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G/SPLINES: A hybrid of Friedman's Multivariate Adaptive Regression Splines (MARS) algorithm with Holland's genetic algorithm

G/SPLINES are a hybrid of Friedman's Multivariable Adaptive Regression Splines (MARS) algorithm with Holland's Genetic Algorithm. In this hybrid, the incremental search is replaced by a genetic search. The G/SPLINE algorithm exhibits performance comparable to that of the MARS algorithm, requires fewer least squares computations, and allows significantly larger problems to be considered.

Rogers, David

Multiclass Classification Using Bayesian Multivariate Adaptive Regression Splines

We present a new Bayesian model for the problem of multiclass classification. In this model, the probabilities of class membership of a given observation are determined by the mean of a latent Gaussian distribution. The mean functions of this latent distribution consist of combinations of highly flexible basis functions of the inputs: multivariate adaptive regression splines (MARS), first developed for multiple regression. We use reversible jump Markov chain Monte Carlo to make inference on the classification model, including the number of basis functions. We compare the probabilistic classification performance of our proposed approach to existing methods on simulated and benchmark data, and compare uncertainty estimates on simulated data. Our proposed method compares favorably with existing Bayesian and frequentist multiclass classification methods in out-of-sample probabilistic classification, and uncertainty estimation of these probabilistic classifications. We examine the fit of the proposed method to a data set of hurricane storm surge levels near Delaware Bay, US, and conclude that sea level rise is a key contributor to damage delivered by storm surge.

97 MATHEMATICS AND COMPUTING

Modeling of topographic effects on Antarctic sea ice using multivariate adaptive regression splines

The role of seafloor topography in the spatial variations of the southern ocean sea ice cover as observed (every other day) by the Nimbus 7 scanning multichannel microwave radiometer satellite in the years 1980, 1983, and 1984 is studied. Bottom bathymetry can affect sea ice surface characteristics because of the basically barotropic circulation of the ocean south of the Antarctic Circumpolar current. The main statistical tool used to quantify this effect is a local nonparametric regression model of sea ice concentration as a function of the depth and its first two derivatives in both meridional and zonal directions. First, we model the relationship of bathymetry to sea ice concentration in two sudy areas, one over the Maud Rise and the other over the Ross Sea shelf region. The multiple correlation coefficient is found to average 44% in the Maud Rise study area and 62% in the Ross Sea study area over the years 1980, 1983, and 1984. Second, a strategy of dividing the entire Antarctic region into an overlapping mosaic of small areas, or windows is considered. Keeping the windows small reduces the correlation of bathymetry with other factors such as wind, sea temperature, and distance to the continent. We find that although the form of the model varies from window to window due to the changing role of other relevant environmental variables, we are left with a spatially consistent ordering of the relative importance of the topographic predictors. For a set of three representative days in the Austral winter of 1980, the analysis shows that an average of 54% of the spatial variation in sea ice concentration over the entire ice cover can be attributed to topographic variables. The results thus support the hypothesis that there is a sea ice to bottom bathymetry link. However this should not undermine the considerable influence of wind, current, and temperature which affect the ice distribution directly and are partly responsible for the observed bathymetric effects.

De Veaux, Richard D.

Generalized Bayesian MARS: Tools for Stochastic Computer Model Emulation

The multivariate adaptive regression spline (MARS) approach of Friedman and its Bayesian counterpart are effective approaches for the emulation of computer models. The traditional assumption of Gaussian errors limits the usefulness of MARS, and many popular alternatives, when dealing with stochastic computer models. Here, we propose a generalized Bayesian MARS (GBMARS) framework which admits the broad class of generalized hyperbolic distributions as the induced likelihood function. This allows us to develop tools for the emulation of stochastic simulators which are parsimonious, scalable, and interpretable and require minimal tuning, while providing powerful predictive and uncertainty quantification capabilities. GBMARS is capable of robust regression with t distributions, quantile regression with asymmetric Laplace distributions, and a general form of “Normal-Wald” regression in which the shape of the error distribution and the structure of the mean function are learned simultaneously. We demonstrate the effectiveness of GBMARS on various stochastic computer models, and we show that it compares favorably to several popular alternatives.

97 MATHEMATICS AND COMPUTING

Evaluating the potential of short-term instrument deployment to improve distributed wind resource assessment

Distributed wind projects, which are connected at the distribution level of an electricity system or in off-grid applications to serve specific or local energy needs, often rely solely on wind resource models to establish wind speed and energy generation expectations. Historically, anemometer loan programs have provided an affordable avenue for more accurate onsite wind resource assessment, and the lowering cost of lidar systems has shown similar advantages for more recent assessments. While a full 12 months of onsite wind measurement is the standard for correcting model-based long-term wind speed estimates for utility-scale wind farms, the time and capital investment involved in gathering onsite measurements must be reconciled with the energy needs and funding opportunities that drive expedient deployment of distributed wind projects. Much literature exists to quantify the performance of correcting long-term wind speed estimates with 1 or more years of observational data, but few studies explore the impacts of correcting with months-long observational periods. This study aims to answer the question of how short you can go in terms of the observational time period needed to make impactful improvements to model-based long-term wind speed estimates. Three algorithms, multivariable linear regression, adaptive regression splines, and regression trees, are evaluated for their skill at correcting long-term wind resource estimates from the European Centre for Medium-Range Weather Forecasts Reanalysis version 5 (ERA5) using months-long periods of observational data from 66 locations across the US. On average, correction with even 1 month of observations provides significant improvement over the baseline ERA5 wind speed estimates and produces median bias magnitudes and relative errors within 0.22 m s −1 and 4 percentage points of the median bias magnitudes and relative errors achieved using the standard 12 months of data for correction. However, in cases when the shortest observational periods (1 to 2 months) used for correction are not well correlated with the overlapping ERA5 reference, the resultant long-term wind speed errors are worse than those produced using ERA5 without correction. Summer months, which are characterized by weaker relative wind speeds and standard deviations for most of the evaluation sites, tend to produce the worst results for long-term correction using months-long observations. The three tested algorithms perform similarly for long-term wind speed bias; however, regression trees perform notably worse than multivariable linear regression and adaptive regression splines in terms of correlation when using 6 months or less of observational data for correction. Translating the analysis to wind energy, median relative errors in the capacity factor are on average within 10 % using 1 month of training. If the observation period used for correction is not well correlated with the reference data, however, misrepresentation of the observed capacity factor can be substantial. The risk associated with poor correlation between the observed and reference datasets decreases with increasing training period length. In the worst-correlation scenarios, the median capacity factor relative errors from using 1, 3, and 6 months are within 47 %, 26 %, and 16 %, respectively.

17 WIND ENERGY

Co-Active Subspace Methods for the Joint Analysis of Adjacent Computer Models

Active subspace (AS) methods are a valuable tool for understanding the relationship between the inputs and outputs of a Physics simulation. In this article, an elegant generalization of the traditional ASM is developed to assess the co-activity of two computer models. This generalization, which we refer to as a Co-Active Subspace (Co-AS) Method, allows for the joint analysis of two or more computer models allowing for thorough exploration of the alignment (or non-alignment) of the respective gradient spaces. We define co-active directions, co-sensitivity indices, and a scalar “concordance” metric (and complementary “discordance” pseudo-metric) and we demonstrate that these are powerful tools for understanding the behavior of a class of computer models, especially when used to supplement traditional AS analysis. Details for efficient estimation of the Co-AS and an accompanying R package (concordance) are provided. Practical application is demonstrated through analyzing a set of simulated rate stick experiments for PBX 9501, a high explosive, offering insights into complex model dynamics.

97 MATHEMATICS AND COMPUTING