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Use of Time-Series Analysis to model and Forecast Wind Speed

, and . Journal of Wind Engineering and Industrial Aerodynamics, (1995)

Abstract

A linear, time-varying autoregressive (AR) process is used to model and forecast wind speed. This modelling approach takes into account the non-stationary nature of wind speed, The time-varying parameters of the AR model are modelled by smoothed, integrated random walk processes. A Kalman filter is used to estimate the time-varying parameters of the AR model. The algorithm is used to forecast wind speed from 1 h to a few hours ahead.

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