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Wavelet based hurst exponent and fractal dimensional analysis of Saudi climatic dynamics

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  • Rehman, S.
  • Siddiqi, A.H.

Abstract

This paper utilizes wavelets technique to calculate the Hurst exponent, the fractal dimensions and finally the climate predictability indices of daily average time series of air temperature, surface pressure, precipitation, relative humidity and wind speed for nine meteorological stations (Dhahran, Gizan, Jeddah, Yanbu, Abha, Hail, Guryat, Turaif and Riyadh) spread over different parts of Saudi Arabia. The meteorological data (daily means of temperature, pressure, relative humidity and wind speed and daily totals for precipitation) used in this study covers a period of 16 years starting from 1990 to 2005. The Hurst exponents, calculated using wavelet method, were used to find the fractal dimensions for each of the meteorological parameters. Finally, the predictability indices of temperature, pressure, precipitation and wind speed were used to establish the climate predictability indices. The climate predictability indices of precipitation and wind speed time series were found to be independent of the temperature and pressure. The predictability indices of individual parameters were found to have persistence behavior for entire data set while anti-persistence, in most of the cases, for winter and summer data sets.

Suggested Citation

  • Rehman, S. & Siddiqi, A.H., 2009. "Wavelet based hurst exponent and fractal dimensional analysis of Saudi climatic dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 40(3), pages 1081-1090.
    • Handle: RePEc:eee:chsofr:v:40:y:2009:i:3:p:1081-1090
    DOI: 10.1016/j.chaos.2007.08.063
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    References listed on IDEAS

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    1. Patrice Abry & Darryl Veitch & Patrick Flandrin, 1998. "Long‐range Dependence: Revisiting Aggregation with Wavelets," Journal of Time Series Analysis, Wiley Blackwell, vol. 19(3), pages 253-266, May.
    2. Serletis, Apostolos & Shahmoradi, Asghar & Serletis, Demitre, 2007. "Effect of noise on the bifurcation behavior of nonlinear dynamical systems," Chaos, Solitons & Fractals, Elsevier, vol. 33(3), pages 914-921.
    3. Serletis, Demitre, 2008. "Effect of noise on fractal structure," Chaos, Solitons & Fractals, Elsevier, vol. 38(4), pages 921-924.
    4. Serletis, Apostolos & Shahmoradi, Asghar & Serletis, Demitre, 2007. "Effect of noise on estimation of Lyapunov exponents from a time series," Chaos, Solitons & Fractals, Elsevier, vol. 32(2), pages 883-887.
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    Cited by:

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    8. Liang, Zhengtang & Liang, Jun & Zhang, Li & Wang, Chengfu & Yun, Zhihao & Zhang, Xu, 2015. "Analysis of multi-scale chaotic characteristics of wind power based on Hilbert–Huang transform and Hurst analysis," Applied Energy, Elsevier, vol. 159(C), pages 51-61.
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