to generate probabilistic scenarios from these basis functions that allows users to control for the degree to which extreme errors are captured.We compare the performance of our approach to the current state-of-the-art considering publicly available data associated with the Bonneville Power Administration, analyzing aggregate production of a number of wind farms over a large geographic region. Finally, we discuss the advantages of our approach in the context of specific power systems operations planning problems: stochastic unit commitment and economic dispatch. Here, our methodology is embodied in the joint Sandia – University of California Davis Prescient software package for assessing and analyzing stochastic operations strategies.

17 WIND ENERGY↗

Nonparametric reconstruction of the dark energy equation of state from diverse data sets

The cause of the accelerated expansion of the Universe poses one of the most fundamental questions in physics today. In the absence of a compelling theory to explain the observations, a first task is to develop a robust phenomenological approach: If the acceleration is driven by some form of dark energy, then the phenomenology is determined by the form of the dark energy equation of state w(z) as a function of redshift. A major aim of ongoing and upcoming cosmological surveys is to measure w and its evolution at high accuracy. Since w(z) is not directly accessible to measurement, powerful reconstruction methods are needed to extract it reliably from observations. We have recently introduced a new reconstruction method for w(z) based on Gaussian process modeling. This method can capture nontrivial w(z) dependences and, most importantly, it yields controlled and unbiased error estimates. In this paper we extend the method to include a diverse set of measurements: baryon acoustic oscillations, cosmic microwave background measurements, and supernova data. We analyze currently available data sets and present the resulting constraints on w(z), finding that current observations are in very good agreement with a cosmological constant. In addition, we explore how well our method captures nontrivial behavior of w(z) by analyzing simulated data assuming high-quality observations from future surveys. We find that the baryon acoustic oscillation measurements by themselves already lead to remarkably good reconstruction results and that the combination of different high-quality probes allows us to reconstruct w(z) very reliably with small error bounds.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

A Hybrid Index for Characterizing Drought Based on a Nonparametric Kernel Estimator

This study develops a nonparametric multivariate drought index, namely, the nonparametric multivariate standardized drought index (NMSDI), by considering the variations of both precipitation and streamflow. Building upon previous efforts in constructing nonparametric multivariate drought index, the nonparametric kernel estimator is used to derive the joint distribution of precipitation and streamflow, thus providing additional insights into drought-index development. The proposed NMSDI is applied in the Wei River basin (WRB), on the basis of which the drought-evolution characteristics are investigated. Three main results were found: 1) In general, NMSDI captures drought onset in a way that is similar to that of the standardized precipitation index and captures drought termination and persistence in a way that is similar to that of the standardized streamflow index. We report the drought events identified by NMSDI match well with historical drought records in the WRB. Performance is also consistent with that of an existing multivariate standardized drought index at various time scales, confirming the validity of the newly constructed NMSDI in drought detections. 2) An increasing risk of drought has been detected for past decades and will persist to a certain extent in the future in most areas of the WRB. 3) The identified changepoints of annual NMSDI are mainly concentrated in the early 1970s and mid-1990s, coincident with extensive water use and soil conservation practices. In summary, this study highlights a nonparametric multivariable drought index that can efficiently and comprehensively be used for drought detections and predictions.

54 ENVIRONMENTAL SCIENCES↗

EVOLUTION OF THE COSMIC MICROWAVE BACKGROUND POWER SPECTRUM ACROSS WILKINSON MICROWAVE ANISOTROPY PROBE DATA RELEASES: A NONPARAMETRIC ANALYSIS

Using a nonparametric function estimation methodology, we present a comparative analysis of the Wilkinson Microwave Anisotropy Probe (WMAP) 1-, 3-, 5-, and 7-year data releases for the cosmic microwave background (CMB) angular power spectrum with respect to the following key questions. (1) How well is the power spectrum determined by the data alone? (2) How well is the {Lambda}CDM model supported by a model-independent, data-driven analysis? (3) What are the realistic uncertainties on peak/dip locations and heights? Our results show that the height of the power spectrum is well determined by data alone for multipole l approximately less than 546 (1-year), 667 (3-year), 804 (5-year), and 842 (7-year data). We show that parametric fits based on the {Lambda}CDM model are remarkably close to our nonparametric fits in l-regions where data are sufficiently precise. In contrast, the power spectrum for an H{Lambda}CDM model is progressively pushed away from our nonparametric fit as data quality improves with successive data realizations, suggesting incompatibility of this particular cosmological model with respect to the WMAP data sets. We present uncertainties on peak/dip locations and heights at the 95% (2{sigma}) level of confidence and show how these uncertainties translate into hyperbolic 'bands' on the acoustic scale (l{sub A} ) and peak shift ({phi}{sub m}) parameters. Based on the confidence set for the 7-year data, we argue that the low-l upturn in the CMB power spectrum cannot be ruled out at any confidence level in excess of about 10% ( Almost-Equal-To 0.12{sigma}). Additional outcomes of this work are a numerical formulation for minimization of a noise-weighted risk function subject to monotonicity constraints, a prescription for obtaining nonparametric fits that are closer to cosmological expectations on smoothness, and a method for sampling cosmologically meaningful power spectrum variations from the confidence set of a nonparametric fit.

79 ASTRONOMY AND ASTROPHYSICS↗

Unveiling acoustic physics of the CMB using nonparametric estimation of the temperature angular power spectrum for Planck

Estimation of the angular power spectrum is one of the important steps in Cosmic Microwave Background (CMB) data analysis. Here, we present a nonparametric estimate of the temperature angular power spectrum for the Planck 2013 CMB data. The method implemented in this work is model-independent, and allows the data, rather than the model, to dictate the fit. Since one of the main targets of our analysis is to test the consistency of the ΛCDM model with Planck 2013 data, we use the nuisance parameters associated with the best-fit ΛCDM angular power spectrum to remove foreground contributions from the data at multipoles ℓ ≥50. We thus obtain a combined angular power spectrum data set together with the full covariance matrix, appropriately weighted over frequency channels. Our subsequent nonparametric analysis resolves six peaks (and five dips) up to ℓ ∼1850 in the temperature angular power spectrum. We present uncertainties in the peak/dip locations and heights at the 95% confidence level. We further show how these reflect the harmonicity of acoustic peaks, and can be used for acoustic scale estimation. Based on this nonparametric formalism, we found the best-fit ΛCDM model to be at 36% confidence distance from the center of the nonparametric confidence set—this is considerably larger than the confidence distance (9%) derived earlier from a similar analysis of the WMAP 7-year data. Another interesting result of our analysis is that at low multipoles, the Planck data do not suggest any upturn, contrary to the expectation based on the integrated Sachs-Wolfe contribution in the best-fit ΛCDM cosmology.

79 ASTRONOMY AND ASTROPHYSICS↗

Does the high–tech industry consistently reduce CO{sub 2} emissions? Results from nonparametric additive regression model

China is currently the world's largest carbon dioxide (CO{sub 2}) emitter. Moreover, total energy consumption and CO{sub 2} emissions in China will continue to increase due to the rapid growth of industrialization and urbanization. Therefore, vigorously developing the high–tech industry becomes an inevitable choice to reduce CO{sub 2} emissions at the moment or in the future. However, ignoring the existing nonlinear links between economic variables, most scholars use traditional linear models to explore the impact of the high–tech industry on CO{sub 2} emissions from an aggregate perspective. Few studies have focused on nonlinear relationships and regional differences in China. Based on panel data of 1998–2014, this study uses the nonparametric additive regression model to explore the nonlinear effect of the high–tech industry from a regional perspective. The estimated results show that the residual sum of squares (SSR) of the nonparametric additive regression model in the eastern, central and western regions are 0.693, 0.054 and 0.085 respectively, which are much less those that of the traditional linear regression model (3.158, 4.227 and 7.196). This verifies that the nonparametric additive regression model has a better fitting effect. Specifically, the high–tech industry produces an inverted “U–shaped” nonlinear impact on CO{sub 2} emissions in the eastern region, but a positive “U–shaped” nonlinear effect in the central and western regions. Therefore, the nonlinear impact of the high–tech industry on CO{sub 2} emissions in the three regions should be given adequate attention in developing effective abatement policies. - Highlights: • The nonlinear effect of the high–tech industry on CO{sub 2} emissions was investigated. • The high–tech industry yields an inverted “U–shaped” effect in the eastern region. • The high–tech industry has a positive “U–shaped” nonlinear effect in other regions. • The linear impact of the high–tech industry in the eastern region is the strongest.

54 ENVIRONMENTAL SCIENCES↗

Assessing equation of state-independent relations for neutron stars with nonparametric models

Relations between neutron star properties that do not depend on the nuclear equation of state offer insights on neutron star physics and have practical applications in data analysis. Such relations are obtained by fitting to a range of phenomenological or nuclear physics equation of state models, each of which may have varying degrees of accuracy. In this study we revisit commonly used relations and reassess them with a very flexible set of phenomenological nonparametric equation of state models that are based on Gaussian processes. Our models correspond to two sets: equations of state which mimic hadronic models, and equations of state with rapidly changing behavior that resemble phase transitions. Here we quantify the accuracy of relations under both sets and discuss their applicability with respect to expected upcoming statistical uncertainties of astrophysical observations. We further propose a goodness-of-fit metric which provides an estimate for the systematic error introduced by using the relation to model a certain equation-of-state set. Overall, the nonparametric distribution is more poorly fit with existing relations, with the I–Love–Q relations retaining the highest degree of universality. Fits degrade for relations involving the tidal deformability, such as the binary-Love and compactness-Love relations, and when introducing phase transition phenomenology. For most relations, systematic errors are comparable to current statistical uncertainties under the nonparametric equation of state distributions.

79 ASTRONOMY AND ASTROPHYSICS↗

Fiber Uncertainty Visualization for Bivariate Data With Parametric and Nonparametric Noise Models

Visualization and analysis of multivariate data and their uncertainty are top research challenges in data visualization. Constructing fiber surfaces is a popular technique for multivariate data visualization that generalizes the idea of level-set visualization for univariate data to multivariate data. Here, in this paper, we present a statistical framework to quantify positional probabilities of fibers extracted from uncertain bivariate fields. Specifically, we extend the state-of-the-art Gaussian models of uncertainty for bivariate data to other parametric distributions (e.g., uniform and Epanechnikov) and more general nonparametric probability distributions (e.g., histograms and kernel density estimation) and derive corresponding spatial probabilities of fibers. In our proposed framework, we leverage Green's theorem for closed-form computation of fiber probabilities when bivariate data are assumed to have independent parametric and nonparametric noise. Additionally, we present a nonparametric approach combined with numerical integration to study the positional probability of fibers when bivariate data are assumed to have correlated noise. For uncertainty analysis, we visualize the derived probability volumes for fibers via volume rendering and extracting level sets based on probability thresholds. We present the utility of our proposed techniques via experiments on synthetic and simulation datasets.

97 MATHEMATICS AND COMPUTING↗

Nonparametric estimators for incomplete surveys

Nonparametric estimators, such as the 1/V{sub max} estimator and the C{sup −} estimator, have been applied extensively to estimate luminosity functions (LFs) of astronomical sources from complete, truncated survey data sets. Application of such estimators to incomplete data sets typically requires further truncation of data, separation into subsets of constant completeness, and/or correction for incompleteness-induced bias. In this paper, we derive generalizations of the above estimators designed for use with incomplete, truncated data sets. We compare these generalized nonparametric estimators, investigate some of their simple statistical properties, and validate them using Monte Carlo simulation methods. We apply a nonparametric estimator to data obtained from the extended Baryon Oscillation Spectroscopic Survey to estimate the QSO LF for redshifts 0.68<z<4.

79 ASTRONOMY AND ASTROPHYSICS↗

A Data-Driven Nonparametric Approach for Probabilistic Load-Margin Assessment Considering Wind Power Penetration

A modern power system is characterized by an increasing penetration of wind power, which results in large uncertainties in its states. These uncertainties must be quantified properly; otherwise, the system security may be threatened. Facing this challenge, here we propose a cost-effective, data-driven approach to assessing a power system's load margin probabilistically. Using actual wind data, a kernel density estimator is applied to infer the nonparametric wind speed distributions, which are further merged into the framework of a vine copula. The latter enables us to simulate complex multivariate and highly dependent model inputs with a variety of bivariate copulae that precisely represent the tail dependence in the correlated samples. Furthermore, to reduce the prohibitive computational time of traditional Monte-Carlo simulations that process a large amount of samples, we propose to use a nonparametric, Gaussian-process-emulator-based reduced-order model to replace the original complicated continuation power-flow model through a Bayesian-learning framework. To accelerate the convergence rate of this Bayesian algorithm, a truncated polynomial chaos surrogate, which serves as a highly efficient, parametric Bayesian prior, is developed. This emulator allows us to execute the time-consuming continuation power-flow solver at the sampled values with a negligible computational cost. Results of simulations that are performed on several test systems reveal the impressive performance of the proposed method in the probabilistic load-margin assessment.

17 WIND ENERGY↗

Quasar Identification Using Multivariate Probability Density Estimated from Nonparametric Conditional Probabilities

Nonparametric estimation for a probability density function that describes multivariate data has typically been addressed by kernel density estimation (KDE). A novel density estimator recently developed by Farmer and Jacobs offers an alternative high-throughput automated approach to univariate nonparametric density estimation based on maximum entropy and order statistics, improving accuracy over univariate KDE. This article presents an extension of the single variable case to multiple variables. The univariate estimator is used to recursively calculate a product array of one-dimensional conditional probabilities. In combination with interpolation methods, a complete joint probability density estimate is generated for multiple variables. Good accuracy and speed performance in synthetic data are demonstrated by a numerical study using known distributions over a range of sample sizes from 100 to 10 6 for two to six variables. Performance in terms of speed and accuracy is compared to KDE. The multivariate density estimate developed here tends to perform better as the number of samples and/or variables increases. As an example application, measurements are analyzed over five filters of photometric data from the Sloan Digital Sky Survey Data Release 17. The multivariate estimation is used to form the basis for a binary classifier that distinguishes quasars from galaxies and stars with up to 94% accuracy.

79 ASTRONOMY AND ASTROPHYSICS↗

Comparing two correlated C indices with right‐censored survival outcome: a one‐shot nonparametric approach

The area under the receiver operating characteristic curve is often used as a summary index of the diagnostic ability in evaluating biomarkers when the clinical outcome (truth) is binary. When the clinical outcome is right‐censored survival time, the C index, motivated as an extension of area under the receiver operating characteristic curve, has been proposed by Harrell as a measure of concordance between a predictive biomarker and the right‐censored survival outcome. In this work, we investigate methods for statistical comparison of two diagnostic or predictive systems, of which they could either be two biomarkers or two fixed algorithms, in terms of their C indices. We adopt a U ‐statistics‐based C estimator that is asymptotically normal and develop a nonparametric analytical approach to estimate the variance of the C estimator and the covariance of two C estimators. A z ‐score test is then constructed to compare the two C indices. We validate our one‐shot nonparametric method via simulation studies in terms of the type I error rate and power. We also compare our one‐shot method with resampling methods including the jackknife and the bootstrap. Simulation results show that the proposed one‐shot method provides almost unbiased variance estimations and has satisfactory type I error control and power. Finally, we illustrate the use of the proposed method with an example from the Framingham Heart Study. Copyright © 2014 John Wiley & Sons, Ltd.

Kang, Le↗

A nonparametric method for producing isolines of bivariate exceedance probabilities

We present a method for drawing isolines indicating regions of equal joint exceedance probability for bivariate data. The method relies on bivariate regular variation, a dependence framework widely used for extremes. The method we utilize for characterizing dependence in the tail is largely nonparametric. The extremes framework enables drawing isolines corresponding to very low exceedance probabilities and may even lie beyond the range of the data; such cases would be problematic for standard nonparametric methods. Furthermore, we extend this method to the case of asymptotic independence and propose a procedure which smooths the transition from hidden regular variation in the interior to the first-order behavior on the axes. We propose a diagnostic plot for assessing the isoline estimate and choice of smoothing, and a bootstrap procedure to visually assess uncertainty.

97 MATHEMATICS AND COMPUTING↗

Scalable Bayesian Nonparametric Clustering and Classification

We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is “embarrassingly parallel” and can be implemented using the same Markov chain Monte Carlo sampler. The simplicity and generality of our approach makes inference for a wide range of Bayesian nonparametric mixture models applicable to large datasets. Specifically, we apply the approach to inference under a product partition model with regression on covariates. We show results for inference with two motivating data sets: a large set of electronic health records (EHR) and a bank telemarketing dataset. We find interesting clusters and competitive classification performance relative to other widely used competing classifiers. Supplementary materials for this article are available online.

97 MATHEMATICS AND COMPUTING↗

Nonparametric study of the evolution of the cosmological equation of state with SNeIa, BAO, and high-redshift GRBs

We study the dark energy equation of state as a function of redshift in a nonparametric way, without imposing any a priori w(z) (ratio of pressure over energy density) functional form. As a check of the method, we test our scheme through the use of synthetic data sets produced from different input cosmological models that have the same relative errors and redshift distribution as the real data. Using the luminosity-time L{sub X} -T{sub a} correlation for gamma-ray burst (GRB) X-ray afterglows (the Dainotti et al. correlation), we are able to utilize GRB samples from the Swift satellite as probes of the expansion history of the universe out to z ≈ 10. Within the assumption of a flat Friedmann-Lemaître-Robertson-Walker universe and combining supernovae type Ia (SNeIa) data with baryonic acoustic oscillation constraints, the resulting maximum likelihood solutions are close to a constant w = –1. If one imposes the restriction of a constant w, we obtain w = –0.99 ± 0.06 (consistent with a cosmological constant) with the present-day Hubble constant as H {sub 0} = 70.0 ± 0.6km s{sup –1} Mpc{sup –1} and density parameter as Ω{sub Λ0} = 0.723 ± 0.025, while nonparametric w(z) solutions give us a probability map that is centered at H {sub 0} = 70.04 ± 1km s{sup –1} Mpc{sup –1} and Ω{sub Λ0} = 0.724 ± 0.03. Our chosen GRB data sample with a full correlation matrix allows us to estimate the amount, as well as quality (errors), of data needed to constrain w(z) in the redshift range extending an order of magnitude beyond the farthest SNeIa measured.

79 ASTRONOMY AND ASTROPHYSICS↗

determining the mass of kepler-78b with nonparametric Gaussian process estimation

Kepler-78b is a transiting planet that is 1.2 times the radius of Earth and orbits a young, active K dwarf every 8 hr. The mass of Kepler-78b has been independently reported by two teams based on radial velocity (RV) measurements using the HIRES and HARPS-N spectrographs. Due to the active nature of the host star, a stellar activity model is required to distinguish and isolate the planetary signal in RV data. Whereas previous studies tested parametric stellar activity models, we modeled this system using nonparametric Gaussian process (GP) regression. We produced a GP regression of relevant Kepler photometry. We then use the posterior parameter distribution for our photometric fit as a prior for our simultaneous GP + Keplerian orbit models of the RV data sets. We tested three simple kernel functions for our GP regressions. Based on a Bayesian likelihood analysis, we selected a quasi-periodic kernel model with GP hyperparameters coupled between the two RV data sets, giving a Doppler amplitude of 1.86 ± 0.25 m s{sup −1} and supporting our belief that the correlated noise we are modeling is astrophysical. The corresponding mass of 1.87{sub −0.26}{sup +0.27} M{sub ⊕} is consistent with that measured in previous studies, and more robust due to our nonparametric signal estimation. Based on our mass and the radius measurement from transit photometry, Kepler-78b has a bulk density of 6.0{sub −1.4}{sup +1.9} g cm{sup −3}. We estimate that Kepler-78b is 32% ± 26% iron using a two-component rock-iron model. This is consistent with an Earth-like composition, with uncertainty spanning Moon-like to Mercury-like compositions.

79 ASTRONOMY AND ASTROPHYSICS↗

Nonparametric test of consistency between cosmological models and multiband CMB measurements

We present a novel approach to test the consistency of the cosmological models with multiband CMB data using a nonparametric approach. In our analysis we calibrate the REACT (Risk Estimation and Adaptation after Coordinate Transformation) confidence levels associated with distances in function space (confidence distances) based on the Monte Carlo simulations in order to test the consistency of an assumed cosmological model with observation. To show the applicability of our algorithm, we confront Planck 2013 temperature data with concordance model of cosmology considering two different Planck spectra combination. In order to have an accurate quantitative statistical measure to compare between the data and the theoretical expectations, we calibrate REACT confidence distances and perform a bias control using many realizations of the data. Our results in this work using Planck 2013 temperature data put the best fit ΛCDM model at 95% (∼ 2σ) confidence distance from the center of the nonparametric confidence set while repeating the analysis excluding the Planck 217 × 217 GHz spectrum data, the best fit ΛCDM model shifts to 70% (∼ 1σ) confidence distance. The most prominent features in the data deviating from the best fit ΛCDM model seems to be at low multipoles 18 < ℓ < 26 at greater than 2σ, ℓ ∼ 750 at ∼1 to 2σ and ℓ ∼ 1800 at greater than 2σ level. Excluding the 217×217 GHz spectrum the feature at ℓ ∼ 1800 becomes substantially less significance at ∼1 to 2σ confidence level. Results of our analysis based on the new approach we propose in this work are in agreement with other analysis done using alternative methods.

79 ASTRONOMY AND ASTROPHYSICS↗

Direct nonparametric multimessenger constraints on the equation of state of cold dense nuclear matter

We utilize the now substantial amount of astrophysical observations of neutron stars (NSs), along with perturbative quantum chromodynamics (pQCD) calculations at high density, to directly constrain the NS equation of state (EOS). To this end, we construct nonparametric EOS priors by using Gaussian processes trained on 75 EOSs, which include models with either hadrons, hyperons, or quarks at high densities. We create a prior using the full EOS sample (model agnostic), and one prior for each EOS family to test model discrimination. We introduce a novel inference approach, which allows the simultaneous sampling of intrinsic and extrinsic parameters of binary NS mergers, as well as a nonparametric equation of state. We showcase this method in a Bayesian updating scheme by first performing a complete analysis of the binary NS merger event GW170817 with minimal assumptions, and sequentially adding information from x-ray and radio NS observations, along with pQCD calculations. Besides providing standard constraints, such as the pressure at twice nuclear saturation density 𝑝⁡(2⁢𝜌 sat ) = 4.3$^{+0.6}_{−0.6}$ × 10 34 dyne/cm 2 , at 95% confidence level, for the model agnostic prior, our methodology shows how the choice of EOS families used in conditioning changes the inferred astrophysical properties of the EOS, namely tidal deformability and maximum supported NS mass. We find hyperonic priors predicting higher tidal deformabilities for a 1.4⁢𝑀 ⊙ NS, and hadronic priors being preferred by the considered astrophysical data.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗