Construction of a Langevin model from time series with a periodical correlation function: Application to wind speed data
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DOI: 10.1016/j.physa.2013.07.041
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- Montagnon, Chris, 2017. "Forecasting with the Fokker–Planck model: Bayesian setting of parameter," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 253-262.
- Montagnon, Chris, 2015. "A closed solution to the Fokker–Planck equation applied to forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 420(C), pages 14-22.
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Keywords
Time series modeling; Stochastic models; Langevin equation; Correlation function; Wind speed;All these keywords.
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