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Hidden Markov Models for Bounded, Inflated Time Series: Forecasting Icing on Wind Turbine Blades

delete2026-05-01
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A
Albert Skovgaard Bisgaard *
J
Jan Kloppenborg Møller
H
Henrik Madsen
T
Tobias Ritschel
DOI:10.1002/we.70110delete
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Abstract

Abstract

En 中文
Time series analysis of icing-induced power loss in wind turbines pose several challenges: the response is bounded, serially dependent, intermittently missing, highly dispersed, and often inflated at a single value. We address these challenges with discrete-time hidden Markov models for a discrete-continuous process assumed to follow a mixture of state-dependent zero-inflated beta distributions. The framework allows covariates to influence either the transition probabilities or the distribution parameters. In a case study, we evaluate 12-h-ahead forecasts of icing-related power loss. Compared with autoregressive and regression baselines, the proposed model achieves the highest predictive accuracy.
Keywords:
ice accretion
latent mixture models
power loss
probabilistic forecast
wind power
zero-inflated beta distribution

Journal

Wind Energy cover
Wind Energy
IF:
3.3
Papers:
2.5K
Citations:
6.5K

Organization

T
Technical University of Denmark
Scholars:
2.3K
Papers: 886
Citations: 1
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