• 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