Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2002-09-30
Physics
Condensed Matter
Statistical Mechanics
10 pages, 3 figures. Accepted for publication in Physica A
Scientific paper
10.1016/S0378-4371(02)01552-2
Using detrended fluctuation analysis (DFA), we study the scaling properties of the volatility time series $V_i=| T_{i+1}-T_i|$ of daily temperatures $T_i$ for ten chosen sites around the globe. We find that the volatility is long range power-law correlated with an e xponent $\gamma$ 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.
Bunde Armin
Govindan R. B.
Havlin Shlomo
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