A Langevin-type equation for stochastic processes with a periodical correlation function is introduced. A procedure of reconstruction of the equation from time series is proposed and verified on simulated data. The method is applied to geophysical time series-hourly time series of wind speed measured in northern Italy-constructing the macroscopic model of the phenomenon.
Construction of a Langevin model from time series with a periodical correlation function: Application to wind speed data
Telesca;
2013
Abstract
A Langevin-type equation for stochastic processes with a periodical correlation function is introduced. A procedure of reconstruction of the equation from time series is proposed and verified on simulated data. The method is applied to geophysical time series-hourly time series of wind speed measured in northern Italy-constructing the macroscopic model of the phenomenon.File in questo prodotto:
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