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February 5, 20260 citations

Wind energy production by means of diffusion stochastic process. Parameters estimation

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ZOZian OubamouMKMoummou El Kettani

Key Points

  • The aim is to model wind energy production using a stochastic diffusion process.
  • Modeling involves using an Ito-type stochastic differential equation.
  • Probabilistic characteristics of the solution are determined.
  • Parameter estimation utilizes discrete sampling of process paths.
  • Maximum likelihood approach is applied for estimating parameters.
  • First-order moment of the stochastic process is characterized.
  • An application example is provided for wind energy production in Morocco.

Abstract

In this work, we attempt to model wind energy production via a stochastic diffusion process. We consider an Ito-type stochastic differential * equation (SDE) and determine the probabilistic characteristics of the stochastic process solution, particularly the first-order moment. Parameter estimation is based on discrete sampling of the process paths and the use of the maximum likelihood approach. Finally, we propose an application example to wind energy production in Morocco.

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Cite This Study

Oubamou et al. (2025) studied this question.

synapsesocial.com/papers/698433baf1d9ada3c1fb10fchttps://doi.org/10.1051/epjconf/202532602001/pdf
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