Análise das propriedades multifractais das séries climáticas no Brasil

Detalhes bibliográficos
Autor(a) principal: SILVA, Hérica Santos da
Data de Publicação: 2018
Tipo de documento: Tese
Idioma: por
Título da fonte: Biblioteca Digital de Teses e Dissertações da UFRPE
Texto Completo: http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/7778
Resumo: Research on the dynamics of climate variables can provide important information about their spatio-temporal variability. The understanding of these processes is fundamental for the development of predictive climate models. Climatic variables depend on a variety of natural processes and show random fluctuations at different time and space scales, and linear statistical methods are insufficient for a full time series analysis. Thus, in order to understand the temporal complexity of climatic elements (air temperature (maximum, minimum, average), mean air humidity and mean wind velocity), we used the multifractal detrended fluctuation analysis (MF-DFA) to analyze the multifractal properties of historical series of these variables, provided by the National Institute of Meteorology (INMET), for 265 meteorological stations distributed in Brazil. The results indicate that the process that generates the variability of these climatic variables follows the multifractal dynamics, with greater influence of the seasonal component on the series. It was observed a persistent autocorrelation only in the variables average, maximum and minimum temperature, and this persistence is stronger in the proximity of the line of the Equator. The degree of multifractality indicated by the width of the multifractal spectrum varies between regions, since, for the variables average and minimum temperature, a spatial pattern was observed in which the regions near the equator line presented a lower degree. Regarding the parameter of asymmetry, a homogeneous spatial distribution was observed, and for all variables studied multifractality is more influenced by the small fluctuations, indicating that the temporal component with the greatest influence on these variables was the seasonality. In addition, we investigated the cause of multifractality by analyzing the randomized series. For most meteorological variables studied, multifractality is due to the probability density function and/or to the joint action of the probability density function and long-range correlations. The results indicate that the modeling of long memory in time series of climatic variables should be done through a multifractal model and may contribute to the development of more reliable predictive models.
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spelling STOSIC, TatijanaSTOSIC, BorkoARAÚJO, Lázaro de SoutoBEJAN, Lucian BogdanCUNHA FILHO, MoacyrSTOSIC, Borkohttp://lattes.cnpq.br/8757276796229100SILVA, Hérica Santos da2018-12-14T12:45:05Z2018-10-11SILVA, Hérica Santos da. Análise das propriedades multifractais das séries climáticas no Brasil. 2018. 109 f. Tese (Programa de Pós-Graduação em Biometria e Estatística Aplicada) - Universidade Federal Rural de Pernambuco, Recife.http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/7778Research on the dynamics of climate variables can provide important information about their spatio-temporal variability. The understanding of these processes is fundamental for the development of predictive climate models. Climatic variables depend on a variety of natural processes and show random fluctuations at different time and space scales, and linear statistical methods are insufficient for a full time series analysis. Thus, in order to understand the temporal complexity of climatic elements (air temperature (maximum, minimum, average), mean air humidity and mean wind velocity), we used the multifractal detrended fluctuation analysis (MF-DFA) to analyze the multifractal properties of historical series of these variables, provided by the National Institute of Meteorology (INMET), for 265 meteorological stations distributed in Brazil. The results indicate that the process that generates the variability of these climatic variables follows the multifractal dynamics, with greater influence of the seasonal component on the series. It was observed a persistent autocorrelation only in the variables average, maximum and minimum temperature, and this persistence is stronger in the proximity of the line of the Equator. The degree of multifractality indicated by the width of the multifractal spectrum varies between regions, since, for the variables average and minimum temperature, a spatial pattern was observed in which the regions near the equator line presented a lower degree. Regarding the parameter of asymmetry, a homogeneous spatial distribution was observed, and for all variables studied multifractality is more influenced by the small fluctuations, indicating that the temporal component with the greatest influence on these variables was the seasonality. In addition, we investigated the cause of multifractality by analyzing the randomized series. For most meteorological variables studied, multifractality is due to the probability density function and/or to the joint action of the probability density function and long-range correlations. The results indicate that the modeling of long memory in time series of climatic variables should be done through a multifractal model and may contribute to the development of more reliable predictive models.A investigação da dinâmica de variáveis climáticas pode fornecer informações importantes sobre a sua variabilidade espaço-temporal. O entendimento sobre esses processos é fundamental para o desenvolvimento de modelos preditivos climáticos. As variáveis climáticas dependem de uma diversidade de processos naturais e mostram flutuações aleatórias em diferentes escalas temporais e espaciais, e os métodos estatísticos lineares são insuficientes para uma análise completa de séries temporais. Desta forma, a fim de compreender a complexidade temporal dos elementos climáticos (temperatura do ar (máxima, mínima, média), umidade relativa média do ar e velocidade média do vento) no Brasil, utilizou-se a análise multifractal das flutuações destendenciada (Multifractal detrended fluctuation analysis - MF-DFA) para analisar as propriedades multifractais de séries históricas dessas variáveis, fornecidas pelo Instituto Nacional de Meteorologia (INMET), em 265 estações meteorológicas distribuídas no Brasil. Os resultados apontam que o processo que gera a variabilidade dessas variáveis climáticas segue a dinâmica multifractal, com maior influência do componente sazonal sobre as séries. Observou-se uma autocorrelação persistente apenas nas variáveis temperatura média, máxima e mínima, e essa persistência é mais forte na proximidade da linha do Equador. O grau de multifractalidade indicado pela largura do espectro multifractal varia entre as regiões, visto que, para as variáveis temperatura média e mínima, observou-se um padrão espacial no qual as regiões próximas da linha do Equador apresentaram um menor grau. Já em relação ao parâmetro de assimetria, verificou-se uma distribuição espacial homogênea, em que todas as variáveis estudadas a multifractalidade é mais influenciada pelas pequenas flutuações. Além disso, investigou-se a causa de multifractalidade, analisando as séries randomizadas. Para a maioria das variáveis meteorológicas estudadas, a multifractalidade deve-se à função de densidade de probabilidade e/ou à ação conjunta da função de densidade de probabilidade e de correlações de longo alcance. Os resultados observados indicam que a modelagem da memória longa em séries temporais de variáveis climáticas deveria ser feita por meio de um modelo multifractal e pode contribuir para o desenvolvimento de modelos preditivos mais confiáveis.Submitted by Mario BC (mario@bc.ufrpe.br) on 2018-12-14T12:45:05Z No. of bitstreams: 1 Herica Santos da Silva.pdf: 3052477 bytes, checksum: f0a84627ffe37c72c9799ed881c912ec (MD5)Made available in DSpace on 2018-12-14T12:45:05Z (GMT). No. of bitstreams: 1 Herica Santos da Silva.pdf: 3052477 bytes, checksum: f0a84627ffe37c72c9799ed881c912ec (MD5) Previous issue date: 2018-10-11Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPESapplication/pdfporUniversidade Federal Rural de PernambucoPrograma de Pós-Graduação em Biometria e Estatística AplicadaUFRPEBrasilDepartamento de Estatística e InformáticaAnálise multifractalVariável climáticaSérie temporalCIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICAAnálise das propriedades multifractais das séries climáticas no Brasilinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesis768382242446187918600600600600-6774555140396120501-58364078281851435172075167498588264571info:eu-repo/semantics/openAccessreponame:Biblioteca Digital de Teses e Dissertações da UFRPEinstname:Universidade Federal Rural de Pernambuco (UFRPE)instacron:UFRPEORIGINALHerica Santos da Silva.pdfHerica Santos da Silva.pdfapplication/pdf3052477http://www.tede2.ufrpe.br:8080/tede2/bitstream/tede2/7778/2/Herica+Santos+da+Silva.pdff0a84627ffe37c72c9799ed881c912ecMD52LICENSElicense.txtlicense.txttext/plain; charset=utf-82165http://www.tede2.ufrpe.br:8080/tede2/bitstream/tede2/7778/1/license.txtbd3efa91386c1718a7f26a329fdcb468MD51tede2/77782018-12-14 09:45:05.215oai:tede2: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Biblioteca Digital de Teses e Dissertaçõeshttp://www.tede2.ufrpe.br:8080/tede/PUBhttp://www.tede2.ufrpe.br:8080/oai/requestbdtd@ufrpe.br ||bdtd@ufrpe.bropendoar:2018-12-14T12:45:05Biblioteca Digital de Teses e Dissertações da UFRPE - Universidade Federal Rural de Pernambuco (UFRPE)false
dc.title.por.fl_str_mv Análise das propriedades multifractais das séries climáticas no Brasil
title Análise das propriedades multifractais das séries climáticas no Brasil
spellingShingle Análise das propriedades multifractais das séries climáticas no Brasil
SILVA, Hérica Santos da
Análise multifractal
Variável climática
Série temporal
CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA
title_short Análise das propriedades multifractais das séries climáticas no Brasil
title_full Análise das propriedades multifractais das séries climáticas no Brasil
title_fullStr Análise das propriedades multifractais das séries climáticas no Brasil
title_full_unstemmed Análise das propriedades multifractais das séries climáticas no Brasil
title_sort Análise das propriedades multifractais das séries climáticas no Brasil
author SILVA, Hérica Santos da
author_facet SILVA, Hérica Santos da
author_role author
dc.contributor.advisor1.fl_str_mv STOSIC, Tatijana
dc.contributor.advisor-co1.fl_str_mv STOSIC, Borko
dc.contributor.referee1.fl_str_mv ARAÚJO, Lázaro de Souto
dc.contributor.referee2.fl_str_mv BEJAN, Lucian Bogdan
dc.contributor.referee3.fl_str_mv CUNHA FILHO, Moacyr
dc.contributor.referee4.fl_str_mv STOSIC, Borko
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/8757276796229100
dc.contributor.author.fl_str_mv SILVA, Hérica Santos da
contributor_str_mv STOSIC, Tatijana
STOSIC, Borko
ARAÚJO, Lázaro de Souto
BEJAN, Lucian Bogdan
CUNHA FILHO, Moacyr
STOSIC, Borko
dc.subject.por.fl_str_mv Análise multifractal
Variável climática
Série temporal
topic Análise multifractal
Variável climática
Série temporal
CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA
dc.subject.cnpq.fl_str_mv CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA
description Research on the dynamics of climate variables can provide important information about their spatio-temporal variability. The understanding of these processes is fundamental for the development of predictive climate models. Climatic variables depend on a variety of natural processes and show random fluctuations at different time and space scales, and linear statistical methods are insufficient for a full time series analysis. Thus, in order to understand the temporal complexity of climatic elements (air temperature (maximum, minimum, average), mean air humidity and mean wind velocity), we used the multifractal detrended fluctuation analysis (MF-DFA) to analyze the multifractal properties of historical series of these variables, provided by the National Institute of Meteorology (INMET), for 265 meteorological stations distributed in Brazil. The results indicate that the process that generates the variability of these climatic variables follows the multifractal dynamics, with greater influence of the seasonal component on the series. It was observed a persistent autocorrelation only in the variables average, maximum and minimum temperature, and this persistence is stronger in the proximity of the line of the Equator. The degree of multifractality indicated by the width of the multifractal spectrum varies between regions, since, for the variables average and minimum temperature, a spatial pattern was observed in which the regions near the equator line presented a lower degree. Regarding the parameter of asymmetry, a homogeneous spatial distribution was observed, and for all variables studied multifractality is more influenced by the small fluctuations, indicating that the temporal component with the greatest influence on these variables was the seasonality. In addition, we investigated the cause of multifractality by analyzing the randomized series. For most meteorological variables studied, multifractality is due to the probability density function and/or to the joint action of the probability density function and long-range correlations. The results indicate that the modeling of long memory in time series of climatic variables should be done through a multifractal model and may contribute to the development of more reliable predictive models.
publishDate 2018
dc.date.accessioned.fl_str_mv 2018-12-14T12:45:05Z
dc.date.issued.fl_str_mv 2018-10-11
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dc.identifier.citation.fl_str_mv SILVA, Hérica Santos da. Análise das propriedades multifractais das séries climáticas no Brasil. 2018. 109 f. Tese (Programa de Pós-Graduação em Biometria e Estatística Aplicada) - Universidade Federal Rural de Pernambuco, Recife.
dc.identifier.uri.fl_str_mv http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/7778
identifier_str_mv SILVA, Hérica Santos da. Análise das propriedades multifractais das séries climáticas no Brasil. 2018. 109 f. Tese (Programa de Pós-Graduação em Biometria e Estatística Aplicada) - Universidade Federal Rural de Pernambuco, Recife.
url http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/7778
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dc.publisher.none.fl_str_mv Universidade Federal Rural de Pernambuco
dc.publisher.program.fl_str_mv Programa de Pós-Graduação em Biometria e Estatística Aplicada
dc.publisher.initials.fl_str_mv UFRPE
dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv Departamento de Estatística e Informática
publisher.none.fl_str_mv Universidade Federal Rural de Pernambuco
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