FN Archimer Export Format PT J TI An autoregressive model with time-varying coefficients for wind fields BT AF AILLIOT, Pierre MONBET, Valérie PREVOSTO, Marc AS 1:1;2:1,2;3:2; FF 1:;2:;3:PDG-DOP-DCB-ERT-HO; C1 Univ S Brittany, ABRES, CERYC, Dept Appl Stat, F-56017 Vannes, France. IFREMER, DCB, ERT, HO,Hydrodynam & Metocean, F-29280 Plouzane, France. C2 UBS, FRANCE IFREMER, FRANCE SI BREST SE PDG-DOP-DCB-ERT-HO IN WOS Ifremer jusqu'en 2018 copubli-france copubli-univ-france IF 0.632 TC 45 UR https://archimer.ifremer.fr/doc/2006/publication-1225.pdf LA English DT Article DE ;Markov switching autoregressive model;Wind fields;Space time model AB 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. PY 2006 PD MAR SO Environmetrics SN 1180-4009 PU Wiley InterScience VL 17 IS 2 UT 000235922800001 BP 107 EP 117 DI 10.1002/env.753 ID 1225 ER EF