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Universal scaling behaviors of meteorological variables’ volatility and relations with original records

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  • Lu, Feiyu
  • Yuan, Naiming
  • Fu, Zuntao
  • Mao, Jiangyu

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.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:phsmap:v:391:y:2012:i:20:p:4953-4962
    DOI: 10.1016/j.physa.2012.05.031
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    Cited by:

    1. Zhang, Boer & Xie, Fenghua & Fu, Zunhai & Fu, Zuntao, 2019. "Comparative study of multiple measures on temporal irreversibility of daily air temperature anomaly variations over China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1387-1399.
    2. Fu, Zuntao & Shi, Liu & Xie, Fenghua & Piao, Lin, 2016. "Nonlinear features of Northern Annular Mode variability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 390-394.
    3. Gong, Huanhuan & Fu, Zuntao, 2022. "Beyond linear correlation: Strong nonlinear structures in diurnal temperature range variability over southern China," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).

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    Keywords

    DFA; Volatility; Nonlinearity;
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