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Markov-Switching Linked Autoregressive Model for Non-continuous Wind Direction Data

Author

Listed:
  • Xiaoping Zhan

    (Sichuan University)

  • Tiefeng Ma

    (Southwestern University of Finance and Economics)

  • Shuangzhe Liu

    (University of Canberra)

  • Kunio Shimizu

    (The Institute of Statistical Mathematics)

Abstract

In this paper, a Markov-switching linked autoregressive model is proposed to describe and forecast non-continuous wind direction data. Due to the influence factors of geography and atmosphere, the distribution of wind direction is disjunct and multi-modal. Moreover, for a number of practical situations, wind direction is a time series and its dependence on time provides very important information for modeling. Our model takes these two points into account to give an accurate prediction of this kind of wind direction. A simulation study shows that our model has a significantly higher prediction accuracy and a smaller mean circular prediction error than three existing models and it is illustrated to be effective by analyzing real data. Supplementary materials accompanying this paper appear online.

Suggested Citation

  • Xiaoping Zhan & Tiefeng Ma & Shuangzhe Liu & Kunio Shimizu, 2018. "Markov-Switching Linked Autoregressive Model for Non-continuous Wind Direction Data," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(3), pages 410-425, September.
    • Handle: RePEc:spr:jagbes:v:23:y:2018:i:3:d:10.1007_s13253-018-0331-z
    DOI: 10.1007/s13253-018-0331-z
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    References listed on IDEAS

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    Cited by:

    1. Fatemeh Hassanzadeh, 2021. "A smoothing spline model for multimodal and skewed circular responses: Applications in meteorology and oceanography," Environmetrics, John Wiley & Sons, Ltd., vol. 32(2), March.

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