Markov chain model for turbulent wind speed data

A continuous state Markov chain of suitable order is employed to approximate the dynamics of surface wind speeds recorded at a single site. Using past observations, the model yields probabilistic forecasts of the future. We employ it for the prediction of turbulent gusts.

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Year of publication:	2004
Authors:	Kantz, Holger ; Holstein, Detlef ; Ragwitz, Mario ; K. Vitanov, Nikolay
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 342.2004, 1, p. 315-321
Publisher:	Elsevier
Subject:	Time series analysis \| Markov chains \| Turbulence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010589592