In this article we have used the ARMA (autoregressive moving average process) and persistence models to predict the hourly average wind speed up to 10 h in advance. In order to adjust the time series to the ARMA models, it has been necessary to carry out their transformation and standardization, given the non-Gaussian nature of the hourly wind speed distribution and the non-stationary nature of its daily evolution. In order to avoid seasonality problems we have adjusted a different model to each calendar month. The study expands to five locations with different topographic characteristics and to nine years. It has been proven that the transformation and standardization of the original series allow the use of ARMA models and these behave significantly better in the forecast than the persistence model, especially in the longer-term forecasts. When the acceptable RMSE (root mean square error) in the forecast is limited to 1.5 m/s, the models are only valid in the short term. (c) 2004 Elsevier Ltd. All rights reserved.