English

Wind speed modeled as an indexed semi-Markov process

Data Analysis, Statistics and Probability 2012-09-10 v3 Geophysics

Abstract

The increasing interest in renewable energy, particularly in wind, has given rise to the necessity of accurate models for the generation of good synthetic wind speed data. Markov chains are often used with this purpose but better models are needed to reproduce the statistical properties of wind speed data. In a previous paper we showed that semi-Markov processes are more appropriate for this purpose but to reach an accurate reproduction of real data features high order model should be used. In this work we introduce an indexed semi-Markov process that is able to fit real data. We downloaded a database, freely available from the web, in which are included wind speed data taken from L.S.I. -Lastem station (Italy) and sampled every 10 minutes. We then generate synthetic time series for wind speed by means of Monte Carlo simulations. The time lagged autocorrelation is then used to compare statistical properties of the proposed model with those of real data and also with a synthetic time series generated though a simple semi-Markov process.

Keywords

Cite

@article{arxiv.1202.3535,
  title  = {Wind speed modeled as an indexed semi-Markov process},
  author = {Guglielmo D'Amico and Filippo Petroni and Flavio Prattico},
  journal= {arXiv preprint arXiv:1202.3535},
  year   = {2012}
}

Comments

arXiv admin note: substantial text overlap with arXiv:1109.4259

R2 v1 2026-06-21T20:20:17.442Z