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

Publication Year
2012

Type

Journal Article
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. ?? 2012 Elsevier B.V. All rights reserved.
Journal
Physica A: Statistical Mechanics and its Applications
Volume
391
Issue
20
Pages
4953–4962
Date Published
10/2012
ISSN Number
03784371
ISBN
0378-4371