Comprehensive evaluation of ARMA–GARCH(-M) approaches for modeling the mean and volatility of wind speed

Accurately modeling the mean and volatility of wind speed can be beneficial to effective wind energy utilization. For this purpose, this paper evaluates the effectiveness of autoregressive moving average–generalized autoregressive conditional heteroscedasticity (ARMA–GARCH) approaches for modeling t...

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Bibliographic Details
Published in:	Applied energy Vol. 88; no. 3; pp. 724 - 732
Main Authors:	Liu, Heping, Erdem, Ergin, Shi, Jing
Format:	Journal Article
Language:	English
Published:	Kidlington Elsevier Ltd 01.03.2011 Elsevier
Series:	Applied Energy
Subjects:	Applied sciences ARMA Asymmetry Colorado data collection Deterioration Energy Energy utilization Exact sciences and technology Forecasting GARCH GARCH-M heteroskedasticity Mathematical models Natural energy Nonlinearity Trends Volatility Wind energy Wind power generation Wind speed Wind speed Forecasting ARMA GARCH GARCH-M Colorado USA, Colorado GARCH ARMA Wind speed GARCH-M Forecasting
ISSN:	0306-2619, 1872-9118
Online Access:	Get full text
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