Finite dimensional models for wind diffusion process

Abstract

Diffusion processes with linear drift and translations of Gaussian/non-Gaussian diffusion processes are fitted to wind pressure time series recorded at the University of Florida boundary layer wind tunnel facility (UFBLWT). The processes match exactly and approximately the marginal distributions and the correlation functions of these records. It is shown that these simple processes and their finite dimensional models characterize accurately the extremes of the wind record under consideration provided their correlation functions minimize objective functions which account for extremes.