Markov-switching autoregressive models for wind time series.

Pierre Ailliot Valérie Monbet

Published in: Environ. Model. Softw. (2012)

Keyphrases

autoregressive model
autoregressive
markov chain
non stationary
multivariate time series
wind speed
continuous valued
wavelet domain
high quality
random fields
wavelet decomposition
feature selection
multiscale
multiresolution
optical flow
state space