Argonne National Laboratory

Comparison of Hidden and Observed Regime-Switching Autoregressive Models for (u,v)-Components of Wind Fields in the Northeast Atlantic

TitleComparison of Hidden and Observed Regime-Switching Autoregressive Models for (u,v)-Components of Wind Fields in the Northeast Atlantic
Publication TypeJournal Article
Year of Publication2015
AuthorsBessac, J, Ailliot, P, Cattiaux, J, Monbet, V
JournalAdvances in Statistical Climatology, Meteorolgy and Oceanolgraphy
Volume2
Pagination1-16
Date Published02/2016
Other NumbersANL/MCS-P5390-0815
AbstractSeveral multisite stochastic generators of zonal and meridional components of wind are proposed in this paper. A regime-switching framework is introduced to account for the alternation of intensity and variability that is observed on wind conditions due to the existence of different weather types. This modeling blocks time series into periods in which the series is described by a single model. The regime-switching is modeled by a discrete variable that can be introduced as a latent (or hidden) variable or as an observed variable. In the latter case a clustering algorithm is used before fitting the model to extract the regime. Conditionally to the regimes, the observed wind conditions are assumed to evolve as a linear Gaussian vector autoregressive (VAR) model. Various questions are explored, such as the modeling of the regime in a multisite context, the extraction of relevant clusterings from extra-variables or from the local wind data, and the link between weather types extracted from wind data and large-scale weather regimes derived from a descriptor of the atmospheric circulation. We also discuss relative advantages of hidden and observed regime-switching models. For artificial stochastic generation of wind sequences, we show that the proposed models reproduce the average space-time motions of wind conditions; and we highlight the advantage of regime-switching models in reproducing the alternation of intensity and variability in wind conditions.  
URLhttp://www.adv-stat-clim-meteorol-oceanogr.net/2/1/2016/
DOI10.5194/ascmo-2-1-2016
PDFhttp://www.mcs.anl.gov/papers/P5390-0815.pdf