Gaussian linear state-space model for wind fields in the North-East Atlantic

Abstract : A multisite stochastic generator for wind speed is proposed. It aims at simulating realistic wind conditions with a focus on reproducing the space-time motions of the meteorological systems. A Gaussian linear state-space model is used where the latent state may be interpreted as regional wind conditions and the observation equation links regional 1 and local scales. Parameter estimation is performed by combining a method of moments and the EM algorithm. The model is fitted to 6-hourly reanalysis data in the North-East Atlantic. It is shown that the fitted model is interpretable and provides a good description of important properties of the space-time covariance function of the data, such as the non full-symmetry induced by prevailing flows in this area.
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Environmetrics, Wiley, 2015, 26 (1), pp.29--38. 〈10.1002/env.2299〉
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Julie Bessac, Pierre Ailliot, Valérie Monbet. Gaussian linear state-space model for wind fields in the North-East Atlantic. Environmetrics, Wiley, 2015, 26 (1), pp.29--38. 〈10.1002/env.2299〉. 〈hal-01100142〉

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