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Multifractal scaling properties of daily air temperature time series

Author

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  • Kalamaras, N.
  • Philippopoulos, K.
  • Deligiorgi, D.
  • Tzanis, C.G.
  • Karvounis, G.

Abstract

The aim of the current research study is to examine the scaling properties of the mean daily, maximum and minimum air temperature time series of a single coastal site, located at the island of Crete in Greece. The Multifractal Detrended Fluctuation Analysis (MF-DFA) is used to examine the time series long-term correlation and the singularity spectrum to estimate the multifractality degree. The analysis reveals that the daily temperature time series exhibit a multifractal behavior, are positive long-term correlated and that their multifractal structure is insensitive to local fluctuations with large magnitudes.

Suggested Citation

  • Kalamaras, N. & Philippopoulos, K. & Deligiorgi, D. & Tzanis, C.G. & Karvounis, G., 2017. "Multifractal scaling properties of daily air temperature time series," Chaos, Solitons & Fractals, Elsevier, vol. 98(C), pages 38-43.
    • Handle: RePEc:eee:chsofr:v:98:y:2017:i:c:p:38-43
    DOI: 10.1016/j.chaos.2017.03.003
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    Cited by:

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    4. Santos, Fábio Sandro dos & Nascimento, Kerolly Kedma Felix do & Jale, Jader da Silva & Stosic, Tatijana & Marinho, Manoel H.N. & Ferreira, Tiago A.E., 2021. "Mixture distribution and multifractal analysis applied to wind speed in the Brazilian Northeast region," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    5. Josselin Garnier & Knut Solna, 2018. "Emergence of Turbulent Epochs in Oil Prices," Papers 1808.09382, arXiv.org, revised Apr 2019.
    6. Josselin Garnier & Knut Solna, 2018. "Chaos and Order in the Bitcoin Market," Papers 1809.08403, arXiv.org, revised Apr 2019.
    7. Shao, Wei & Wang, Jian, 2020. "Does the “ice-breaking” of South and North Korea affect the South Korean financial market?," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
    8. Tzanis, Chris G. & Kalamaras, Nikolaos & Philippopoulos, Kostas & Deligiorgi, Despina, 2022. "The multifractal nature of dew point," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
    9. Garnier, Josselin & Solna, Knut, 2019. "Emergence of turbulent epochs in oil prices," Chaos, Solitons & Fractals, Elsevier, vol. 122(C), pages 281-292.
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