Construction of a Langevin model from time series with a periodical correlation function: Application to wind speed data

•A Langevin-type equation for stochastic processes with a periodical correlation function is introduced.•A procedure of reconstruction of the equation from time series is proposed and verified on simulated data.•The method is applied to hourly time series of wind speed in order to construct a macroscopic model of the phenomenon.

A Langevin-type equation for stochastic processes with a periodical correlation function is introduced. A procedure of reconstruction of the equation from time series is proposed and verified on simulated data. The method is applied to geophysical time series–hourly time series of wind speed measured in northern Italy–constructing the macroscopic model of the phenomenon.