A cyclo-stationary complex multichannel wiener filter for the prediction of wind speed and direction

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Abstract

This paper develops a linear predictor for application to wind speed and direction forecasting in time and across different sites. The wind speed and direction are modelled via the magnitude and phase of a complex-valued time-series. A multichannel adaptive filter is set to predict this signal, based on its past values and the spatio-temporal correlation between wind signals measured at numerous geographical locations. The time-varying nature of the underlying system and the annual cycle of seasons motivates the development of a cyclo-stationary Wiener filter, which is tested on hourly mean wind speed and direction data from 13 weather stations across the UK, and shown to provide an improvement over both stationary Wiener filtering and a recent auto-regressive approach.
Original languageEnglish
Number of pages5
Publication statusPublished - Sep 2013
Event21st European Signal Processing Conference - Marrakech, Morocco
Duration: 9 Sep 201313 Sep 2013

Conference

Conference21st European Signal Processing Conference
CountryMorocco
CityMarrakech
Period9/09/1313/09/13

Keywords

  • cyclo-stationary
  • complex multichannel
  • wiener filter
  • prediction
  • wind speed
  • wind direction

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