Gaussian linear state-space model for wind fields in the North-East Atlantic
Abstract
A space-time model for wind fields is proposed. 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 condition and the observation equation links regional and local scales. Parameter estimation is performed by combining a method of moment and the EM algorithm whose performances are discussed using simulation studies. The model is fitted to 6-hourly reanalysis data in the North-East Atlantic. It is shown that the fitted model is interpretable and provide 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.
Cite
@article{arxiv.1312.5530,
title = {Gaussian linear state-space model for wind fields in the North-East Atlantic},
author = {Julie Bessac and Pierre Ailliot and Valerie Monbet},
journal= {arXiv preprint arXiv:1312.5530},
year = {2013}
}