A spatiotemporal auto‐regressive moving average model for solar radiation

C. A. Glasbey and D. J. Allcroft

Journal of the Royal Statistical Society Series C, 2008, vol. 57, issue 3, 343-355

Abstract: Summary. To investigate the variability in energy output from a network of photovoltaic cells, solar radiation was recorded at 10 sites every 10 min in the Pentland Hills to the south of Edinburgh. We identify spatiotemporal auto‐regressive moving average models as the most appropriate to address this problem. Although previously considered computationally prohibitive to work with, we show that by approximating using toroidal space and fitting by matching auto‐correlations, calculations can be substantially reduced. We find that a first‐order spatiotemporal auto‐regressive (STAR(1)) process with a first‐order neighbourhood structure and a Matern noise process provide an adequate fit to the data, and we demonstrate its use in simulating realizations of energy output.

Date: 2008
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