Autocorrelation of wind speed: A sliding window approach

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 Vitoria 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. (c) 2022 Published by Elsevier B.V.

Automated summary

This article analyzes the daily fluctuations of wind speed in municipalities in the State of Bahia, Brazil using the sliding windows approach. The Detrended Fluctuation Analysis method is employed to identify and measure autocorrelation in non-stationary time series. The results show persistent and statistically significant behavior in the wind speed of the studied cities.