Autocorrelation of wind speed: A sliding window approach

E.C.O. Santos, E.F. Guedes, G.F. Zebende and A.M. da Silva Filho

Physica A: Statistical Mechanics and its Applications, 2022, vol. 607, issue C

Abstract: This article aims to analyze the daily fluctuations of the time series of wind speed in some municipalities in the State of Bahia, Brazil from January 2009 to December 2018 with the approach of sliding windows. The analysis will be performed, mainly, with the method known in the literature as Detrended Fluctuation Analysis (DFA) able to identify and measure autocorrelation in non-stationary time series on different time scales (Peng et al., 1994). To meet the proposed objective, we chose five cities of Bahia, by methodological option: Barreiras, Feira de Santana, Guanambi, Salvador and Vitória da Conquista. The results indicated a persistent and statistically significant behavior at the level of 5% for all the studied cities and period. The description with sliding windows (w = 365) found a predominance of relative variation above 15%, kurtosis and positive asymmetry. Our findings can be used as one more proposal to model wind speed data and contribute to research related to climatological data.

Keywords: Autocorrelation; DFA; Wind speed; Sliding windows (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:607:y:2022:i:c:s0378437122007713

DOI: 10.1016/j.physa.2022.128213

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