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An autoregressive model with time‐varying coefficients for wind fields
Author(s) -
Ailliot Pierre,
Monbet Valérie,
Prevosto Marc
Publication year - 2006
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.753
Subject(s) - autoregressive model , star model , autoregressive–moving average model , econometrics , wind speed , observable , time series , mathematics , computer science , meteorology , statistics , autoregressive integrated moving average , geography , physics , quantum mechanics
In this article, an original Markov‐switching autoregressive model is proposed to describe the space–time evolution of wind fields. At first, a non‐observable process is introduced in order to model the motion of the meteorological structures. Then, conditionally to this process, the evolution of the wind fields is described using autoregressive models with time‐varying coefficients. The proposed model is calibrated and validated on data in the North Atlantic. Copyright © 2005 John Wiley & Sons, Ltd.