Universal scaling behaviors of meteorological variables' volatility and relations with original records

Feiyu Lu, Naiming Yuan, Zuntao Fu, Jiangyu Mao

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

Volatility series (defined as the magnitude of the increments between successive elements) of five different meteorological variables over China are analyzed by means of detrended fluctuation analysis (DFA for short). Universal scaling behaviors are found in all volatility records, whose scaling exponents take similar distributions with similar mean values and standard deviations. To reconfirm the relation between long-range correlations in volatility and nonlinearity in original series, DFA is also applied to the magnitude records (defined as the absolute values of the original records). The results clearly indicate that the nonlinearity of the original series is more pronounced in the magnitude series.

Original languageEnglish
Pages (from-to)4953-4962
Number of pages10
JournalPhysica A: Statistical Mechanics and its Applications
Volume391
Issue number20
DOIs
StatePublished - Oct 15 2012

Keywords

  • DFA
  • Nonlinearity
  • Volatility

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