Short‐term forecasting of surface layer wind speed using a continuous random cascade model

Abstract

AbstractThis paper describes a statistical method for short‐term forecasting (1–12 h ahead) of surface layer wind speed using only recent observations, relying on the notion of continuous cascades. Inspired by recent empirical findings that suggest the existence of some cascading process in the mesoscale range, we consider that wind speed can be described by a seasonal component and a fluctuating part represented by a ‘multifractal noise’ associated with a random cascade. Performances of our model are tested on hourly wind speed series gathered at various locations in Corsica (France) and the Netherlands. The obtained results show that a better modeling of the noise term based on cascade process enhances the forecast; furthermore, there is a systematic improvement in the prediction as compared with reference models. Copyright © 2011 John Wiley & Sons, Ltd.