ESTIMATION OF WIND SPEED DATA WITH SETAR MODEL
نویسندگان
چکیده
The threshold model allows expression with different Autoregressive Moving Average (ARMA) models sorted according to the value of observations. In this study, nineteen years observed wind speed data have been modeled Self Exciting Threshold (SETAR) model. Two (AR(3)) obtained for situation where was below and above 2.5 m / s previous observation in time series. addition, SETAR (1,3,3) model, it has determined that residual terms effect GARCH (1,1) a range estimated predictions.
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ژورنال
عنوان ژورنال: Journal of engineering technology and applied sciences
سال: 2022
ISSN: ['2548-0391']
DOI: https://doi.org/10.30931/jetas.1099407