Change Point Detection in Nonstationary Sub-Hourly Wind Time Series
非平稳亚小时风速时间序列的变点检测
In this paper, we present a change point detection method for detecting change points in multivariate nonstationary wind speed time series. The change point method identifies changes in the covariance structure and decomposes the nonstationary multivariate time series into stationary segments. We also present parametric and nonparametric simulation techniques to simulate new wind time series within each stationary segment. The proposed simulation methods retain statistical…