An autoregressive model with time-varying coefficients for wind fields
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 th...
| Published in: | Environmetrics |
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| Main Authors: | , , |
| Format: | Article in Journal/Newspaper |
| Language: | English |
| Published: |
Wiley InterScience
2006
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| Subjects: | |
| Online Access: | https://archimer.ifremer.fr/doc/2006/publication-1225.pdf https://doi.org/10.1002/env.753 https://archimer.ifremer.fr/doc/00000/1225/ |
| Summary: | 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. |
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