A Spatial Model for the Instantaneous Estimation of Wind Power at a Large Number of Unobserved Sites

We propose a hierarchical Bayesian spatial model to obtain predictive densities of wind power at a set of un-monitored locations. The model consists of a mixture of Gamma density for the non-zero values and degenerated distributions at zero. The spatial dependence is described through a common Gaussian random field with a Matérn covariance. For inference and prediction, we use the GMRF-SPDE approximation implemented in the R-INLA package. We showcase the method outlined here on data for 336 wind farms located in Denmark. We test the predictions derived from our method with model-diagnostic tools and show that it is calibrated.