First and second order Markov chain models for synthetic generation of wind speed time series

• Published in: Energy (Oxford) 2005-04, Vol.30 (5), p.693-708
• Main Authors: Shamshad, A., Bawadi, M.A., Wan Hussin, W.M.A., Majid, T.A., Sanusi, S.A.M.
• Format: Article
• Language: English
• Subjects: Applied sciences; Energy; Exact sciences and technology; Natural energy; Wind energy
• ISSN: 0360-5442
• DOI: 10.1016/j.energy.2004.05.026

Hourly wind speed time series data of two meteorological stations in Malaysia have been used for stochastic generation of wind speed data using the transition matrix approach of the Markov chain process. The transition probability matrices have been formed using two different approaches: the first approach involves the use of the first order transition probability matrix of a Markov chain, and the second involves the use of a second order transition probability matrix that uses the current and preceding values to describe the next wind speed value. The algorithm to generate the wind speed time series from the transition probability matrices is described. Uniform random number generators have been used for transition between successive time states and within state wind speed values. The ability of each approach to retain the statistical properties of the generated speed is compared with the observed ones. The main statistical properties used for this purpose are mean, standard deviation, median, percentiles, Weibull distribution parameters, autocorrelations and spectral density of wind speed values. The comparison of the observed wind speed and the synthetically generated ones shows that the statistical characteristics are satisfactorily preserved.