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by Guy P. Nason, Theofanis Sapatinas
http://www.ukc.ac.uk/IMS/statistics/people/T.Sapatinas/links/report_ims99-31.ps.gz
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Abstract:
This article shows how a non-decimated wavelet packet transform (NWPT) can be used to model a response time series Y t in terms of an explanatory time series X t. We apply our technique to an important problem from the wind energy industry: how to model wind speed at a target location using wind speed and direction from a reference location. Our technique transforms the explanatory series, X t, into a NWPT representation and then uses standard statistical modelling methods to identify which wavelet packets are useful for modelling Y t. Our methods often generate better target site wind speed predictions compared to those produced by industry standard techniques. However, of more importance, our wavelet packet techniques produce models to which we can attach physical and scientic interpretations to understand more about the transfer of wind energy from site to site.
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