Section: New Results

Gaussian state–space models for wind speed

Participants : Valérie Monbet, Julie Bessac.

This is a collaboration with Pierre Ailliot (UBO).

A multi–site stochastic generator for wind speed has been developped [11] . It aims at simulating realistic wind conditions with a focus on reproducing the space-time motions of the meteorological systems. A Gaussian linear state–space model is used where the latent state may be interpreted as regional wind conditions and the observation equation links regional and local scales. The model is fitted to 6–hourly reanalysis data in the North–East Atlantic. It is shown that it is interpretable and provides a good description of important properties of the space–time covariance function of the data, such as the non full–symmetry induced by prevailing flows in this area.