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...

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Published in:Environmetrics
Main Authors: Ailliot, Pierre, Monbet, Valérie, Prevosto, Marc
Format: Article in Journal/Newspaper
Language:English
Published: Wiley InterScience 2006
Subjects:
Online Access:https://archimer.ifremer.fr/doc/00000/1225/875.pdf
https://doi.org/10.1002/env.753
https://archimer.ifremer.fr/doc/00000/1225/
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author Ailliot, Pierre
Monbet, Valérie
Prevosto, Marc
author_facet Ailliot, Pierre
Monbet, Valérie
Prevosto, Marc
author_sort Ailliot, Pierre
collection Archimer (Archive Institutionnelle de l'Ifremer - Institut français de recherche pour l'exploitation de la mer)
container_issue 2
container_start_page 107
container_title Environmetrics
container_volume 17
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
genre North Atlantic
genre_facet North Atlantic
id ftarchimer:oai:archimer.ifremer.fr:1225
institution Open Polar
language English
op_collection_id ftarchimer
op_container_end_page 117
op_doi https://doi.org/10.1002/env.753
op_relation https://archimer.ifremer.fr/doc/00000/1225/875.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_source Environmetrics (1180-4009) (Wiley InterScience), 2006-03 , Vol. 17 , N. 2 , P. 107-117
publishDate 2006
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spelling ftarchimer:oai:archimer.ifremer.fr:1225 2025-04-06T15:00:06+00:00 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/00000/1225/875.pdf https://doi.org/10.1002/env.753 https://archimer.ifremer.fr/doc/00000/1225/ eng eng Wiley InterScience https://archimer.ifremer.fr/doc/00000/1225/875.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 Article info:eu-repo/semantics/article 2006 ftarchimer https://doi.org/10.1002/env.753 2025-03-13T05:23:14Z 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
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
title 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_short An autoregressive model with time-varying coefficients for wind fields
title_sort autoregressive model with time-varying coefficients for wind fields
topic Markov switching autoregressive model
Wind fields
Space time model
topic_facet Markov switching autoregressive model
Wind fields
Space time model
url https://archimer.ifremer.fr/doc/00000/1225/875.pdf
https://doi.org/10.1002/env.753
https://archimer.ifremer.fr/doc/00000/1225/