详情

原文传递 Characterizing Nonstationary Wind Speed Using the ARMA-GARCH Model

题名：	Characterizing Nonstationary Wind Speed Using the ARMA-GARCH Model
正文语种：	英文
作者：	Zifeng Huang; Ming Gu
作者单位：	1Ph.D. Candidate, State Key Laboratory of Disaster Reduction in Civil Engineering, Tongji Univ., Shanghai 200092, China. 2Professor, State Key Laboratory of Disaster Reduction in Civil Engineering, Tongji Univ., Shanghai 200092, China (corresponding author).
关键词：	Autoregressive moving average–generalized autoregressive conditional heteroscedasticity (ARMA-GARCH) model; Analysis of nonstationary wind characteristics; Field measurement.
摘要：	This paper aims to accurately calculate the time-varying standard deviation of nonstationary wind speed by modeling wind speed as a time-varying mean wind speed plus a uniformly modulated nonstationary process and applying the autoregressive moving average– generalized autoregressive conditional heteroscedasticity (ARMA-GARCH) model to analyze the time-varying standard deviation of the wind speed. This paper also proposes a convenient and practical first-order difference GARCH method for calculating the time-varying standard deviation of uniformly modulated nonstationary processes that can decrease the computation time. The applicability of the ARMA– GARCH model, first-order difference GARCH method, and existing common methods for calculating the time-varying standard deviation of nonstationary wind speed are verified and analyzed using numerical simulations. The results show that the ARMA-GARCH model and firstorder difference GARCH method are superior to the existing common methods. Finally, with the combination of the ARMA-GARCH model and first-order difference GARCH method, the nonstationary wind characteristics (considering the nonstationarities of mean wind speed and standard deviation) of Typhoon Chan-hom are investigated and compared with the results only taking into account time-varying mean wind
出版年：	2019
期刊名称：	Journal of Structural Engineering
卷：	145
期：	1
页码：	1-15