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Space‐Time Modelling with Long‐Memory Dependence: Assessing Ireland's Wind Power Resource

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  • John Haslett
  • Adrian E. Raftery

Abstract

We consider estimation of the long term average power output from a wind turbine generator at a site for which few data on wind speeds are available. Long term records of wind speeds at the 12 synoptic meteorological stations are also used. Inference is based on a simple and parsimonious approximating model which accounts for the main features of wind speeds in Ireland, namely seasonal effects, spatial correlation, short‐memory temporal autocorrelation and long‐memory temporal dependence. It synthesizes deseasonalization, kriging, ARMA modelling and fractional differencing in a natural way. A simple kriging estimator performs well as a point estimator, and good interval estimators result from the model. The resulting procedure is easy to apply in practice.

Suggested Citation

  • John Haslett & Adrian E. Raftery, 1989. "Space‐Time Modelling with Long‐Memory Dependence: Assessing Ireland's Wind Power Resource," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 38(1), pages 1-21, March.
    • Handle: RePEc:bla:jorssc:v:38:y:1989:i:1:p:1-21
    DOI: 10.2307/2347679
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