https://doi.org/10.1051/epjconf/202532602001
Wind energy production by means of diffusion stochastic process. Parameters estimation
Numerical analysis and nonlinear analysis, University of Abdelmalek Essaadi, Tetouan. Morocco
* Corresponding author: zian.oubamou@etu.uae.ac.ma
Published online: 21 May 2025
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.
Key words: Stochastic model / diffusion process / maximum likelihood method / parameter estimation
© The Authors, published by EDP Sciences, 2025
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
