An autoregressive model with time-varying coefficients for wind fields

被引：49
|
作者：
Ailliot, P
Monbet, V
Prevosto, M
机构：
[1] Univ S Brittany, ABRES, CERYC, Dept Appl Stat, F-56017 Vannes, France
[2] IFREMER, DCB, ERT, HO,Hydrodynam & Metocean, F-29280 Plouzane, France
来源：
ENVIRONMETRICS | 2006年 / 17卷 / 02期
关键词：
space-time model; wind fields; Markov-switching autoregressive model;
D O I：
10.1002/env.753
中图分类号：
X [环境科学、安全科学];
学科分类号：
08 ; 0830 ;
摘要：
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 ill the North Atlantic. Copyright (c) 2005 John Wiley & Sons, Ltd.
引用
收藏
页码：107 / 117
页数：11
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