[图书][B] GARCH models: structure, statistical inference and financial applications

C Francq, JM Zakoian - 2019 - books.google.com
Provides a comprehensive and updated study of GARCH models and their applications in
finance, covering new developments in the discipline This book provides a comprehensive …

Forecasting wind speed with recurrent neural networks

Q Cao, BT Ewing, MA Thompson - European Journal of Operational …, 2012 - Elsevier
This research presents a comparative analysis of the wind speed forecasting accuracy of
univariate and multivariate ARIMA models with their recurrent neural network counterparts …

Wind power density forecasting using ensemble predictions and time series models

JW Taylor, PE McSharry… - IEEE Transactions on …, 2009 - ieeexplore.ieee.org
Wind power is an increasingly used form of renewable energy. The uncertainty in wind
generation is very large due to the inherent variability in wind speed, and this needs to be …

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

H Liu, E Erdem, J Shi - Applied Energy, 2011 - Elsevier
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 …

Thunderstorm characteristics of importance to wind engineering

FT Lombardo, DA Smith, JL Schroeder… - Journal of Wind …, 2014 - Elsevier
The idea that “wind is wind”, irrespective of causal mechanism, allows wind and pressure
information collected in wind tunnels to be used in wind load standards. This concept is …

Forecasting wind power–modeling periodic and non-linear effects under conditional heteroscedasticity

F Ziel, C Croonenbroeck, D Ambach - Applied Energy, 2016 - Elsevier
In this article we present an approach that enables joint wind speed and wind power
forecasts for a wind park. We combine a multivariate seasonal time varying threshold …

Near-surface wind characteristics of extreme thunderstorm outflows

KD Orwig, JL Schroeder - Journal of wind engineering and industrial …, 2007 - Elsevier
Wind engineers have long contemplated how to handle thunderstorm winds. Their flow
characteristics are non-stationary and difficult to analyze. Models and simulations have …

A new high-dimensional time series approach for wind speed, wind direction and air pressure forecasting

D Ambach, W Schmid - Energy, 2017 - Elsevier
Many wind speed forecasting approaches have been proposed in literature. In this paper a
new statistical approach for jointly predicting wind speed, wind direction and air pressure is …

Wind speed and power forecasting-a review and incorporating asymmetric loss

D Ambach, P Vetter - 2016 Second International Symposium on …, 2016 - ieeexplore.ieee.org
The energy turnaround in Europe increases the importance of wind speed as well as power
predictions. This article provides a review of different forecasting approaches for wind speed …

A general probabilistic forecasting framework for offshore wind power fluctuations

PJ Trombe, P Pinson, H Madsen - Energies, 2012 - mdpi.com
Accurate wind power forecasts highly contribute to the integration of wind power into power
systems. The focus of the present study is on large-scale offshore wind farms and the …