Estimation of Wind Speed Data with Setar Model

Authors : Ümran Münire KAHRAMAN, İsmail ARSEL, Aşır GENÇ, Galip OTURANÇ

Pages : 115-124

Doi:10.30931/jetas.1099407

View : 11 | Download : 8

Publication Date : 2022-08-31

Article Type : Research Paper

Abstract :The threshold model allows expression with different Autoregressive Moving Average insert ignore into journalissuearticles values(ARMA); models sorted according to the threshold value of the observations. In this study, nineteen years of observed wind speed data have been modeled with the Self Exciting Threshold Autoregressive insert ignore into journalissuearticles values(SETAR); model. Two different Autoregressive insert ignore into journalissuearticles values(ARinsert ignore into journalissuearticles values(3);); models have been obtained for the situation where the wind speed was below and above 2.5 m / s of the previous observation in the time series. In addition, in the SETAR insert ignore into journalissuearticles values(1,3,3); model, it has been determined that the residual terms have the effect of GARCH insert ignore into journalissuearticles values(1,1); and a range has been estimated for model predictions.
Keywords : Threshold autoregressive Model, GARCH, wind speed, SETAR prediction, weibull distribution