On the tails of the wind ramp distributions

Adam DeMarco, Sukanta Basu

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)
20 Downloads (Pure)


We analyzed several multiyear wind speed datasets from 4 different geographical locations. The probability density functions of wind ramps from all these sites revealed remarkably similar shapes. The tails of the probability density functions are much heavier than a Gaussian distribution, and they also systematically depend on time increments. Quite interestingly, from a purely statistical standpoint, the characteristics of the extreme ramp‐up and ramp‐down events are found to be almost identical. With the aid of extreme value theory, we describe several other inherent features of extreme wind ramps in this paper.
Original languageEnglish
Pages (from-to)892-905
Number of pages14
JournalWind Energy
Issue number10
Publication statusPublished - 2018


  • extreme value theory
  • Hill plot
  • Pareto distribution
  • tail-index

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