Modeling the Variability of Sydney Harbor Wind Measurements

Edward Cripps School of Mathematics, University of New South Wales, Sydney, New South Wales, Australia

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William T. M. Dunsmuir School of Mathematics, University of New South Wales, Sydney, New South Wales, Australia

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Abstract

The time-dependent behavior in the variability of wind measurements is investigated using bivariate generalized autoregressive conditional heteroscedastic models. These models express the current level of short-timescale wind variability in terms of previous observed values of the fluctuations from mean wind fields. As such, these models provide a useful descriptive model that can be applied to short-term forecasting of variability of wind fluctuations around local mean levels.

Corresponding author address: William T. M. Dunsmuir, Department of Statistics, School of Mathematics, Red Centre Rm. 2057, University of New South Wales, Sydney, NSW 2052, Australia. w.dunsmuir@unsw.edu.au

Abstract

The time-dependent behavior in the variability of wind measurements is investigated using bivariate generalized autoregressive conditional heteroscedastic models. These models express the current level of short-timescale wind variability in terms of previous observed values of the fluctuations from mean wind fields. As such, these models provide a useful descriptive model that can be applied to short-term forecasting of variability of wind fluctuations around local mean levels.

Corresponding author address: William T. M. Dunsmuir, Department of Statistics, School of Mathematics, Red Centre Rm. 2057, University of New South Wales, Sydney, NSW 2052, Australia. w.dunsmuir@unsw.edu.au

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