A generalized linear model approach to seasonal aspects of wind speed modeling |
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| Authors: | Alain Bensoussan Pierre Bertrand |
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| Institution: | 1. School of Management, University of Texas at Dallas, Richardson, TX, USA;2. Department SEEM, Hong-Kong City University, Hong Kong;3. Laboratoire de Mathématiques, UMR CNRS 6620, Université Clermont-Ferrand 2, Clermont-Ferrand, France |
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| Abstract: | The aim of the article is to identify the intraday seasonality in a wind speed time series. Following the traditional approach, the marginal probability law is Weibull and, consequently, we consider seasonal Weibull law. A new estimation and decision procedure to estimate the seasonal Weibull law intraday scale parameter is presented. We will also give statistical decision-making tools to discard or not the trend parameter and to validate the seasonal model. |
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| Keywords: | generalized linear models maximum likelihood estimation seasonality Weibull law wind speed time series |
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