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Volatility in atmospheric temperature variability

Author

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  • Govindan, R.B.
  • Bunde, Armin
  • Havlin, Shlomo

Abstract

Using detrended fluctuation analysis, we study the scaling properties of the volatility time series Vi=|Ti+1−Ti| of daily temperatures Ti for 10 chosen sites around the globe. We find that the volatility is long-range power-law correlated with an exponent γ close to 0.8 for all sites considered here. We use this result to test the scaling performance of several state-of-the art global climate models and find that the models do not reproduce the observed scaling behavior.

Suggested Citation

  • Govindan, R.B. & Bunde, Armin & Havlin, Shlomo, 2003. "Volatility in atmospheric temperature variability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 318(3), pages 529-536.
    • Handle: RePEc:eee:phsmap:v:318:y:2003:i:3:p:529-536
    DOI: 10.1016/S0378-4371(02)01552-2
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    Cited by:

    1. Lu, Feiyu & Yuan, Naiming & Fu, Zuntao & Mao, Jiangyu, 2012. "Universal scaling behaviors of meteorological variables’ volatility and relations with original records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4953-4962.
    2. John Halley & Dimitris Kugiumtzis, 2011. "Nonparametric testing of variability and trend in some climatic records," Climatic Change, Springer, vol. 109(3), pages 549-568, December.

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