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Estimation of wind speed distribution using Markov chain Monte Carlo techniques

Estimation of wind speed distribution using Markov chain Monte Carlo techniques
Estimation of wind speed distribution using Markov chain Monte Carlo techniques
The Weibull distribution is the most commonly used statistical distribution for describing wind speed data. Maximum likelihood has traditionally been the main method of estimation for Weibull parameters. In this paper, Markov chain Monte Carlo techniques are used to carry out a Bayesian estimation procedure using wind speed data obtained from the Observatory of Hong Kong. The method is extremely flexible. Inference for any quantity of interest is routinely available, and it can be adapted easily when data are truncated.
1520-0450
1476-1484
Pang, Wan-Kai
6f32ce60-2430-446a-ac23-5877015ab6d9
Forster, Jonathan J.
e3c534ad-fa69-42f5-b67b-11617bc84879
Troutt, Marvin D.
ea9eaa8c-3f0c-4979-9f9b-85bceb04c31b
Pang, Wan-Kai
6f32ce60-2430-446a-ac23-5877015ab6d9
Forster, Jonathan J.
e3c534ad-fa69-42f5-b67b-11617bc84879
Troutt, Marvin D.
ea9eaa8c-3f0c-4979-9f9b-85bceb04c31b

Pang, Wan-Kai, Forster, Jonathan J. and Troutt, Marvin D. (2001) Estimation of wind speed distribution using Markov chain Monte Carlo techniques. Journal of Applied Meteorology, 40 (8), 1476-1484. (doi:10.1175/1520-0450(2001)040<1476:EOWSDU>2.0.CO;2).

Record type: Article

Abstract

The Weibull distribution is the most commonly used statistical distribution for describing wind speed data. Maximum likelihood has traditionally been the main method of estimation for Weibull parameters. In this paper, Markov chain Monte Carlo techniques are used to carry out a Bayesian estimation procedure using wind speed data obtained from the Observatory of Hong Kong. The method is extremely flexible. Inference for any quantity of interest is routinely available, and it can be adapted easily when data are truncated.

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More information

Published date: 2001
Organisations: Statistics

Identifiers

Local EPrints ID: 29964
URI: http://eprints.soton.ac.uk/id/eprint/29964
DOI: doi:10.1175/1520-0450(2001)040<1476:EOWSDU>2.0.CO;2
ISSN: 1520-0450
PURE UUID: c661e507-9a8c-43db-91ab-3f87befa941f
ORCID for Jonathan J. Forster: ORCID iD orcid.org/0000-0002-7867-3411

Catalogue record

Date deposited: 11 May 2006
Last modified: 16 Mar 2024 02:45

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Contributors

Author: Wan-Kai Pang
Author: Jonathan J. Forster ORCID iD
Author: Marvin D. Troutt

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