Wind Energy

126 J. Cleve and M. Greiner
To incorporate the observed asymmetry and stationarity into our model
we modify the fBM by introducing small correlations between the fBm process
and the multifractal process
∂u
∂t = Mε∆ ˆ BH (u, du). (22.2)
The modifications are implemented simply by changing the sign σ of the fBm
with the product of the probabilities Pσ→−σ(u) andPσ→−σ(du). As a first
approximation the two probabilities are chosen as:
⎧
⎨ min(a(u + utp), 1) u>utp ∧ σ =1
Pσ→−σ(u) = min(|a(u + utp)|, 1) u