Evidence of crossover phenomena in wind-speed data

IEEE Transactions on Circuits and Systems I: Regular Papers

Volumn 51, Issue 11, 2004, Pages 2255-2262

  Kavasseri, Rajesh G ^a   Nagarajan, Radhakrishnan ^b  

^a North Dakota State University   (United States)

^b UNIVERSITY OF ARKANSAS FOR MEDICAL SCIENCES   (United States)

Author keywords

Crossover phenomena; Detrended fluctuation analysis (DFA); Hurst exponents; Long range correlations; Wind speed

Indexed keywords

ALGORITHMS; CORRELATION METHODS; ESTIMATION; SPECTRUM ANALYSIS; SPEED; TIME SERIES ANALYSIS; WIND POWER;

CROSSOVER PHENOMENA; DETRENDED FLUCTUATION ANALYSIS (DFA); HURST EXPONENT ESTIMATORS; LONG RANGE CORRELATIONS; POWER SPECTRA; SYSTEMATIC ANALYSIS; WIND SPEED;

DATA REDUCTION;

EID: 9744285853     PISSN: 10577122     EISSN: None     Source Type: Journal    
DOI: 10.1109/TCSI.2004.836846     Document Type: Article

References (34)

1. P. Fariley, "Steady as she blows," IEEE Spectrum, vol. 12, pp. 35-39, Aug. 2003.
2. J. Haslett and E. Kelledy, "The assessment of actual wind power availability in Ireland," Env. Res., vol. 3, pp. 333-348, 1979.
3. A. E. Raftery, J. Haslett, and E. McColl, "Wind power: A space time process?," in Time Series Analysis: Theory and Practice, O. D. Anderson, Ed. Amsterdam. The Netherlands: North Holland, 1982, vol. 2, pp. 191-202.
4. J. Haslett and A. E. Raftery, "Space-time modeling with long-memory dependence: Assessing Ireland's wind power resource (with discussion " Appl. Stats., vol. 38, no. 1, pp. 1-50, 1989.
5. J. P. Palutikof, X. Guo, and J. A. Halliday, "The reconstruction of long wind-speed records in the UK," in Wind Energy Conversion 1991 D. C. Quarton and V. C. Fenton, Eds. London, U.K.: Mech. Eng. Pub., pp. 275-280.
6. J. Theiler, S. Eubank, A. Longtin, B. Galdrikian, and J. D. Farmer, "Testing for nonlinearity in time series: The method of surrogate data," Phys. D, vol. 58, p. 77, 1992.
7. T. Schreiber and A. Schmitz, "Improved surrogate data for nonlinearity tests," Phys. Rev. Lett., vol. 77, p. 635, 1996.
8. A. L. Goldberger, L. N. Amaral, J. Hausdorff, P. C. Ivanov, C. K. Pend, and H. E. Stanley, "Fractal dynamics in physiology: Alterations with disease and aging," Proc. Nat. Acad. Sci., vol. 19. pp. 2466-2472, 2002.
9. J. Feder, Fractals. New Yok: Plenum Press, 1988.
10. H. E. Hurst, "Long-term storage capacity of reservoirs," Trans. Amer. Soc. Civ. Engrs., vol. 116, pp. 770-808, 1951.
11. C. X. Yu, M. Gilmore, W. A. Peebles, and T. L. Rhodes, "Structure function analysis of long-range correlations in plasma turbulence," Phys. Plasmas. vol. 10, no. 2772, pp. 2772-2779, 2003.
12. M. Gilmore, C. X. Yu, T. L. Rhodes, and W. A. Peebles, " Investigation of rescaled analysis, Hurst exponent and long term correlations in plasma turbulence," Phys. Plasmas, vol. 9, no. 4, pp. 1312-1317, 2002.
13. J. Moody and L. Wu, "Long memory and Hurst exponents of tick-by-tick interbank foreign exchange rates," in Proc. Computational Intelligence in Financial Engineering, 1995, pp. 26-30.
14. R. Weron and B. Przybylowicz, "Hurst analysis of electricity price dynamics," Phys. A, vol. 283, pp. 462-468, 2000.
15. A. Erramilli, M. Roughan, D. Veitch, and W. Willinger, "Self-similar traffic and network dynamics," Proc. IEEE, vol. 90, pp. 800-819, May 2002.
16. P. C. Ivanov, L. Amaral, A. Goldberger, S. Havlin, M. G. Rosenblum, Z. R. Struzik, and H. E. Stanley, "Multifractality in human heartbeat dynamics," Nature, vol. 399, 3, pp. 461-465, June 1999.
17. J. Beran, Statistics for Long Memory Processes. NewYork: Chapman & Hall, 1994.
18. J. B. Bassingthwaighte, L. S. Liebovitch, and B. J. West, Fractal Phyysiology. Oxford, U.K.: Amer. Physiol. Soc., 1994, pp. 78-89.
19. T. Karagiannis, M. Faloutsos, and M. Molle. (2003) A user-friendly self-similarity analysis tool. Proc. ACM SIGCOMM Comp. Comm. Rev. [On-line]. Available: http://www.cs.ucr.edu/$\sim$tkarag/Selfis/Selfis.html
20. P. Abry and D. Veitch, "Wavelet analysis of long-range-dependent traffic," IEEE Trans. Information Theory, vol. 44, pp. 2-15, Jan. 1998.
21. M. S. Taqqu, V. T. Teverovsky, and W. Willinger, "Estimators for long-range dependence: An empirical study," Fractals, vol. 3, no. 4, pp. 785-798, 1995.
22. K. Matia, Y. Ashkenazy, and H. E. Stanley, "Multifractal properties of price fluctuations of stocks and commodities," Europhys. Lett., vol. 61, no. 3, pp. 422-428, 2003.
23. E. K. Bunde, J. W. Kantelhardt, P. Braun, A. Bunde, and S. Havlin, "Long term persistence and multifractality of river runoff records: Detrended fluctuation studies," in Proc. Hydrofractals Conf., Ascona, Switzerland, Aug. 2003.
24. B. Audit. E. Bacry, J. F. Muzy, and A. Arneodo, "Wavelets based estimators of scaling behavior," IEEE Trans. Inform. Theory, vol. 48, pp. 2938-2954, Nov. 2002.
25. C.K. Peng, S. V. Buldyrev, S. Havlin, M. Simons, H. E. Stanley, and A. L. Goldberger, "Mosaic organization of DNA nucleotides," Phys. Rev. E, vol. 49. pp. 1685-1689, 1994.
26. J. M. Hausdorff, C. K. Peng, Z. Ladin, J. Y. Wei, and A. L. Goldberger, "Is walking a random walk? Evidence for long-range correlations in stride interval of human gait" J. App. Physiol., vol. 78, pp. 349-358, 1995.
27. N. Vandewalle and M. Ausloos, "Coherent and random sequences in financial fluctuations," Phys. A, vol. 246, pp. 454-459, 1997.
28. K. Ivanova and M. Ausloos, "Application of detrended fluctuation analysis (DFA) method for describing cloud breaking," Phys. A, vol. 274, pp. 349-354, 1999.
29. C. K. Peng, S. Havlin, H. E. Stanley, and A. L. Goldberger, "Quantification of scaling exponents and crossover phenomena in nonstationary heartbeat time series," Chaos, vol. 5, pp. 82-87, 1995.
30. E. K. Bunde, A. Bunde, S. Havlin, H. E. Roman, Y. Goldreich, and H. J. Schellnhuber, "Indication of a universal persistence law governing atmospheric variability," Phys. Rev. Lett., vol. 81, no. 3, pp. 729-732, 1998.
31. A. Bunde, S. Havlin, J. W. Kantelhardt, T. Penzel, J. H. Peter, and K. Voigt, "Correlated and uncorrelated regions in heart rate fluctuations during sleep," Phy. Rev. Lett., vol. 85, no. 17, pp. 3736-3739, 2000.
32. K. Hu, P. Ivanov, Z. Chen, P. Carpena, and H. E. Stanley, "Effects of trends on detrended fluctuation analysis," Phy. Rev. E, vol. 64, p. 011 114, 2001.
33. M. Small and C. K. Tse, "Detecting determinism in time series: The method of surrogate data," IEEE Trans. Circuits Syst. I, vol. 50, pp. 663-672, May 2003.
34. W. H. Press, "Flicker noise in astronomy and elsewhere," Comm. Astrophys, vol. 7, pp. 103-119, 1978.