The threshold model allows expression with different Autoregressive Moving Average (ARMA) models sorted according to the threshold value of the observations. In this study, nineteen years of observed wind speed data have been modeled with the Self Exciting Threshold Autoregressive (SETAR) model. Two different Autoregressive (AR(3)) models have been obtained for the situation where the wind speed was below and above 2.5 m / s of the previous observation in the time series. In addition, in the SETAR (1,3,3) model, it has been determined that the residual terms have the effect of GARCH (1,1) and a range has been estimated for model predictions.
Threshold autoregressive Model GARCH wind speed SETAR prediction weibull distribution
Birincil Dil | İngilizce |
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Konular | Matematik |
Bölüm | Research Article |
Yazarlar | |
Erken Görünüm Tarihi | 30 Ağustos 2022 |
Yayımlanma Tarihi | 31 Ağustos 2022 |
Yayımlandığı Sayı | Yıl 2022 Cilt: 7 Sayı: 2 |