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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Vydané v:	Applied energy Ročník 88; číslo 3; s. 724 - 732
Hlavní autori:	Liu, Heping, Erdem, Ergin, Shi, Jing
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Kidlington Elsevier Ltd 01.03.2011 Elsevier
Edícia:	Applied Energy
Predmet:	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
On-line prístup:	Získať plný text
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