Spatial--temporal model for wind speed in Lithuania

Jūratė Šaltytė Benth and Laura Šaltytė

Journal of Applied Statistics, 2011, vol. 38, issue 6, 1151-1168

Abstract: In this paper, we propose a spatial--temporal model for the wind speed (WS). We first estimate the model at the single spatial meteorological station independently on spatial correlations. The temporal model contains seasonality, a higher-order autoregressive component and a variance describing the remaining heteroskedesticity in residuals. We then model spatial dependencies by a Gaussian random field. The model is estimated on daily WS records from 18 meteorological stations in Lithuania. The validation procedure based on out-of-sample observations shows that the proposed model is reliable and can be used for various practical applications.

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:38:y:2011:i:6:p:1151-1168

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DOI: 10.1080/02664763.2010.491857

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