Continuous wind speed models based on stochastic differential equations

► We propose two procedures to build wind speed models based on stochastic differential equations. ► The starting point of both procedures is a SDE defining an Ornstein-Uhlenbeck process. ► Proposed models show statistical properties similar to available wind speed measures. ► Proposed models can generate wind speed trajectories ranging from few minutes to several hours. ► Developed models can be coupled with wind generator models for power system dynamic studies.