Generation of synthetic sequences of half-hourly temperature

Authors

Luciana Magnano, John W Boland, Rob J Hyndman

Published

25 January 2008

Publication details

Environmetrics 19(8), 818–835

 

We present tools to generate synthetic sequences of half-hourly temperatures with similar statistical characteristics to observed historical data. Temperatures are generated using a combination of daily and half-hourly temperature models which account for intra-day and intra-year seasonality, as well as short- and long-term serial correlations. Details of the model estimation are given as well as a description of the synthetic generation.

Keywords: temperature data, time series, Fourier series, ARMA models, seasonal block-bootstrap, synthetic generation.

Temperature data

Cite
@article{MBH08,
  author  = {Luciana Magnano and John W Boland and Rob J Hyndman},
  doi     = {10.1002/env.905},
  journal = {Environmetrics},
  number  = {8},
  pages   = {818--835},
  title   = {Generation of synthetic sequences of half-hourly temperature},
  volume  = {19},
  year    = 2008
}