IDEAS home Printed from https://ideas.repec.org/a/spr/compst/v37y2022i4d10.1007_s00180-021-01173-5.html
   My bibliography  Save this article

Statistical modeling of directional data using a robust hierarchical von mises distribution model: perspectives for wind energy

Author

Listed:
  • Said Benlakhdar

    (Mohammed V University in Rabat)

  • Mohammed Rziza

    (Mohammed V University in Rabat)

  • Rachid Oulad Haj Thami

    (Mohammed V University in Rabat)

Abstract

For describing wind direction, a variety of statistical distributions has been suggested that provides information about the wind regime at a particular location and aids the development of efficient wind energy generation. In this paper a systematic approach for data classification putting a special emphasis on the von Mises mixtures is presented. A von Mises mixture model is broad enough to cover, on one hand, symmetry and asymmetry, on the other hand, unimodality and multimodality of circular data. We developed an improved mathematical model of the classical von Mises mixture method, rests on number of principles which gives its internal coherence and originality. In principle, our hierarchical model of von Mises distributions is flexible to precisely modeled complex directional data sets. We define a new specific expectation–maximization (S-EM) algorithm for estimating the parameters of the model. The simulation showed that satisfactory fit of complex directional data could be obtained (error generally

Suggested Citation

  • Said Benlakhdar & Mohammed Rziza & Rachid Oulad Haj Thami, 2022. "Statistical modeling of directional data using a robust hierarchical von mises distribution model: perspectives for wind energy," Computational Statistics, Springer, vol. 37(4), pages 1599-1619, September.
  • Handle: RePEc:spr:compst:v:37:y:2022:i:4:d:10.1007_s00180-021-01173-5
    DOI: 10.1007/s00180-021-01173-5
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00180-021-01173-5
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s00180-021-01173-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Di Marzio, Marco & Panzera, Agnese & Taylor, Charles C., 2009. "Local polynomial regression for circular predictors," Statistics & Probability Letters, Elsevier, vol. 79(19), pages 2066-2075, October.
    2. K. V. Mardia, 1999. "Directional statistics and shape analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 949-957.
    3. Ana Oliveira-Brochado & Francisco Vitorino Martins, 2005. "Assessing the Number of Components in Mixture Models: a Review," FEP Working Papers 194, Universidade do Porto, Faculdade de Economia do Porto.
    4. M. C. Jones & H. W. Lotwick, 1984. "A Remark on Algorithm as 176. Kernel Density Estimation Using the Fast Fourier Transform," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 33(1), pages 120-122, March.
    5. Wen-Liang Hung & Shou-Jen Chang-Chien & Miin-Shen Yang, 2012. "Self-updating clustering algorithm for estimating the parameters in mixtures of von Mises distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(10), pages 2259-2274, June.
    6. Dobigeon, Nicolas & Tourneret, Jean-Yves, 2007. "Joint segmentation of wind speed and direction using a hierarchical model," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5603-5621, August.
    7. Grace Shieh & Richard Johnson, 2005. "Inferences based on a bivariate distribution with von Mises marginals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(4), pages 789-802, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. M. Jones & Arthur Pewsey & Shogo Kato, 2015. "On a class of circulas: copulas for circular distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(5), pages 843-862, October.
    2. Arthur Pewsey & Eduardo García-Portugués, 2021. "Recent advances in directional statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 1-58, March.
    3. Shogo Kato & Arthur Pewsey & M. C. Jones, 2022. "Tractable circula densities from Fourier series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 595-618, September.
    4. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74, Elsevier.
    5. Michel Harel & Jean-François Lenain & Joseph Ngatchou-Wandji, 2016. "Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 296-321, June.
    6. Toshihiro Abe & Arthur Pewsey, 2011. "Sine-skewed circular distributions," Statistical Papers, Springer, vol. 52(3), pages 683-707, August.
    7. Fernández de Marcos Giménez de los Galanes, Alberto, 2022. "Data-driven stabilizations of goodness-of-fit tests," DES - Working Papers. Statistics and Econometrics. WS 35324, Universidad Carlos III de Madrid. Departamento de Estadística.
    8. Ana Oliveira-Brochado & F. Vitorino Martins, 2006. "Examining the segment retention problem for the “Group Satellite” case," FEP Working Papers 220, Universidade do Porto, Faculdade de Economia do Porto.
    9. Paula Saavedra-Nieves & Rosa M. Crujeiras, 2022. "Nonparametric estimation of directional highest density regions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 16(3), pages 761-796, September.
    10. Kanti V. Mardia, 2021. "Comments on: Recent advances in directional statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 59-63, March.
    11. Koch, Erwan & Robert, Christian Y., 2019. "Geometric ergodicity for some space–time max-stable Markov chains," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 43-49.
    12. Abe, Toshihiro & Miyata, Yoichi & Shiohama, Takayuki, 2023. "Bayesian estimation for mode and anti-mode preserving circular distributions," Econometrics and Statistics, Elsevier, vol. 27(C), pages 136-160.
    13. Nicosia, Aurélien & Duchesne, Thierry & Rivest, Louis-Paul & Fortin, Daniel, 2017. "A general hidden state random walk model for animal movement," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 76-95.
    14. Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C., 2019. "Local binary regression with spherical predictors," Statistics & Probability Letters, Elsevier, vol. 144(C), pages 30-36.
    15. Li, Gong & Shi, Jing, 2012. "Applications of Bayesian methods in wind energy conversion systems," Renewable Energy, Elsevier, vol. 43(C), pages 1-8.
    16. Kienzle, Marco & Sterling, David & Zhou, Shijie & Wang, You-Gan, 2016. "Maximum likelihood estimation of natural mortality and quantification of temperature effects on catchability of brown tiger prawn (Penaeus esculentus) in Moreton Bay (Australia) using logbook data," Ecological Modelling, Elsevier, vol. 322(C), pages 1-9.
    17. Fernández-Durán Juan José & Gregorio-Domínguez MarÍa Mercedes, 2014. "Modeling angles in proteins and circular genomes using multivariate angular distributions based on multiple nonnegative trigonometric sums," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 13(1), pages 1-18, February.
    18. Kim, Sungsu & SenGupta, Ashis & Arnold, Barry C., 2016. "A multivariate circular distribution with applications to the protein structure prediction problem," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 374-382.
    19. De Iaco, S. & Palma, M. & Posa, D., 2005. "Modeling and prediction of multivariate space-time random fields," Computational Statistics & Data Analysis, Elsevier, vol. 48(3), pages 525-547, March.
    20. Fernández-de-Marcos, Alberto & García-Portugués, Eduardo, 2023. "Data-driven stabilizations of goodness-of-fit tests," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:37:y:2022:i:4:d:10.1007_s00180-021-01173-5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.