caa a22 4500 467922322 CHVBK 20180406152920.0 cr unu---uuuuu 170328e20060401xx s 000 0 eng 10.1007/s00477-005-0029-y doi (NATIONALLICENCE)springer-10.1007/s00477-005-0029-y Wind in Ireland: long memory or seasonal effect? [Elektronische Daten] [Jean-Christophe Bouette, Jean-François Chassagneux, David Sibai, Rémi Terron, Arthur Charpentier] Since Haslett and Raftery's paper Space-Time Modelling with Long-Memory Dependence: Assessing Ireland's Wind Power Resource (1989), modelling meteorological time series with long memory processes, in particular the ARFIMA model has become very common. Haslett and Raftery fitted an ARFIMA model on Irish daily wind speeds. In this paper, we try to reproduce Haslett and Raftery's results (focusing on the dynamic of the wind process, and not on cross-correlation and space dependencies), and show that an ARFIMA model does not properly capture the behaviour of the series (in Modelling daily windspeed in Ireland section). Indeed, the series show a periodic behaviour, that is not taken into account by the ARFIMA model. Removing this periodic behaviour yields no results either, we therefore try to fit a GARMA model that takes into account both seasonality and long memory (in Seasonality and long memory using GARMA models section). If a GARMA process can be fitted to the data to model Irish daily data, we will show that these models could also be used to model Dutch hourly data. Springer-Verlag, 2006 Bouette Jean-Christophe Ecole Nationale de la Statistique et de l'Administration Economique Timbre, J120 (bureau E05), 92245, Malakoff Cedex, France aut Chassagneux Jean-François Ecole Nationale de la Statistique et de l'Administration Economique Timbre, J120 (bureau E05), 92245, Malakoff Cedex, France aut Sibai David Ecole Nationale de la Statistique et de l'Administration Economique Timbre, J120 (bureau E05), 92245, Malakoff Cedex, France aut Terron Rémi Ecole Nationale de la Statistique et de l'Administration Economique Timbre, J120 (bureau E05), 92245, Malakoff Cedex, France aut Charpentier Arthur Ecole Nationale de la Statistique et de l'Administration Economique Timbre, J120 (bureau E05), 92245, Malakoff Cedex, France aut Stochastic Environmental Research and Risk Assessment Springer-Verlag 20/3(2006-04-01), 141-151 1436-3240 20:3<141 2006 20 477 https://doi.org/10.1007/s00477-005-0029-y text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00477-005-0029-y text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Bouette Jean-Christophe Ecole Nationale de la Statistique et de l'Administration Economique Timbre, J120 (bureau E05), 92245, Malakoff Cedex, France aut NATIONALLICENCE 700 1- Chassagneux Jean-François Ecole Nationale de la Statistique et de l'Administration Economique Timbre, J120 (bureau E05), 92245, Malakoff Cedex, France aut NATIONALLICENCE 700 1- Sibai David Ecole Nationale de la Statistique et de l'Administration Economique Timbre, J120 (bureau E05), 92245, Malakoff Cedex, France aut NATIONALLICENCE 700 1- Terron Rémi Ecole Nationale de la Statistique et de l'Administration Economique Timbre, J120 (bureau E05), 92245, Malakoff Cedex, France aut NATIONALLICENCE 700 1- Charpentier Arthur Ecole Nationale de la Statistique et de l'Administration Economique Timbre, J120 (bureau E05), 92245, Malakoff Cedex, France aut NATIONALLICENCE 773 0- Stochastic Environmental Research and Risk Assessment Springer-Verlag 20/3(2006-04-01), 141-151 1436-3240 20:3<141 2006 20 477 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer