Markov-switching autoregressive models for wind time series
نویسندگان
چکیده
In this paper we build a Markov-Switching Autoregressive model to describe a long time series of wind speed measurement. It is shown that the proposed model is able to describe the main characteristics of this time series, and in particular the various time scales which can be observed in the dynamics, from daily to interannual fluctuations.
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ورودعنوان ژورنال:
- Environmental Modelling and Software
دوره 30 شماره
صفحات -
تاریخ انتشار 2012