Comparison of structure function and detrended fluctuation analysis of wind time series

Tarquis, Ana Maria and Morató, M. C. and Castellanos, M. T. and Perdigones, Alicia (2008) Comparison of structure function and detrended fluctuation analysis of wind time series. Il nuovo cimento C, 31 (5\6). pp. 633-651. ISSN 1826-9885

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Abstract

A multifractal (MF) analysis in time scale has been applied to three wind speed series presenting a different pattern. The temporal scaling properties of the records, registered each 10 minutes, were studied using two different methods, structure function (SF) and detrended fluctuation analysis (DFA), to establish a comparison of the results and their interpretation in the geostrophic turbulence context. A systematic analysis of the exponent of the structure function (ζ(q)) and the generalized Hurst exponents (H(q)) gave, in general terms, equivalent results when a comparison is applied among the three months. However MF DFA presented statistically more robust results. This allowed us to see a clear difference between the parameters studied for each month: linear component of ζ(q) (ζ(q = 1) = H), intermittency of the wind series (μ), deviation from linear structure function (λ), Hurst exponent (H(q = 2)) and H(q) dependence on q (ΔH).

Item Type: Article
Uncontrolled Keywords: Environmental studies ; Stochastic modeling
Subjects: 600 Tecnologia - Scienze applicate > 620 Ingegneria e attivita' affini
Depositing User: Marina Spanti
Date Deposited: 23 Mar 2020 17:02
Last Modified: 23 Mar 2020 17:02
URI: http://eprints.bice.rm.cnr.it/id/eprint/16401

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