Exploring the link between multiscale entropy and fractal scaling behavior in near-surface wind

Nogueira M
PLoS ONE 12(3): e0173994.

Download PDF


The equivalency between the power law behavior of Multiscale Entropy (MSE) and of power spectra opens a promising path for interpretation of complex time-series, which is explored here for the first time for atmospheric fields. Additionally, the present manuscript represents a new independent empirical validation of such relationship, the first one for the atmosphere. The MSE-fractal relationship is verified for synthetic fractal time-series covering the full range of exponents typically observed in the atmosphere. It is also verified for near-surface wind observations from anemometers and CFSR re-analysis product. The results show a ubiquitous β ≈ 5/3 behavior inside the inertial range. A scaling break emerges at scales around a few seconds, with a tendency towards 1/f noise. The presence, extension and fractal exponent of this intermediate range are dependent on the particular surface forcing and atmospheric conditions. MSE shows an identical picture which is consistent with the turbulent energy cascade model: viscous dissipation at the small-scale end of the inertial range works as an information sink, while at the larger (energy-containing) scales the multiple forcings in the boundary layer act as widespread information sources. Another scaling transition occurs at scales around 1-10 days, with an abrupt flattening of the spectrum. MSE shows that this transition corresponds to a maximum of the new information introduced, occurring at the time-scales of the synoptic features that dominate weather patterns. At larger scales, a scaling regime with flatter slopes emerges extending to scales larger than 1 year. MSE analysis shows that the amount of new information created decreases with increasing scale in this low-frequency regime. Additionally, in this region the energy injection is concentrated in two large energy peaks: daily and yearly time-scales. The results demonstrate that the superposition of these periodic signals does not destroy the underlying scaling behavior, with both periodic and fractal terms playing an important role in the observed wind time-series.