Short term forecasting of surface layer wind speed using a continuous cascade model

This paper describes a statistical method for short-term forecasting of surface layer wind velocity amplitude relying on the notion of continuous cascades. Inspired by recent empirical findings that suggest the existence of some cascading process in the mesoscale range, we consider that wind speed can be described by a seasonal component and a fluctuating part represented by a "multifractal noise" associated with a random cascade. Performances of our model are tested on hourly wind speed series gathered at various locations in Corsica (France) and Netherlands. The obtained results show a systematic improvement of the prediction as compared to reference models like persistence or Artificial Neural Networks.