2 resultados para extended regime-switching GARCH
em Universidad Politécnica de Madrid
Resumo:
Wind power time series usually show complex dynamics mainly due to non-linearities related to the wind physics and the power transformation process in wind farms. This article provides an approach to the incorporation of observed local variables (wind speed and direction) to model some of these effects by means of statistical models. To this end, a benchmarking between two different families of varying-coefficient models (regime-switching and conditional parametric models) is carried out. The case of the offshore wind farm of Horns Rev in Denmark has been considered. The analysis is focused on one-step ahead forecasting and a time series resolution of 10 min. It has been found that the local wind direction contributes to model some features of the prevailing winds, such as the impact of the wind direction on the wind variability, whereas the non-linearities related to the power transformation process can be introduced by considering the local wind speed. In both cases, conditional parametric models showed a better performance than the one achieved by the regime-switching strategy. The results attained reinforce the idea that each explanatory variable allows the modelling of different underlying effects in the dynamics of wind power time series.
Resumo:
An earlier analysis of the Hall-magnetohydrodynamics (MHD) tearing instability [E. Ahedo and J. J. Ramos, Plasma Phys. Controlled Fusion 51, 055018 (2009)] is extended to cover the regime where the growth rate becomes comparable or exceeds the sound frequency. Like in the previous subsonic work, a resistive, two-fluid Hall-MHD model with massless electrons and zero-Larmor-radius ions is adopted and a linear stability analysis about a force-free equilibrium in slab geometry is carried out. A salient feature of this supersonic regime is that the mode eigenfunctions become intrinsically complex, but the growth rate remains purely real. Even more interestingly, the dispersion relation remains of the same form as in the subsonic regime for any value of the instability Mach number, provided only that the ion skin depth is sufficiently small for the mode ion inertial layer width to be smaller than the macroscopic lengths, a generous bound that scales like a positive power of the Lundquist number