A widely linear multichannel Wiener filter for wind prediction

The desire to improve short-term predictions of wind speed and direction has motivated the development of a spatial covariance-based predictor in a complex valued multichannel structure. Wind speed and direction are modelled as the magnitude and phase of complex time series and measurements from multiple geographic locations are embedded in a complex vector which is then used as input to a multichannel Wiener prediction filter. Building on a C-linear cyclo-stationary predictor, a new widely linear filter is developed and tested on hourly mean wind speed and direction measurements made at 13 locations in the UK over 6 years. The new predictor shows a reduction in mean squared error at all locations. Furthermore it is found that the scale of that reduction strongly depends on conditions local to the measurement site.