activity
20122015
most citedFirst and second order semi-Markov chains for wind speed modeling

87 citations · 171 across the 14 of their papers we have counts for

collaborators

14 papers

physics.ao-ph2015

Tornadoes and related damage costs: statistical modeling with a semi-Markov approach

Chiara Corini, Guglielmo D'Amico, Filippo Petroni +2

We propose a statistical approach to tornadoes modeling for predicting and simulating occurrences of tornadoes and accumulated cost distributions over a time interval. This is achi…

physics.data-an2015★ 1 cited

Performance Indicators of Wind Energy Production

G. D'Amico, F. Petroni, F. Prattico

Modeling wind speed is one of the key element when dealing with the production of energy through wind turbines. A good model can be used for forecasting, site evaluation, turbines…

physics.soc-ph2014

Operational risk of a wind farm energy production by Extreme Value Theory and Copulas

Guglielmo D'Amico, Filippo Petroni, Flavio Prattico

In this paper we use risk management techniques to evaluate the potential effects of those operational risks that affect the energy production of a wind farm. We concentrate our at…

physics.med-ph2014★ 2 cited

Computed-torque method for the control of a 2 DOF orthosis actuated through pneumatic artificial muscles: a specific case for the rehabilitation of the lower limb

Flavio Prattico, Mohd Azuwan Mat Dzahir, Shin-ichiroh Yamamoto

In this paper we give a new control model based on the so called computed-torque method for the control of a 2 degrees of freedom orthosis for the rehabilitation of the lower limb,…

physics.med-ph2014

Couple Control Model Implementation on Antagonistic Mono- and Bi-Articular Actuators

Flavio Prattico, Mohd Azuwan Mat Dzahir, Shin-ichiroh Yamamoto

Recently, robot assisted therapy devices are increasingly used for spinal cord injury (SCI) rehabilitation in assisting handicapped patients to regain their impaired movements. Ass…

physics.data-an2013★ 4 cited

Forecasting wind speed financial return

Guglielmo D'Amico, Filippo Petroni, Flavio Prattico

The prediction of wind speed is very important when dealing with the production of energy through wind turbines. In this paper, we show a new nonparametric model, based on semi-Mar…

q-fin.ST2013★ 1 cited

Semi-Markov Models in High Frequency Finance: A Review

G. D'Amico, F. Petroni, F. Prattico

In this paper we describe three stochastic models based on a semi-Markov chains approach and its generalizations to study the high frequency price dynamics of traded stocks. The th…

physics.data-an2013

The autocorrelated noise filtering problem: the ISMC filter in a specific case of distance measuring

Flavio Prattico

In a previous paper we were working on a electronic travel aid for blind people based on infrared sensors. The signals coming from them are affected by a great noise that also with…

physics.data-an2013★ 1 cited

Reliability measures for indexed semi-Markov chains applied to wind energy production

Guglielmo D'Amico, Filippo Petroni, Flavio Prattico

The computation of the dependability measures is a crucial point in the planning and development of a wind farm. In this paper we address the issue of energy production by wind tur…

physics.data-an2013★ 53 cited

Wind speed forecasting at different time scales: a non parametric approach

Guglielmo D'Amico, Filippo Petroni, Flavio Prattico

The prediction of wind speed is one of the most important aspects when dealing with renewable energy. In this paper we show a new nonparametric model, based on semi-Markov chains,…

physics.data-an2012★ 21 cited

Reliability measures of second order semi-Markov chain applied to wind energy production

Guglielmo D'Amico, Filippo Petroni, Flavio Prattico

In this paper we consider the problem of wind energy production by using a second order semi-Markov chain in state and duration as a model of wind speed. The model used in this pap…

physics.data-an2012★ 1 cited

Performability analysis of the second order semi-Markov chains: an application to wind energy production

Guglielmo D'Amico, Filippo Petroni, Flavio Prattico

In this paper a general second order semi-Markov reward model is presented. Equations for the higher order moments of the reward process are presented for the first time and applie…

physics.data-an2012★ 87 cited

First and second order semi-Markov chains for wind speed modeling

Guglielmo D'Amico, Filippo Petroni, Flavio Prattico

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 c…

physics.data-an2012

Wind speed modeled as an indexed semi-Markov process

Guglielmo D'Amico, Filippo Petroni, Flavio Prattico

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 c…