Title of article
Universal scaling behaviors of meteorological variables’ volatility and relations with original records
Author/Authors
Lu، نويسنده , , Feiyu and Yuan، نويسنده , , Naiming and Fu، نويسنده , , Zuntao and Mao، نويسنده , , Jiangyu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
10
From page
4953
To page
4962
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.
Keywords
DFA , Volatility , Nonlinearity
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2012
Journal title
Physica A Statistical Mechanics and its Applications
Record number
1735906
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