Probabilistic estimation of solar radiation and wind power by data assimilation

• Project/Area Number: 25280010
• Research Category: Grant-in-Aid for Scientific Research (B)
• Allocation Type: Partial Multi-year Fund
• Section: 一般
• Research Field: Statistical science
• Research Institution: The Institute of Statistical Mathematics
• Principal Investigator: Ueno Genta 統計数理研究所, モデリング研究系, 准教授 (40370093)
• Project Period (FY): 2013-04-01 – 2016-03-31
• Project Status: Completed (Fiscal Year 2015)
• Budget Amount: ¥17,680,000 (Direct Cost: ¥13,600,000、Indirect Cost: ¥4,080,000); Fiscal Year 2015: ¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000); Fiscal Year 2014: ¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000); Fiscal Year 2013: ¥12,480,000 (Direct Cost: ¥9,600,000、Indirect Cost: ¥2,880,000)
• Keywords: データ同化 / 気象学 / 統計数学

Outline of Final Research Achievements

I have developed a Bayesian technique for estimating the parameters in the observation-noise covariance matrix for ensemble data assimilation. I designed a posterior distribution by using the ensemble-approximated likelihood and a Wishart prior distribution and presented an iterative algorithm for parameter estimation. The temporal smoothness of the covariance matrix can be controlled by an adequate choice of two parameters of the prior distribution, the prior covariance matrix and the number of degrees of freedom. The number of degrees of freedom can be estimated by maximizing the marginal likelihood. The present formalism can handle cases in which the number of data points or data positions varies with time. I verified that the proposed algorithm works well and that only a limited number of iterations are necessary.

Research Products

• [Journal Article] Bayesian estimation of observation error covariance matrix in ensemble-based filters (2016)
  • Author(s): Genta Ueno and Nagatomo Nakamura
  • Journal Title: Quarterly Journal of the Royal Meteorological Society Volume: 未定 Issue: 698 Pages: 2055-2080
  • DOI: 10.1002/qj.2803
  • Peer Reviewed / Open Access / Acknowledgement Compliant
• [Journal Article] A data assimilation methodology for reconstructing turbulent flows around aircraft (2015)
  • Author(s): Kato, H., A. Yoshizawa, G. Ueno, and S. Obayashi
  • Journal Title: Journal of Computational Physics Volume: 283 Pages: 559-581
  • DOI: 10.1016/j.jcp.2014.12.013
  • Peer Reviewed
• [Journal Article] Approximate forms of daytime ionospheric conductance (2014)
  • Author(s): Ieda, A., S. Oyama, H. Vanhamäki, R. Fujii, A. Nakamizo, O. Amm, T. Hori, M. Takeda, G. Ueno, A. Yoshikawa, R. J. Redmon, W. F. Denig, Y. Kamide, and N. Nishitani
  • Journal Title: Journal of Geophysical Research Volume: 119 Issue: 12 Pages: 10397-10415
  • DOI: 10.1002/2014ja020665
  • Peer Reviewed / Acknowledgement Compliant
• [Journal Article] 第７回気象庁数値モデル研究会・第４回データ同化ワークショップの報告 (2014)
  • Author(s): 川畑拓矢、上野玄太、中野慎也、小守信正、増田周平、茂木耕作、三好建正 藤井陽介、多田英夫、吉田隆
  • Journal Title: 天気 Volume: 61 Pages: 668-670
  • Peer Reviewed
• [Journal Article] Iterative algorithm for maximum likelihood estimation of observation error covariance matrix for ensemble-based filters, refereed (2014)
  • Author(s): Genta UENO and Nagatomo NAKAMURA
  • Journal Title: Quarterly Journal of the Royal Meteorological Society Volume: 140 Issue: 678 Pages: 215-315
  • DOI: 10.1002/qj.2134
  • Peer Reviewed
• [Journal Article] データ同化 (2013)
  • Author(s): 上野玄太
  • Journal Title: システム/制御/情報 Volume: 57 Pages: 141-146
  • NAID: 130006083186
  • Peer Reviewed
• [Journal Article] データ同化における大規模グラフィカルモデルの推定について (2013)
  • Author(s): 上野玄太
  • Journal Title: 統計数理 Volume: 61 Pages: 17-46
  • NAID: 120006020794
  • Peer Reviewed
• [Presentation] Bayesian estimation of observation error covariance matrix in the equatorial Pacific (2016)
  • Author(s): Genta Ueno
  • Organizer: Ocean Sciences Meeting
  • Place of Presentation: New Orleans
  • Year and Date: 2016-02-26
  • Int'l Joint Research
• [Presentation] データ同化と観測誤差共分散行列推定 (2014)
  • Author(s): 上野玄太
  • Organizer: SICE制御部門ユビキタスコンピューティングを背景とした適応学習制御調査研究会第１回講義会「モデリング，最適化および非線形性へのアプローチ」
  • Place of Presentation: 統計数理研究所
  • Year and Date: 2014-12-11
  • Invited
• [Presentation] アンサンブル感度解析：アジョイントコード不要論 (2014)
  • Author(s): 上野玄太
  • Organizer: 第6回EFD/CFD融合ワークショップ
  • Place of Presentation: 秋葉原コンベンションホール5A会議室
  • Invited
• [Presentation] グラフベース・アンサンブルカルマンフィルタ (2014)
  • Author(s): 上野玄太
  • Organizer: 第7回気象庁数値モデル研究会・第4回データ同化ワークショップ
  • Place of Presentation: 気象庁
• [Presentation] Ensemble Kalman filtering with localization by a graphical model (2014)
  • Author(s): Ueno, G.
  • Organizer: American Meteorological Society Annual Meeting
  • Place of Presentation: Atlanta
• [Presentation] Covariance localization with a graphical model and its application to the ensemble Kalman filter (2014)
  • Author(s): Ueno, G.
  • Organizer: International Symposium on Data Assimilation
  • Place of Presentation: Munich
• [Presentation] Ensemble Kalman filtering with a graphical model (2013)
  • Author(s): Ueno, G.
  • Organizer: EGU General Assembly
  • Place of Presentation: Vienna
• [Presentation] Ensemble Kalman filtering with regularization through a graphical model (2013)
  • Author(s): Ueno, G.
  • Organizer: 6th WMO Symposium on Data Assimilation
  • Place of Presentation: Maryland