An autoregressive model with time-varying coefficients for wind fields

Type Article
Date 2006-03
Language English
Author(s) Ailliot Pierre1, Monbet Valérie1, 2, Prevosto MarcORCID2
Affiliation(s) 1 : Univ S Brittany, ABRES, CERYC, Dept Appl Stat, F-56017 Vannes, France.
2 : IFREMER, DCB, ERT, HO,Hydrodynam & Metocean, F-29280 Plouzane, France.
Source Environmetrics (1180-4009) (Wiley InterScience), 2006-03 , Vol. 17 , N. 2 , P. 107-117
DOI 10.1002/env.753
WOS© Times Cited 45
Keyword(s) Markov switching autoregressive model, Wind fields, Space time model
Abstract 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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