Physics – Data Analysis – Statistics and Probability
Scientific paper
2004-11-20
IEEE Transactions on Circuits and Systems, vol.51 (11), 2004, 2255-2262
Physics
Data Analysis, Statistics and Probability
Scientific paper
In this report, a systematic analysis of hourly wind speed data obtained from three potential wind generation sites (in North Dakota) is analyzed. The power spectra of the data exhibited a power-law decay characteristic of $1/f^{\alpha}$ processes with possible long-range correlations. Conventional analysis using Hurst exponent estimators proved to be inconclusive. Subsequent analysis using detrended fluctuation analysis (DFA) revealed a crossover in the scaling exponent ($\alpha$). At short time scales, a scaling exponent of $\alpha \sim 1.4$ indicated that the data resembled Brownian noise, whereas for larger time scales the data exhibited long range correlations ($\alpha \sim 0.7$). The scaling exponents obtained were similar across the three locations. Our findings suggest the possibility of multiple scaling exponents characteristic of multifractal signals.
Kavasseri Rajesh G.
Nagarajan Radhakrishnan
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