Research of Wind Speed Time Series Based on the Hurst Exponent

YUAN Quanyong; YANG Yang; LI Chun; KAN Wei; YE Kehua

doi:10.21656/1000-0887.380154

Volume 39 Issue 7

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YUAN Quanyong, YANG Yang, LI Chun, KAN Wei, YE Kehua. Research of Wind Speed Time Series Based on the Hurst Exponent[J]. Applied Mathematics and Mechanics, 2018, 39(7): 798-810. doi: 10.21656/1000-0887.380154

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Research of Wind Speed Time Series Based on the Hurst Exponent

doi: 10.21656/1000-0887.380154

School of Energy and Power Engineering, University of Shanghai for Science and Technology, Shanghai 200093, P.R.China

Funds: The National Natural Science Foundation of China（51676131;51176129）

Received Date: 2017-05-26
Rev Recd Date: 2017-06-23
Publish Date: 2018-07-15

Abstract

Abstract

In order to investigate self-similarity and long-rang dependence of wind speed time series, the rescaled range analysis and the detrended fluctuation analysis (DFA) were carried out to calculate the Hurst exponent of the wind speed time series. The power spectral density was analyzed and the spectral indexes were calculated. The results show that, the Hurst exponents calculated with the both methods are close to 1, which means that the wind speed time series has strong self-similarity and long-range positive dependence. However, the Hurst indexes from the 2 methods are different, which means that the DFA method could reflect the power-law feature of the non-stationary wind speed time series. Furthermore, the results of the Hurst exponents and the spectral indexes show that the wind speed fluctuation belongs to the “1/f fluctuation”. The conclusions offer some references for further study on fractal chaos and short-time wind speed prediction.
- wind speed time series,
- detrended fluctuation analysis,
- rescaled range,
- Hurst exponent,
- spectral analysis

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References

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