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Related papers: A Multifractal Description of Wind Speed Records

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In this report, a systematic analysis of hourly wind speed data obtained from three potential wind generation sites (in North Dakota) is analyzed. The power spectra of the data exhibited a power-law decay characteristic of $1/f^{\alpha}$…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Rajesh G. Kavasseri , Radhakrishnan Nagarajan

The time structure of more than 10 years of hourly wind data measured in one site in northern Italy from April 1996 to December 2007 is analysed. The data are recorded by the Sodar Rass system, which measures the speed and the direction of…

Statistical Mechanics · Physics 2015-05-27 Luciano Telesca , Michele Lovallo

In this paper, we applied the multifractal detrended fluctuation analysis to the daily means of wind speed measured by 119 weather stations distributed over the territory of Switzerland. The analysis was focused on the inner time…

Applications · Statistics 2018-03-14 Mohamed Laib , Jean Golay , Luciano Telesca , Mikhail Kanevski

Wind energy has an inherent intermittent character due to certain inevitable factors of nature, such as availability of wind at different weather conditions, wind direction etc. To study the intermittent character of wind energy, its daily…

Atmospheric and Oceanic Physics · Physics 2022-06-30 Sayantan Chakraborty , Sourav Samanta , Shukla Samanta , Dipak Ghosh , Kumardeb Banerjee

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

The complexity of the atmosphere endows it with the property of turbulence by virtue of which, wind speed variations in the atmospheric boundary layer (ABL) exhibit highly irregular fluctuations that persist over a wide range of temporal…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Rajesh G. Kavasseri † ~ , Radhakrishnan Nagarajan

This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity…

Data Analysis, Statistics and Probability · Physics 2018-07-31 Mohamed Laib , Luciano Telesca , Mikhail Kanevski

We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

Recently the statistical characterizations of financial markets based on physics concepts and methods attract considerable attentions. We used two possible procedures of analyzing multifractal properties of a time series. The first one uses…

Data Analysis, Statistics and Probability · Physics 2008-12-02 A. Ganchuk , V. Derbentsev , V. Soloviev

It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new method called multifractal detrended…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Wei-Xing Zhou

Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study,…

Atmospheric and Oceanic Physics · Physics 2016-09-28 Gualtiero Badin , Daniela I. V. Domeisen

We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet transform modulus maxima…

Detrended fluctuation analysis (DFA), suitable for the analysis of nonstationary time series, has confirmed the existence of persistent long-range correlations in healthy heart rate variability data. In this paper, we present the…

Medical Physics · Physics 2009-11-10 J. C. Echeverria , M. S. Woolfson , J. A. Crowe , B. R. Hayes-Gill , G. D. H. Croaker , H. Vyas

In this paper, high frequency wind time series measured at different heights from the ground (from 5.5 to 25.5 meters) in an urban area were investigated. The spectrum of each series is characterized by a power-law behaviour at low…

Applications · Statistics 2019-06-17 Luciano Telesca , Mohamed Laib , Fabian Guignard , Dasaraden Mauree , Mikhail Kanevski

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations of non-stationary time series, in which a detrending step is necessary to obtain the local fluctuations at…

Statistical Mechanics · Physics 2011-09-09 Xi-Yuan Qian , Wei-Xing Zhou , Gao-Feng Gu

We use the methodology of singular spectrum analysis (SSA), principal component analysis (PCA), and multi-fractal detrended fluctuation analysis (MFDFA), for investigating characteristics of vibration time series data from a friction brake.…

Chaotic Dynamics · Physics 2015-06-23 Nikolay K. Vitanov , Norbert P. Hoffmann , Boris Wernitz

Multifractal detrended fluctuation analysis (MFDFA) has become a central method to characterise the variability and uncertainty in empiric time series. Extracting the fluctuations on different temporal scales allows quantifying the strength…

Computational Physics · Physics 2022-01-05 Leonardo Rydin Gorjão , Galib Hassan , Jürgen Kurths , Dirk Witthaut

(Abridged) Wavelet analysis can be used to measure the power spectrum of solar wind fluctuations along a line in any direction with respect to the local mean magnetic field. This technique is applied to study solar wind turbulence in…

Earth and Planetary Astrophysics · Physics 2011-02-11 J. J. Podesta
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