Abstract

In this investigation we have two objectives. In the first one, we have developed a new simple and efficient technique to identify the parameters of the moving average (MA) process using the technique of higher order cumulants. The simulation for different orders of MA in the presence of Gaussian noise, for SNR lower than 20 v dB, gives satisfactory results. In the second objective, the proposed method was adopted for modelling half-hour solar radiation recorded in Marrakesh. Accurate design and optimisation of short response time solar energy systems with storage are sensitive to the stationary and sequential characteristics of half-hourly solar radiation. So, in order to benefit from some characteristics of stationary processes, a preliminary transformation was performed on the original data. The proposed method was used to look for a simple and efficient model to represent solar half-hourly radiation sequences needed for many applications in the solar energy field. The Giannakis technique based on cumulant diagonal slices and the partial autocorrelation function of Box & Jenkins and Brockwell & Davis are used for selection of the model order.

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