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Modeling wind energy flux by a Birnbaum--Saunders distribution with an unknown shift parameter

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  • V�ctor Leiva
  • Emilia Athayde
  • Cecilia Azevedo
  • Carolina Marchant

Abstract

In this paper, we discuss a Birnbaum--Saunders distribution with an unknown shift parameter and apply it to wind energy modeling. We describe structural aspects of this distribution including properties, moments, mode and hazard and shape analyses. We also discuss estimation, goodness of fit and diagnostic methods for this distribution. A computational implementation in R language of the obtained results is provided. Finally, we apply such results to two unpublished real wind speed data from Chile, which allows us to show the characteristics of this statistical distribution and to model wind energy flux.

Suggested Citation

  • V�ctor Leiva & Emilia Athayde & Cecilia Azevedo & Carolina Marchant, 2011. "Modeling wind energy flux by a Birnbaum--Saunders distribution with an unknown shift parameter," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2819-2838, February.
    • Handle: RePEc:taf:japsta:v:38:y:2011:i:12:p:2819-2838
    DOI: 10.1080/02664763.2011.570319
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    References listed on IDEAS

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    1. Leiva, Victor & Barros, Michelli & Paula, Gilberto A. & Galea, Manuel, 2007. "Influence diagnostics in log-Birnbaum-Saunders regression models with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5694-5707, August.
    2. Hubert, M. & Vandervieren, E., 2008. "An adjusted boxplot for skewed distributions," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5186-5201, August.
    3. Vilca, Filidor & Santana, Lucia & Leiva, Víctor & Balakrishnan, N., 2011. "Estimation of extreme percentiles in Birnbaum-Saunders distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1665-1678, April.
    4. Hongtu Zhu, 2004. "A diagnostic procedure based on local influence," Biometrika, Biometrika Trust, vol. 91(3), pages 579-589, September.
    5. Bhatti, Chad R., 2010. "The Birnbaum–Saunders autoregressive conditional duration model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2062-2078.
    6. Manuel Galea & Victor Leiva-Sanchez & Gilberto Paula, 2004. "Influence Diagnostics in log-Birnbaum-Saunders Regression Models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(9), pages 1049-1064.
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    Cited by:

    1. Camilo Lillo & Víctor Leiva & Orietta Nicolis & Robert G. Aykroyd, 2018. "L-moments of the Birnbaum–Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(2), pages 187-209, January.
    2. Carolina Marchant & Víctor Leiva & Francisco José A. Cysneiros & Juan F. Vivanco, 2016. "Diagnostics in multivariate generalized Birnbaum-Saunders regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(15), pages 2829-2849, November.
    3. Robert G. Aykroyd & Víctor Leiva & Carolina Marchant, 2018. "Multivariate Birnbaum-Saunders Distributions: Modelling and Applications," Risks, MDPI, vol. 6(1), pages 1-25, March.
    4. Xu Guo & Hecheng Wu & Gaorong Li & Qiuyue Li, 2017. "Inference for the common mean of several Birnbaum–Saunders populations," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(5), pages 941-954, April.
    5. V�ctor Leiva & Carolina Marchant & Helton Saulo & Muhammad Aslam & Fernando Rojas, 2014. "Capability indices for Birnbaum-Saunders processes applied to electronic and food industries," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(9), pages 1881-1902, September.
    6. Fierro, Raúl & Leiva, Víctor & Ruggeri, Fabrizio & Sanhueza, Antonio, 2013. "On a Birnbaum–Saunders distribution arising from a non-homogeneous Poisson process," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1233-1239.
    7. Azevedo, Cecilia & Leiva, Víctor & Athayde, Emilia & Balakrishnan, N., 2012. "Shape and change point analyses of the Birnbaum–Saunders-t hazard rate and associated estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3887-3897.

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