Abstract
A space-time model for wind fields is proposed. It aims at simulating realistic wind conditions with a focus on reproducing the space-time motions of the meteorological systems. A Gaussian linear state-space model is used where the latent state may be interpreted as regional wind condition and the observation equation links regional and local scales. Parameter estimation is performed by combining a method of moment and the EM algorithm whose performances are discussed using simulation studies. The model is fitted to 6-hourly reanalysis data in the North-East Atlantic. It is shown that the fitted model is interpretable and provide a good description of important properties of the space-time covariance function of the data, such as the non full-symmetry induced by prevailing flows in this area.
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