Hristos Tyralis

A Bayesian statistical model for deriving the predictive distribution of hydroclimatic variables

Recent publications have provided evidence that hydrological processes exhibit a scaling behaviour, also known as the Hurst phenomenon. An appropriate way to model this behaviour is to use the Hurst-Kolmogorov stochastic process. The Hurst-Kolmogorov process entails high autocorrelations even for large lags, as well as high variability even at climatic scales. A problem that, thus, arises is how to incorporate the observed past hydroclimatic data in deriving the predictive distribution of hydroclimatic processes at climatic time scales. Here with the use of Bayesian techniques we create a framework to solve the aforementioned problem. We assume that there is no prior information for the parameters of the process and use a non-informative prior distribution. We apply this method with real-world data to derive the posterior distribution of the parameters and the posterior predictive distribution of various 30-year moving average climatic variables. The marginal distributions we examine are the normal and the truncated normal (for nonnegative variables). We also compare the results with two alternative models, one that assumes independence in time and one with Markovian dependence, and the results are dramatically different. The conclusion is that this framework is appropriate for the prediction of future hydroclimatic variables conditional on the observations.

Variable Selection in Time Series Forecasting Using Random Forests

Time series forecasting using machine learning algorithms has gained popularity recently. Random forest is a machine learning algorithm implemented in time series forecasting; however, most of its forecasting properties have remained unexplored. Here we focus on assessing the performance of random forests in one-step forecasting using two large datasets of short time series with the aim to suggest an optimal set of predictor variables. Furthermore, we compare its performance to benchmarking methods. The first dataset is composed by 16,000 simulated time series from a variety of Autoregressive Fractionally Integrated Moving Average (ARFIMA) models. The second dataset consists of 135 mean annual temperature time series. The highest predictive performance of RF is observed when using a low number of recent lagged predictor variables. This outcome could be useful in relevant future applications, with the prospect to achieve higher predictive accuracy.

On the prediction of persistent processes using the output of deterministic models

ABSTRACT A problem frequently met in engineering hydrology is the forecasting of hydrological variables conditional on their historical observations and the hindcasts and forecasts of a deterministic model. On the contrary, it is a common practice for climatologists to use the output of general circulation models (GCMs) for the prediction of climatic variables despite their inability to quantify the uncertainty of the predictions. Here we apply the well-established Bayesian processor of forecasts (BPF) for forecasting hydroclimatic variables using stochastic models through coupling them with GCMs. We extend the BPF to cases where long-term persistence appears, using the Hurst-Kolmogorov process (HKp, also known as fractional Gaussian noise) and we investigate its properties analytically. We apply the framework to calculate the distributions of the mean annual temperature and precipitation stochastic processes for the time period 2016–2100 in the United States of America conditional on historical observations and the respective output of GCMs.

Data and code for the exploratory data analysis of the electrical energy demand in the time domain in Greece

We present data and code for visualizing the electrical energy data and weather-, climate-related and socioeconomic variables in the time domain in Greece. The electrical energy data include hourly demand, weekly-ahead forecasted values of the demand provided by the Greek Independent Power Transmission Operator and pricing values in Greece. We also present the daily temperature in Athens and the Gross Domestic Product of Greece. The code combines the data to a single report, which includes all visualizations with combinations of all variables in multiple time scales. The data and code were used in Tyralis et al. (2017) [1].

The uncertainty of atmospheric processes in planning a hybrid renewable energy system for a non-connected island

Vasiliki Daniil, George Pouliasis, Eleni Zacharopoulou, Evangelos Demetriou, Georgia Manou, Maria Chalakatevaki, Iliana Parara, Xristina Georganta, Paraskevi Stamou, Sophia Karali, Evanthis Hadjimitsis, Giannis Koudouris, Evangelos Moschos, Dimitrios Roussis, Konstantinos Papoulakos, Aristotelis Koskinas, Giorgos Pollakis, Panagiota Gournari, Katerina Sakellari, Yiannis Moustakis, and the Stochastics in Energy Resources Management (NTUA)* Team

Stochastic investigation of precipitation process for climatic variability identification

The precipitation process is important not only to hydrometeorology but also to renewable energy resources management. We use a dataset consisting of daily and hourly records around the globe to identify statistical variability with emphasis on the last period. Specifically, we investigate the occurrence of mean, maximum and minimum values and we estimate statistical properties such as marginal probability distribution function and the type of decay of the climacogram (i.e. mean process variance vs. scale).