Multifractal characterization and comparison of meteorological time series from two climatic zones
نویسندگان
چکیده
منابع مشابه
Multifractal analysis of meteorological time series to assess climate impacts
Agro-meteorological quantities are often in the form of time series, and knowledge about their temporal scaling properties is fundamental for transferring locally measured fluctuations to larger scales and vice versa. However, the scaling analysis of these quantities is complicated due to the presence of localized trends and nonstationarities. The objective of this study was to characterise sca...
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چکیده ندارد.
15 صفحه اولFractal and Multifractal Time Series
5 Methods for Non-Stationary Fractal Time-Series Analysis 15 5.1 Wavelet Analysis . . . . . . . . . . . . . . . . . . . . . . . . . 15 5.2 Discrete Wavelet Transform (WT) Approach . . . . . . . . . . 16 5.3 Detrended Fluctuation Analysis (DFA) . . . . . . . . . . . . . 16 5.4 Detection of Trends and Crossovers with DFA . . . . . . . . . 19 5.5 Sign and Magnitude (Volatility) DFA . . . . . . . ....
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Methods connecting dynamical systems and graph theory have attracted increasing interest in the past few years, with applications ranging from a detailed comparison of different kinds of dynamics to the characterization of empirical data. Here we investigate the effects of the (multi)fractal properties of a signal, common in time series arising from chaotic dynamics or strange attractors, on th...
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It has been recently noticed that time series of returns in stock markets are of multifractal (multiscaling) character. In that context, multifractality has been always evidenced by its statistical signature (i.e., the scaling exponents associated to a related variable). However, a direct geometrical framework, much more revealing about the underlying dynamics, is possible. In this paper, we pr...
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ژورنال
عنوان ژورنال: Theoretical and Applied Climatology
سال: 2018
ISSN: 0177-798X,1434-4483
DOI: 10.1007/s00704-018-2705-0