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Markov chain model for turbulent wind speed data

: Kantz, H.; Holstein, D.; Ragwitz, M.; Vitanov, N.K.


Physica. A 342 (2004), Nr.1-2, S.315-321
ISSN: 0378-4371
Latin American Workshop on Nonlinear Phenomena <8, 2003, Salvador>
Zeitschriftenaufsatz, Konferenzbeitrag
Fraunhofer ISI ()
time series analysis; Markov Chain; turbulence

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.