Kantz, Holger; Holstein, Detlef; Ragwitz, Mario; K. … - In: Physica A: Statistical Mechanics and its Applications 342 (2004) 1, pp. 315-321
A continuous state Markov chain of suitable order is employed to approximate the dynamics of surface wind speeds recorded at a single site. Using past observations, the model yields probabilistic forecasts of the future. We employ it for the prediction of turbulent gusts.