Long-term correlations and multifractality in surface wind speed

Max-Planck Institut für Physik komplexer Systeme Nöthnitzer Straße 38, D-01187 Dresden, Germany

Received: 16 February 2004
Accepted: 17 August 2004

Abstract

Using detrended fluctuation analysis (DFA), we study long-term correlations in wind speed data. We find that not only the wind speed data themselves but also their volatilities possess long-range correlations, expressed by the fluctuation exponent α being larger than one half. We also perform a multifractal analysis. Whereas most data sets show a broad multifractal spectrum, recordings of two days, obtained at the same measurement site, are essentially monofractal. By surrogate analysis, we confirm the monofractal nature of these data. Our analysis shows that correlated volatility does not necessarily imply multifractality (as often assumed) and that a given system may exhibit both mono- and multifractal signals, depending on system parameters.