Eigenanalysis of vector autoregressive model for optimal fitting of a predefined cross power spectral density matrix: Application to numeric generation of stationary homogeneous isotropic/anisotropic turbulent wind fields

Author:

Elagamy MohanadORCID,Gallego-Castillo CristobalORCID,Cuerva-Tejero AlvaroORCID,Lopez-Garcia OscarORCID,Avila-Sanchez SergioORCID

Funder

EU Framework Programme for Research and Innovation Marie Sklodowska-Curie Actions

European Commission

Horizon 2020 Framework Programme

Horizon 2020

Publisher

Elsevier BV

Subject

Mechanical Engineering,Renewable Energy, Sustainability and the Environment,Civil and Structural Engineering

Reference41 articles.

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4. Time Series Analysis: Forecasting and Control;Box,2015

5. On the Maximum-Entropy/Autoregressive Modeling of Time Series;Chao,1984

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