MA to ARMA modeling of wind

Marc Mignolet; Pol D. Spanos

doi:10.1016/0167-6105(90)90326-8

MA to ARMA modeling of wind

Marc Mignolet, Pol D. Spanos

Research output: Contribution to journal › Article › peer-review

24 Scopus citations

Abstract

An efficient method to determine expeditiously autoregressive moving average (ARMA) algorithms for simulating realizations of multivariate random processes with a specified (target) spectral matrix is presented from a perspective of wind engineering applicability. The computation of the parameters of the ARMA model is accomplished by relying on the minimization of frequency domain errors. The usefulness of the new method is demonstrated by considering a trivariate wind velocity spectrum.

Original language	English (US)
Pages (from-to)	429-438
Number of pages	10
Journal	Journal of Wind Engineering and Industrial Aerodynamics
Volume	36
Issue number	PART 1
DOIs	https://doi.org/10.1016/0167-6105(90)90326-8
State	Published - 1990

ASJC Scopus subject areas

Civil and Structural Engineering
Renewable Energy, Sustainability and the Environment
Mechanical Engineering

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10.1016/0167-6105(90)90326-8

Cite this

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title = "MA to ARMA modeling of wind",

abstract = "An efficient method to determine expeditiously autoregressive moving average (ARMA) algorithms for simulating realizations of multivariate random processes with a specified (target) spectral matrix is presented from a perspective of wind engineering applicability. The computation of the parameters of the ARMA model is accomplished by relying on the minimization of frequency domain errors. The usefulness of the new method is demonstrated by considering a trivariate wind velocity spectrum.",

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year = "1990",

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AU - Mignolet, Marc

AU - Spanos, Pol D.

PY - 1990

Y1 - 1990

N2 - An efficient method to determine expeditiously autoregressive moving average (ARMA) algorithms for simulating realizations of multivariate random processes with a specified (target) spectral matrix is presented from a perspective of wind engineering applicability. The computation of the parameters of the ARMA model is accomplished by relying on the minimization of frequency domain errors. The usefulness of the new method is demonstrated by considering a trivariate wind velocity spectrum.

AB - An efficient method to determine expeditiously autoregressive moving average (ARMA) algorithms for simulating realizations of multivariate random processes with a specified (target) spectral matrix is presented from a perspective of wind engineering applicability. The computation of the parameters of the ARMA model is accomplished by relying on the minimization of frequency domain errors. The usefulness of the new method is demonstrated by considering a trivariate wind velocity spectrum.

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U2 - 10.1016/0167-6105(90)90326-8

DO - 10.1016/0167-6105(90)90326-8

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JO - Journal of Wind Engineering and Industrial Aerodynamics

JF - Journal of Wind Engineering and Industrial Aerodynamics

IS - PART 1

ER -

MA to ARMA modeling of wind

Abstract

ASJC Scopus subject areas

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