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
Link To Document :
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