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...

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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
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spelling Al consultar y hacer uso de este recurso, está aceptando las condiciones de uso establecidas por los autores.https://repositorio.uniandes.edu.co/static/pdf/aceptacion_uso_es.pdfinfo:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Valencia Arboleda, Carlos Felipe134e235e-2eb5-46e1-905c-9f076f153dcb400Sarmiento Cardona, Carlos Alberto4bcb3b87-0652-49ef-8d64-efff6679ca5b500Akhavan Tabatabaei, RahaMura, Ivan2022-09-26T22:09:43Z2022-09-26T22:09:43Z2016http://hdl.handle.net/1992/61125instname:Universidad de los Andesreponame:Repositorio Institucional Sénecarepourl:https://repositorio.uniandes.edu.co/754491-1001"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.Magíster en Ingeniería IndustrialMaestría17 hojasapplication/pdfengUniversidad de los AndesMaestría en Ingeniería IndustrialFacultad de IngenieríaDepartamento de Ingeniería IndustrialCopula autoregressive methodology for the simulation of wind speed and direction time seriesTrabajo de grado - Maestríainfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/acceptedVersionTexthttp://purl.org/redcol/resource_type/TMAnálisis de series de tiempoCópulas (Estadística matemática)201013998PublicationORIGINAL11367.pdfapplication/pdf1136475https://repositorio.uniandes.edu.co/bitstreams/a0f840c9-56a3-4cf3-9b1a-7d791e7fa27e/download56e000ecf253a2ed97392d13f41c4ca1MD51THUMBNAIL11367.pdf.jpg11367.pdf.jpgIM Thumbnailimage/jpeg18622https://repositorio.uniandes.edu.co/bitstreams/a7a53847-e74a-466d-9f4d-642c2e5ef9f2/download335ad187b6d0bdf758a26689dcf1bfecMD53TEXT11367.pdf.txt11367.pdf.txtExtracted texttext/plain37084https://repositorio.uniandes.edu.co/bitstreams/8a7b8b81-1290-475f-b33f-36d5a0772388/downloada1af02fa8a0a05cc8a8c9415fb9cc0e5MD521992/61125oai:repositorio.uniandes.edu.co:1992/611252023-10-10 18:48:56.295https://repositorio.uniandes.edu.co/static/pdf/aceptacion_uso_es.pdfopen.accesshttps://repositorio.uniandes.edu.coRepositorio institucional Sénecaadminrepositorio@uniandes.edu.co
dc.title.spa.fl_str_mv Copula autoregressive methodology for the simulation of wind speed and direction time series
title Copula autoregressive methodology for the simulation of wind speed and direction time series
spellingShingle Copula autoregressive methodology for the simulation of wind speed and direction time series
Análisis de series de tiempo
Cópulas (Estadística matemática)
title_short Copula autoregressive methodology for the simulation of wind speed and direction time series
title_full Copula autoregressive methodology for the simulation of wind speed and direction time series
title_fullStr Copula autoregressive methodology for the simulation of wind speed and direction time series
title_full_unstemmed Copula autoregressive methodology for the simulation of wind speed and direction time series
title_sort Copula autoregressive methodology for the simulation of wind speed and direction time series
dc.creator.fl_str_mv Sarmiento Cardona, Carlos Alberto
dc.contributor.advisor.none.fl_str_mv Valencia Arboleda, Carlos Felipe
dc.contributor.author.none.fl_str_mv Sarmiento Cardona, Carlos Alberto
dc.contributor.jury.none.fl_str_mv Akhavan Tabatabaei, Raha
Mura, Ivan
dc.subject.keyword.spa.fl_str_mv Análisis de series de tiempo
Cópulas (Estadística matemática)
topic Análisis de series de tiempo
Cópulas (Estadística matemática)
description "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.
publishDate 2016
dc.date.issued.spa.fl_str_mv 2016
dc.date.accessioned.none.fl_str_mv 2022-09-26T22:09:43Z
dc.date.available.none.fl_str_mv 2022-09-26T22:09:43Z
dc.type.spa.fl_str_mv Trabajo de grado - Maestría
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dc.language.iso.spa.fl_str_mv eng
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dc.format.extent.spa.fl_str_mv 17 hojas
dc.format.mimetype.spa.fl_str_mv application/pdf
dc.publisher.spa.fl_str_mv Universidad de los Andes
dc.publisher.program.spa.fl_str_mv Maestría en Ingeniería Industrial
dc.publisher.faculty.spa.fl_str_mv Facultad de Ingeniería
dc.publisher.department.spa.fl_str_mv Departamento de Ingeniería Industrial
institution Universidad de los Andes
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