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Energy 33 (2008) 65–70

Practical ways of evaluating wind speed persistence

Kasım Koc- ak
Department of Meteorology, Istanbul Technical University, 34469 Maslak, Istanbul, Turkey
Received 17 January 2007


Wind speed persistence is a measure of the mean wind speed duration over a given period of time at any location. This definition
implies that wind speed persistence means a positive serial correlation in time series. The wind speed persistence provides useful
information about the general climatological characteristics of the wind persisting at a given location. Therefore, wind speed persistence
should be taken into account in many studies such as weather forecast, site selection for wind turbines and synthetic generation of the
wind speed data. On the other hand, if wind direction information is considered together with the wind speed then this type of persistence
can be used for additional purposes such as forest fires, dispersion of the air pollutants, building ventilation, etc. In this study, three
different methods with some modifications of the previous methods have been applied to the wind speed data obtained from the
meteorology stations located at the northwest part of Turkey. These methods are based on autocorrelation function, conditional
probability and the wind speed duration curves. It has been shown that the proposed methods clearly reflect the persistence properties of
the wind speed in the study area.
r 2007 Elsevier Ltd. All rights reserved.

Keywords: Wind speed; Persistence; Autocorrelation; Duration curves; Conditional probability

1. Introduction probability [1–3]. Another method used in evaluating

persistence properties is wind speed duration curves
In recent years, wind energy has become an important (WSDC) [4].
alternative source of energy because it is clean and cost The following papers are closely related studies to the
effective for many applications such as electric power wind persistence. Corotis [5] has analyzed seasonal
production, water pumping, etc. Intermittent behavior in characteristics of durations of runs both above and below
time is a well-known feature of the wind speed. Therefore, various wind speed levels to form the best models that
the persistence properties of the wind speed during a given reflect the persistence characteristics of wind speed. They
period of time should be considered in wind energy and compared their results with both an exponential and power
related studies. Many variables often exhibit statistical law persistence model. McNerney and Veers [6] and
dependence with their past or future values. In literature, Kaminsky et al. [7] applied exponential and Markov
this dependence on time is usually known as persistence. models to generate synthetic wind speed data. It is a well-
Wind speed persistence is one of the dominant factors that known fact that the persistence is a very important input in
affect the sustainability of the wind energy production in the synthetic generation of wind speed time series.
any location. In the literature, there are variety of methods In recent years, ‘‘detrended fluctuation analysis
developed to determine the persistence properties of (DFA)’’ has been used to study persistence in various time
meteorological variables. These properties are directly series. The DFA algorithm can systematically eliminate
related to the memory of the system or autocorrelation trends in the data and thus reveal intrinsic dynamical
function (ACF) of a time series [1] and conditional properties such as distributions, scaling and long-range
correlations very often masked by non-stationarities [8].
Tel.: +90 212 285 31 47; fax: +90 212 285 31 39. Application of DFA to wind speed data can be found in
E-mail address: Refs. [9,10].

0360-5442/$ - see front matter r 2007 Elsevier Ltd. All rights reserved.
66 K. Koc- ak / Energy 33 (2008) 65–70

The main purpose behind this study is to offer the In addition to r1 autocorrelation coefficient, the lag value
researcher, practical and useful tools to determine the (k0) at which the autocorrelation function takes its first
persistence of a given location. Application of the methods zero gives important information about persistence. Thus,
used here have been fulfiled by using hourly wind speed to obtain a more reliable measure for persistence, it is
data from six meteorology stations located in the northwest convenient to combine the information inherent in r1 and
part of Turkey. It has been found that the proposed k0. As illustrated in Fig. 1, the area surrounded by the right
methods satisfactorily represent the persistence properties triangle (with the right sides r1 and k01) can be used as a
of the locations considered. measure of the persistence. If we denote this area with the
abbreviation PACFA meaning ‘‘the persistence via the
autocorrelation function approach’’, then the persistence
2. Methods
is given as
In literature, there are various methods used in the PACFA ¼ 12r1 ðk0  1Þ. (2)
determination of the persistence in meteorology, hydrol-
It can be concluded from Eq. (2) that the big PACFA
ogy, etc. Below, we present some practical ways of
values correspond to the high persistence and vice versa. In
evaluating the wind speed persistence.
case of strong linear relationship between observations, the
autocorrelation coefficient that corresponds to k0 might
2.1. Autocorrelation function approach not be equal to zero. In such cases, the lag value at which
the autocorrelation function attains its first minimum can
In case of continuous variables, one way to characterize be taken as k0.
persistence is by the use of serial correlation or auto-
correlation functions. The autocorrelation analysis is a way 2.2. Conditional probability approach
of measuring linear dependence between observations of a
time series. The autocorrelation coefficient rk is computed From the statistical point of view, the persistence can be
from a discrete time series, vi, with an average v̄ as defined as the positive serial dependence in the time series.
Pnk In order to evaluate the serial dependence for a given
½ðvi  v̄Þðviþk  v̄Þ variable it is necessary to estimate the conditional
rk ¼ i¼1Pn 2
, (1)
i¼1 ðvi  v̄Þ probabilities of the type P(v|vt1). Here P(v|vt1) denotes
the conditional probability of the event vt at time t, given
where n and k represent the number of data points and the
the event vt1 at time t1. In order to calculate the
time lag value, respectively. In practice, the lag-1 or r1
P(v|vt1), it is necessary to determine a truncation level.
autocorrelation coefficient is most commonly used as a
For hourly average wind speed values, the wind speed
measure of persistence. It is also sometimes of interest to
which is equal to or greater than the truncation level can be
compute autocorrelations at longer lags. Oscillation of rk
called as windy (W). For the wind speed below this
as a function of k is called the autocorrelation function, as
truncation level, it will be called calm (C). For example, the
shown in Fig. 1. An autocorrelation function always begins
conditional probability of a windy hour following a windy
with r0 ¼ 1 since any unshifted series of data will exhibit
hour can be estimated from the time series as
perfect correlation with itself. It is typical for an
autocorrelation function to exhibit a more-or-less gradual ^ t ¼ W jvt1 ¼ W Þ ¼ number of W ’s following W ’s
decay toward zero as the lag increases [1]. total number of W ’s
¼ , ð3Þ
rk nW
where nWW is the number of pairs of time steps in which
there are two consecutive Ws in the series, whereas nW is
the number of Ws in the series followed by another data
The conditional probability value produced by Eq. (3)
can be taken as a measure of persistence although this
information is limited to only 1 h ahead. In other words,
the information content of this value is low because it does
ko not say anything about how many hours this persistence
value is valid on the average. A remedy to this issue is to
write Eq. (3) for q data points in the past so that the
0 k following equation holds:
0 1 2 3 4 ^ t ¼ W jvt1 ¼ W ; vt2 ¼ W ; vt3 ¼ W ; . . . ; vtq ¼ W Þ
Fig. 1. A typical autocorrelation function. ¼ 0. ð4Þ
K. Koc- ak / Energy 33 (2008) 65–70 67

In Eq. (4), q is directly related to the persistence. The percentage of time for which the wind speed equals to or
greater q values correspond to higher persistence and vice exceeds each particular value v(i) is given as
versa. In the remaining part of this study, q values are nþ1i
shown with the abbreviation PCPRA for ‘‘the persistence via PðvðiÞ Þ ¼  100; i ¼ 1; . . . ; n. (6)
the conditional probability approach’’.
This equation permits the series to have a new maximum
2.3. Wind speed duration curves and a new minimum value. The graph of the WSDC is
obtained by plotting P(v(i)) on the horizontal axis versus v(i)
The WSDC are some of the most familiar graphical tools on the vertical axis. On the WSDC plot, P(v(i)) which
available to wind engineers. The WSDC is simply the corresponds to a particular truncation level can be used as
cumulative distribution function of the wind speed in a indicative of the persistence and is denoted by PWSDC, the
certain period of time. In other words, it is the graphical abbreviation for ‘‘the persistence via the wind speed
presentation of the wind speed on the vertical axis and duration curves’’.
percentage of time for which wind speed equals to or exceeds There is an important point to be considered in
each particular value on the horizontal axis [11], i.e., determining persistence by using the WSDC approach. It
should be noted that this approach is not distribution free.
Pðvi Þ ¼ PðV Xvi Þ i ¼ 1; . . . ; n. (5) In other words, a set of data having a strong serial
In Ref. [4], a theoretical ideal speed duration curve was correlation and a set of data having no serial correlation
proposed for determining the wind speed persistence over a might have similar distribution properties. In such cases, it
given area. Errors between the speed duration curves and is possible to conclude misleadingly that the two sets of
the theoretical ideal speed duration curves were considered data have the same or similar persistence. Nevertheless, this
as a criterion for wind speed persistence. The above is not a problem which cannot be overcome. For example,
method was applied to dimensionless wind data by using the autocorrelation function is the simplest way to judge
a detailed formula. Thus, in order to obtain the wind speed whether a given time series is random or not. Besides this,
persistence with a more straightforward way, the following in literature, there are some methods that are used as tests
procedure is proposed. of randomness. Some of these tests can be listed as turning
In order to construct the WSDC, it is necessary to points test, the difference-sign test, rank test [12], run test,
estimate P(vi) using the ranks i of the order statistics v(i). Wald–Wolfowitz runs test [13], etc.
Note that in vi, the subscript i denotes the order in which vi
was observed. On the other hand, subscript inside 3. Data and application
parentheses in v(i) represents the ith observation in the
series arranged either as descending or ascending order. If Hourly wind data from six meteorology stations are used
the observations are sorted as ascending order, then the in the analyses. Five of these stations are in the Marmara

Fig. 2. Location map of the study area.

68 K. Koc- ak / Energy 33 (2008) 65–70

region and one station is in the Aegean region of Turkey because C- anakkale station is located near C
- anakkale Strait
(see Fig. 2). All of these stations are located in the along which wind is much stronger whereas the latter
northwest part of Turkey. Among these stations, Gök- station is located inland. All these results are consistent
c- eada station is on an island and C - anakkale station is with the past studies [15,16].
located near the natural waterway, C - anakkale Strait. Three
of the remaining stations Adapazarı, Bursa, and Edirne are 3.2. Conditional probability approach
located inland, and Tekirdağ station is located at the coast
of the Marmara Sea. Table 1 shows the wind velocity In order to obtain conditional probabilities for different
measurement stations used in this study. Their geographi- q or PCPRA values, Eq. (4) was applied to the wind speed
cal locations and altitudes are also given in the table. The data. Prior to this, by using a truncation level, the wind
measurement period for each of the stations varies from 5 speed time series were divided into two parts. This process
to 6 years. produces two stages as ‘‘windy’’ and ‘‘calm’’ corresponding
In order to put all the wind data on the same basis, to above and below the truncation level. Then, Eq. (4) was
hourly mean wind speeds were projected from anemometer used to calculate the conditional probabilities of these
height (za) to a given height (zh) by [14] dichotomous events. The truncation level is taken as the
 a average wind speed at the average hub height which is
vh ¼ va , (7) 3.5 m/s at 50 m, respectively. Since the available wind
data were measured at 10 m or projected to 10 m (by using
where the exponent a ¼ a+b ln va is considered to be a
variable of the measured wind speed va at the anemometer 1
height, with the coefficients a and b are given as a ¼ 0.37/ 0.9
[10.088 ln(za/10)] and b ¼ 0.088/[10.088 ln(za/10)], re-
spectively [14]. In this study, zh is taken as 10 m. By
Conditional Probability

applying Eq. (7), the wind data of the stations for which the 0.7
anemometer height is different from 10 m are extrapolated 0.6 Adapazari
to the height of 10 m. After this correction, the methods
mentioned in Section 2 were applied to the wind speed time 0.5
series. The results are presented at the same order as in the 0.4 Tekirdag
methods. Gökçeada Çanakkale

3.1. Autocorrelation function approach 0.2

The lag-1 autocorrelation coefficient (r1) of the wind
speed data of all the stations were calculated through 0 50 100 150 200 250 300 350 400
Eq. (1) and compared with each other. It was observed that q (Hours)
all the coefficients change around 0.90. In other words,
there are no significant differences between the r1 values to Fig. 3. The conditional probability changes as a function of order q.
compare the persistence of the different stations. However,
persistence values produced by Eq. (2) reveal the differ-
ences between stations clearly. The graph of PACFA values
of the stations is given in Fig. 5a. As seen in this figure, 1 Adapazari
2 Edirne
Gökc- eada station, which is located at an island, has the 10 3 Bursa
highest persistence among the stations. On the other hand, 4 Tekirdag
5 Çanakkale
Wind Speed (m/s)

Adapazarı, Bursa and Tekirdağ which are located inland 8 6 Gökçeada

have the same persistence values. It is also expected for
C- anakkale to have higher persistence value than Edirne 6
Table 1 4
Stations used in the study 4 3
Station no. Station name Latitude Longitude Height (m)
1 Adapazarı 40.77 30.25 31
2 Bursa 40.23 29.00 100
3 - anakkale
C 40.13 26.42 6 0
4 Edirne 41.67 26.57 51 0 10 20 30 40 50 60 70 80 90 100
5 Gökc- eada 40.11 25.54 72 Percentage of Time (%)
6 Tekirdağ 40.59 27.33 4
Fig. 4. The wind speed duration curves of the stations.
K. Koc- ak / Energy 33 (2008) 65–70 69

Fig. 5. The persistence values produced by the proposed approaches: (a) autocorrelation, (b) conditional probability and (c) wind speed duration curves.

Eq. (7)), the truncation level wind speed of 3.5 m/s is also site selection for wind turbines, etc. Therefore, it is
projected to the height of 10 m, which corresponds to important to develop a simple and a practical way of
2.15 m/s. The persistence values produced by the conditional assessing the wind speed persistence. Taking this need into
probability approach are shown in Fig. 3. It is apparent account, the three methods based on the autocorrelation
from this figure that C - anakkale and Gökc- eada are the function, the conditional probability and the WSDC were
stations which have the highest persistence. The persistence proposed.
values of the remaining stations (Adapazarı, Edirne, Bursa In order to evaluate the results of the proposed methods,
and Tekirdağ) are close to each other. PCPRA values versus the relationship between the topographic properties of the
station number are shown in Fig. 5b. The results that are stations and the persistence should be considered together.
produced by the conditional probability approach are Gökc- eada is located at an island; thus, it is expected to
completely in agreement with the past studies, [15,16]. have the highest persistence values among the stations. The
second and the third highest persistence values are expected
3.3. Wind speed duration curves for the stations C - anakkale and Tekirdağ. The reason of
this expectation is that the former station is located near a
Before the application of this method, it is necessary to natural waterway which causes the strong wind whereas the
judge whether wind speed time series originate from a latter station is near Sea of Marmara. On the other hand,
random process or not. As mentioned before, lag-1 there is high probability for the remaining stations
autocorrelation coefficient all of the wind speed time series (Adapazarı, Bursa, Edirne) to have low persistence values
are about 0.90 which shows strong serial correlation. The due to their inland locations. By considering these points,
results of the WSDC are shown in Fig. 4. In this figure, the the proposed methods can be compared with respect to
truncation level represented by the horizontal line starts their performance. In this perspective, the autocorrelation
from the wind speed of 2.15 m/s. As explained in Section approach is the least effective one. The conditional
2.3, the percentage of time that corresponds to the probability approach gives reasonable results for the
intersection points between the horizontal line and the stations C- anakkale and Gökc- eada. However, the persis-
WSDC is the persistence value (PWSDC) of a given station. tence values for the remaining stations by this method are
PWSDC values are shown in Fig. 5c. Note that, except for found to be very close to each other. Therefore, it seems
the numerical values on the vertical axis, Figs. 5b and 5c that the method based on the WSDC is the most suitable
show very similar graphical appearance. Thus, the ex- method because it reflects the differences in the wind speed
planations for the persistence properties of the stations persistence very clearly among the stations.
given in Section 3.2 are also valid for this approach.
4. Conclusions
The author would like to thank the contributors for their
In the present study, three methods, with some valuable suggestions and Dr. Z. Kaymaz and Dr. C.F.
modification of the previously known methods, have been Delale for their careful reading of the manuscript.
applied to the hourly wind speed data of six meteorology
stations. These stations are located in northwest part of References
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