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...

Full description

Bibliographic Details
Published in:Environmetrics
Main Authors: Ailliot, Pierre, Monbet, Valérie, Prevosto, Marc
Format: Article in Journal/Newspaper
Language:English
Published: Wiley InterScience 2006
Subjects:
Markov switching autoregressive model
Wind fields
Space time model
North Atlantic
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/
id ftarchimer:oai:archimer.ifremer.fr:1225
record_format openpolar
spelling ftarchimer:oai:archimer.ifremer.fr:1225 2023-05-15T17:30:32+02:00 An autoregressive model with time-varying coefficients for wind fields Ailliot, Pierre Monbet, Valérie Prevosto, Marc 2006-03 application/pdf https://archimer.ifremer.fr/doc/2006/publication-1225.pdf https://doi.org/10.1002/env.753 https://archimer.ifremer.fr/doc/00000/1225/ eng eng Wiley InterScience https://archimer.ifremer.fr/doc/2006/publication-1225.pdf doi:10.1002/env.753 https://archimer.ifremer.fr/doc/00000/1225/ 2006 Wiley InterScience info:eu-repo/semantics/openAccess restricted use Environmetrics (1180-4009) (Wiley InterScience), 2006-03 , Vol. 17 , N. 2 , P. 107-117 Markov switching autoregressive model Wind fields Space time model text Publication info:eu-repo/semantics/article 2006 ftarchimer https://doi.org/10.1002/env.753 2021-09-23T20:13:44Z 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. Article in Journal/Newspaper North Atlantic Archimer (Archive Institutionnelle de l'Ifremer - Institut français de recherche pour l'exploitation de la mer) Environmetrics 17 2 107 117
institution Open Polar
collection Archimer (Archive Institutionnelle de l'Ifremer - Institut français de recherche pour l'exploitation de la mer)
op_collection_id ftarchimer
language English
topic Markov switching autoregressive model
Wind fields
Space time model
spellingShingle Markov switching autoregressive model
Wind fields
Space time model
Ailliot, Pierre
Monbet, Valérie
Prevosto, Marc
An autoregressive model with time-varying coefficients for wind fields
topic_facet Markov switching autoregressive model
Wind fields
Space time model
description 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.
format Article in Journal/Newspaper
author Ailliot, Pierre
Monbet, Valérie
Prevosto, Marc
author_facet Ailliot, Pierre
Monbet, Valérie
Prevosto, Marc
author_sort Ailliot, Pierre
title An autoregressive model with time-varying coefficients for wind fields
title_short An autoregressive model with time-varying coefficients for wind fields
title_full An autoregressive model with time-varying coefficients for wind fields
title_fullStr An autoregressive model with time-varying coefficients for wind fields
title_full_unstemmed An autoregressive model with time-varying coefficients for wind fields
title_sort autoregressive model with time-varying coefficients for wind fields
publisher Wiley InterScience
publishDate 2006
url https://archimer.ifremer.fr/doc/2006/publication-1225.pdf
https://doi.org/10.1002/env.753
https://archimer.ifremer.fr/doc/00000/1225/
genre North Atlantic
genre_facet North Atlantic
op_source Environmetrics (1180-4009) (Wiley InterScience), 2006-03 , Vol. 17 , N. 2 , P. 107-117
op_relation https://archimer.ifremer.fr/doc/2006/publication-1225.pdf
doi:10.1002/env.753
https://archimer.ifremer.fr/doc/00000/1225/
op_rights 2006 Wiley InterScience
info:eu-repo/semantics/openAccess
restricted use
op_doi https://doi.org/10.1002/env.753
container_title Environmetrics
container_volume 17
container_issue 2
container_start_page 107
op_container_end_page 117
_version_ 1766127367365853184

Similar Items