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Modeling Correlated Wind Speeds by Trigonometric Archimedean Copulas

  • Qing Xiao
  • Shao-Wu ZhouEmail author
Conference paper
Part of the Lecture Notes in Electrical Engineering book series (LNEE, volume 582)

Abstract

In this paper, the statistical features of correlated wind speeds at multiple sites are characterized by marginal distributions and Archimedean copulas. Firstly, the generalized lambda distribution (GLD), kappa distribution and Weibull distribution are employed to recover the quantile function of wind speed at each site. Then, three new Archimedean copula models are constructed to characterize the dependence structure of historical wind speed data. Based on Rosenblatt transformation, a generic algorithm is presented to produce sample realizations of correlated wind speeds, which would have the same statistical features as historical wind speed data. Finally, numerical examples are given to illustrate the proposed methods.

Keywords

Correlated wind speeds Generalized lambda distribution Kappa distribution Weibull distribution Archimedean copula Rosenblatt transformation 

Notes

Acknowledgements

This research is partially supported by National Natural Science Foundation of China (Grant No. 51577057).

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Copyright information

© Springer Nature Singapore Pte Ltd. 2020

Authors and Affiliations

  1. 1.School of Information and Electrical EngineeringHunan University of Science and TechnologyXiangtanChina
  2. 2.College of Mechanical and Electrical EngineeringHunan University of Science and TechnologyXiangtanChina

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