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Construction of SDE-based wind speed models with exponentially decaying autocorrelation

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dc.contributor.author Zárate-Miñano, Rafael
dc.contributor.author Milano, Federico
dc.date.accessioned 2021-09-13T13:25:51Z
dc.date.available 2021-09-13T13:25:51Z
dc.date.issued 2016-03-24
dc.identifier.citation Zárate-Miñano, R., & Milano, F. (2016). Construction of SDE-based wind speed models with exponentially decaying autocorrelation. Renewable Energy, 94, 186-196. https://doi.org/10.1016/j.renene.2016.03.026 es_ES
dc.identifier.issn 0960-1481
dc.identifier.uri http://hdl.handle.net/10578/28924
dc.description.abstract This paper provides a systematic method to build wind speed models based on stochastic differential equations (SDEs). The resulting models produce stochastic processes with a given probability distribution and exponentially decaying autocorrelation function. The only information needed to build the models is the probability density function of the wind speed and its autocorrelation coefficient. Unlike other methods previously proposed in the literature, the proposed method leads to models able to reproduce an exact exponential autocorrelation even if the probability distribution is not Gaussian. A sufficient condition for the property above is provided. The paper includes the explicit formulation of SDE-based wind speed models obtained from several probability distributions used in the literature to describe different wind speed behaviors. All models are validated through numerical simulations. Finally, the proposed procedure is applied to model the wind speed observed at a meteorological station in New Zealand. A comparison of the statistical properties of the wind speed measurements and of the stochastic process generated by the SDE model is also provided. es_ES
dc.format application/pdf es_ES
dc.language.iso en es_ES
dc.publisher Elsevier es_ES
dc.rights info:eu-repo/semantics/openAccess es_ES
dc.subject Stochastic differential equations es_ES
dc.subject Wind speed modeling es_ES
dc.subject Stationary process es_ES
dc.subject Regression theorem es_ES
dc.subject Exponential autocorrelation es_ES
dc.subject Non-gaussian processes es_ES
dc.title Construction of SDE-based wind speed models with exponentially decaying autocorrelation es_ES
dc.type info:eu-repo/semantics/article es_ES
dc.relation.projectID DPI2015-71280-R MINECO/FEDER, UE es_ES
dc.relation.projectID SFI/09/SRC/E1780 Science Foundation Ireland es_ES
dc.relation.projectID PCIG14-GA-2013-630811 EC Marie Sklodowska-Curie Career Integration es_ES
dc.identifier.DOI https://doi.org/10.1016/j.renene.2016.03.026


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