IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v84y2016icp9-14.html
   My bibliography  Save this article

Scaling and nonlinear behaviour of daily mean temperature time series across IndiaAuthor-Name: Ray, Rajdeep

Author

Listed:
  • Khondekar, Mofazzal Hossain
  • Ghosh, Koushik
  • Bhattacharjee, Anup Kumar

Abstract

In order to ascertain the dynamics of temperature variation in India, the scaling properties of the daily mean temperature time series obtained from seven different weather stations viz. Kolkata, Chennai, New Delhi, Mumbai, Bhopal, Agartala and Ahmadabad representing different geographical zones in India has been studied. Scaling properties of the temperature profile across India has been estimated from the calculation of Hurst-Exponent parameter obtained from five different scaling methods. Hurst Exponent values confirm that all temperature time series are Fractional Brownian Motion (FBM), statistically self-affine, anti-persistent and Short Range Dependent (SRD) self similar. As SRD self similarity is a common signature of a nonlinear dynamical process, further investigation has been made to discover the presence of any nonlinear behaviour of the temperature profile of Indian climate using Delay Vector Variance (DVV) method and the present calculation confirms a deterministic nonlinear profile of the same.

Suggested Citation

  • Khondekar, Mofazzal Hossain & Ghosh, Koushik & Bhattacharjee, Anup Kumar, 2016. "Scaling and nonlinear behaviour of daily mean temperature time series across IndiaAuthor-Name: Ray, Rajdeep," Chaos, Solitons & Fractals, Elsevier, vol. 84(C), pages 9-14.
  • Handle: RePEc:eee:chsofr:v:84:y:2016:i:c:p:9-14
    DOI: 10.1016/j.chaos.2015.12.016
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077915004348
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2015.12.016?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Katz, J. Sylvan, 1999. "The self-similar science system1," Research Policy, Elsevier, vol. 28(5), pages 501-517, June.
    2. Chang, Lo-Bin & Geman, Stuart, 2013. "Empirical scaling laws and the aggregation of non-stationary data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(20), pages 5046-5052.
    3. Di Matteo, T. & Aste, T. & Dacorogna, M.M., 2003. "Scaling behaviors in differently developed markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 183-188.
    4. Zebende, G.F. & da Silva, P.A. & Machado Filho, A., 2011. "Study of cross-correlation in a self-affine time series of taxi accidents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1677-1683.
    5. Bezsudnov, I.V. & Snarskii, A.A., 2014. "From the time series to the complex networks: The parametric natural visibility graph," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 53-60.
    6. Florindo, João Batista & Bruno, Odemir Martinez, 2012. "Fractal descriptors based on Fourier spectrum applied to texture analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4909-4922.
    7. Rivera-Castro, Miguel A. & Miranda, José G.V. & Cajueiro, Daniel O. & Andrade, Roberto F.S., 2012. "Detecting switching points using asymmetric detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 170-179.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yinqiao Zhou & Ming Shao & Xiong Li, 2023. "Temporal and Spatial Evolution, Prediction, and Driving-Factor Analysis of Net Primary Productivity of Vegetation at City Scale: A Case Study from Yangzhou City, China," Sustainability, MDPI, vol. 15(19), pages 1-21, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lemarchand, Guillermo A., 2012. "The long-term dynamics of co-authorship scientific networks: Iberoamerican countries (1973–2010)," Research Policy, Elsevier, vol. 41(2), pages 291-305.
    2. Marinho, E.B.S. & Sousa, A.M.Y.R. & Andrade, R.F.S., 2013. "Using Detrended Cross-Correlation Analysis in geophysical data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2195-2201.
    3. Matthieu Garcin, 2021. "Forecasting with fractional Brownian motion: a financial perspective," Papers 2105.09140, arXiv.org, revised Sep 2021.
    4. Selçuk, Faruk & Gençay, Ramazan, 2006. "Intraday dynamics of stock market returns and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 375-387.
    5. Delignières, Didier & Marmelat, Vivien, 2014. "Strong anticipation and long-range cross-correlation: Application of detrended cross-correlation analysis to human behavioral data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 47-60.
    6. Leporia, Benedetto & Geuna, Aldo & Mira, Antonietta, 2018. "Scientific Output of US and European Universities Scales Super-linearly with Resources," Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation "Franco Momigliano", Bureau of Research in Innovation, Complexity and Knowledge, Collegio 201806, University of Turin.
    7. Zhang, Jiu & Jin, Li-Fu & Zheng, Bo & Li, Yan & Jiang, Xiong-Fei, 2022. "Simplified calculations of time correlation functions in non-stationary complex financial systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
    8. Cristescu, Constantin P. & Stan, Cristina & Scarlat, Eugen I. & Minea, Teofil & Cristescu, Cristina M., 2012. "Parameter motivated mutual correlation analysis: Application to the study of currency exchange rates based on intermittency parameter and Hurst exponent," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2623-2635.
    9. Hernández-Pérez, R., 2012. "Allan deviation analysis of financial return series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(9), pages 2883-2888.
    10. Li, Menghui & Yang, Liying & Zhang, Huina & Shen, Zhesi & Wu, Chensheng & Wu, Jinshan, 2017. "Do mathematicians, economists and biomedical scientists trace large topics more strongly than physicists?," Journal of Informetrics, Elsevier, vol. 11(2), pages 598-607.
    11. A. Gómez-Águila & J. E. Trinidad-Segovia & M. A. Sánchez-Granero, 2022. "Improvement in Hurst exponent estimation and its application to financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-21, December.
    12. Paulo Ferreira & Marcus Fernandes da Silva & Idaraí Santos de Santana, 2019. "Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies," Economies, MDPI, vol. 7(1), pages 1-11, February.
    13. Li, Bao-Gen & Ling, Dian-Yi & Yu, Zu-Guo, 2021. "Multifractal temporally weighted detrended partial cross-correlation analysis of two non-stationary time series affected by common external factors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    14. Aslan, Aylin & Sensoy, Ahmet, 2020. "Intraday efficiency-frequency nexus in the cryptocurrency markets," Finance Research Letters, Elsevier, vol. 35(C).
    15. Guillermo Armando Ronda-Pupo, 2017. "The effect of document types and sizes on the scaling relationship between citations and co-authorship patterns in management journals," Scientometrics, Springer;Akadémiai Kiadó, vol. 110(3), pages 1191-1207, March.
    16. Sukpitak, Jessada & Hengpunya, Varagorn, 2016. "The influence of trading volume on market efficiency: The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 259-265.
    17. Guillermo Armando Ronda-Pupo, 2020. "The performance of Latin American research on economics & business," Scientometrics, Springer;Akadémiai Kiadó, vol. 122(1), pages 573-590, January.
    18. Mulligan, Robert F., 2017. "The multifractal character of capacity utilization over the business cycle: An application of Hurst signature analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 147-152.
    19. Gonçalves, Wesley Nunes & Machado, Bruno Brandoli & Bruno, Odemir Martinez, 2014. "Texture descriptor combining fractal dimension and artificial crawlers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 358-370.
    20. Hu, Xiaohua & Niu, Min, 2023. "Horizontal visibility graphs mapped from multifractal trinomial measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 626(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:84:y:2016:i:c:p:9-14. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.