Regime switching models for circular and linear time series
提出一种基于得分驱动的时间序列建模方法，能同时处理圆形数据（如风向）和线性数据（如风速）的机制转换与内部动态，并用西班牙加利西亚的每小时风数据验证了其有效性。
The score‐driven approach to time series modelling is able to handle circular data and switching regimes with intra‐regime dynamics. Furthermore it enables a dynamic model to be fitted to a linear and a circular variable when their joint distribution is a cylinder. The viability of the new method is illustrated by estimating models for hourly data on wind direction and speed in Galicia, north‐west Spain. The modelling of intra‐regime dynamics is shown to be of critical importance.