Copula autoregressive methodology for the simulation of wind speed and direction time series

"This paper applies a copula autoregressive methodology for simulating hourly wind speed and direction time series considering the serial and between-series dependence. This methodology allows non-linear and asyrnrnetric modelling of the series, which translates to a better replication Of the s...

Full description

Autores:
Sarmiento Cardona, Carlos Alberto
Tipo de recurso:
Fecha de publicación:
2016
Institución:
Universidad de los Andes
Repositorio:
Séneca: repositorio Uniandes
Idioma:
eng
OAI Identifier:
oai:repositorio.uniandes.edu.co:1992/61125
Acceso en línea:
http://hdl.handle.net/1992/61125
Palabra clave:
Análisis de series de tiempo
Cópulas (Estadística matemática)
Rights
openAccess
License
https://repositorio.uniandes.edu.co/static/pdf/aceptacion_uso_es.pdf
Description
Summary:"This paper applies a copula autoregressive methodology for simulating hourly wind speed and direction time series considering the serial and between-series dependence. This methodology allows non-linear and asyrnrnetric modelling of the series, which translates to a better replication Of the statistical Of the time series Of historical data used. Also it allows to separate Out the modelling Of the temporal dependence from the marginal behaviour Of the time series. Results showed that the copula autoregressive methodolouy is able to reproduce most of the linear and non-linear characteristics observed on the original series". -- Tomado del resumen.