Volatility in atmospheric temperature variability

DOI10.1016/S0378-4371(02)01552-2MaRDI QIDQ1860816zbMATH OpenFDO

Authors R. B. Govindan, Armin Bunde, Shlomo Havlin

Publication date 26 February 2003

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/0209687

zbMATH Keywords

global climate modelslong-range power-law correlationtime-series scaling properties

Mathematics Subject Classification ID

Meteorology and atmospheric physics (86A10)

Abstract: 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.

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Cites work

• Detecting long-range correlations with detrended fluctuation analysis
• scientific article; zbMATH DE number 192842 (Why is no real title available?)
• Long-range correlations and trends in global climate models: Comparison with real data
• Price fluctuations and market activity

Cited in

(7)

• Power-law persistence in the atmosphere and in the oceans
• Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations
• Detrended fluctuation analysis as a statistical tool to monitor the climate
• FICKIAN DIFFUSION AND NEWTONIAN COOLING: A CONCEPT FOR NOISE INDUCED CLIMATE VARIABILITY WITH LONG-TERM MEMORY?
• Signatures of universal characteristics of fractal fluctuations in global mean monthly temperature anomalies
• Long term persistence in the atmosphere: Global laws and tests of climate models
• Determining confidence intervals in analyzing climatic series

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