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Wind speed oscillations are known to exhibit varying characteristics at different time scales. Our recent analysis has shown that a collection of autoregressive models fitted separately on the frequency components of wind speed data can significantly increase the prediction accuracy. In this paper, we report the results of the investigation of dynamical behaviour across a broad frequency spectrum...
Simple linear methods are widely used for time series modelling and prediction and in particular for the forecast of wind speed variations. Linear prediction models are popular for their simplicity and computational efficiency, but their prediction accuracy generally deteriorates beyond a few time steps. In this paper we demonstrate that the prediction accuracy of simple auto-regressive (AR) models...
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