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	Provedor de dados ArchiMer (2) Autor Ailliot, Pierre (2) Monbet, Valérie (1) Prevosto, Marc (1) Palavra-chave Space time model (2) Asymptotic properties (1) Estimateurs du maximum de vraisemblance (1) Markov Switching autoregressive model (1) Markov switching autoregressive model (1) Maximum likelihood estimator (1) Modèle spatio temporel (1) Modèles autorégressifs à changements de régimes markoviens (1) Propriétés asymptotiques (1) Stability (1) Stabilité (1) Séries temporelles de vent (1) Wind fields (1) Wind time series (1) Mais... Tipo do documento Text (2) Ano 2006 (1) 2004 (1) País France (2) Idioma Francês (1) Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última An autoregressive model with time-varying coefficients for wind fields ArchiMer Ailliot, Pierre; Monbet, Valérie; Prevosto, Marc. In this article, an original Markov-switching autoregressive model is proposed to describe the space-time evolution of wind fields. At first, a non-observable process is introduced in order to model the motion of the meteorological structures. Then, conditionally to this process, the evolution of the wind fields is described using autoregressive models with time-varying coefficients. The proposed model is calibrated and validated on data ill the North Atlantic. Tipo: Text Palavras-chave: Markov switching autoregressive model; Wind fields; Space time model. Ano: 2006 URL: http://archimer.ifremer.fr/doc/2006/publication-1225.pdf Modèles autorégressifs à changements de régimes markoviens. Applications aux séries tempo-relles de vent ArchiMer Ailliot, Pierre. In this thesis, several original Markov switching autoregressive model are proposed for wind time series. The first chapter is devoted to a theoretical study of these models. We focus mainly on the problems of the numerical calculation of the maximum likelihood estimators, of the asymp-totic behavior of these estimators and finally of model selection and validation. In the second chapter, we propose various Markov switching autoregressive model to describe the evolution of the wind in a fixed point, and then in the third chapter its space-time evolution. For each suggested model, we check the physical interpretability of the various parameters, and their capacity to simulate realistic artificial sequences. The obtained results are compared to those... Tipo: Text Palavras-chave: Space time model; Wind time series; Asymptotic properties; Maximum likelihood estimator; Stability; Markov Switching autoregressive model; Modèle spatio temporel; Séries temporelles de vent; Propriétés asymptotiques; Estimateurs du maximum de vraisemblance; Stabilité; Modèles autorégressifs à changements de régimes markoviens. Ano: 2004 URL: http://archimer.ifremer.fr/doc/2004/these-325.pdf Registros recuperados: 2 Primeira ... 1 ... Última

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