Applied Energy 93 (2012) 742749

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Applied Energy
journal homepage: www.elsevier.com/locate/apenergy

Fractal dimension of wind speed time series

Tian-Pau Chang a,, Hong-Hsi Ko a, Feng-Jiao Liu b, Pai-Hsun Chen a, Ying-Pin Chang b, Ying-Hsin Liang a,
Horng-Yuan Jang a, Tsung-Chi Lin a, Yi-Hwa Chen a
a
b

Department of Computer Science and Information Engineering, Nankai University of Technology, Nantou 542, Taiwan
Department of Electrical Engineering, Nankai University of Technology, Nantou 542, Taiwan

a r t i c l e

i n f o

Article history:
Received 14 February 2011
Received in revised form 9 August 2011
Accepted 10 August 2011
Available online 16 September 2011
Keywords:
Fractal dimension
Wind speed
Wind uctuation
Probability density function
Weibull function

a b s t r a c t
The uctuation of wind speed within a specic time period affects a lot the energy conversion rate of
wind turbine. In this paper, the concept of fractal dimension in chaos theory is applied to investigate wind
speed characterizations; numerical algorithms for the calculation of the fractal dimension are presented
graphically. Wind data selected is observed at three wind farms experiencing different climatic conditions from 2006 to 2008 in Taiwan, where wind speed distribution can be properly classied to high wind
season from October to March and low wind season from April to September. The variations of fractal
dimensions among different wind farms are analyzed from the viewpoint of climatic conditions. The
results show that the wind speeds studied are characterized by medium to high values of fractal dimension; the annual dimension values lie between 1.61 and 1.66. Because of monsoon factor, the uctuation
of wind speed during high wind months is not as signicant as that during low wind months; the value of
fractal dimension reveals negative correlation with that of mean wind speed, irrespective of wind farm
considered. For a location where the wind distribution is well described by Weibull function, its fractal
dimension is not necessarily lower. These ndings are useful to wind analysis.
2011 Elsevier Ltd. All rights reserved.

1. Introduction
Wind power is proportional to the cube of wind speed; a little
change of the wind speed might cause extreme instability in electricity generation through wind turbine. Studying about wind
speed characterizations for a particular location is pretty important
while utilizing wind potential energy.
Two-parameter Weibull probability density function (pdf) has
commonly been applied to model wind speed distribution in literature considering generally long-term measurements, e.g. monthly,
seasonal or annual data [111]. Weibull pdf even became a reference distribution in commercial wind energy software such as
Wind Atlas Analysis and Application Program [12]. However the
similarity or irregularity of wind speeds for different time periods
cannot be analyzed through the Weibull pdf. Recently the concept
of chaos theory is gradually adopted in many applications including
wind eld based on the analysis of fractal dimension [1319]. Some
researchers use it to quantify wind speeds uctuation within a
specic time period, e.g. a day; the fractal dimension calculated is
about 1.51.7 [2023]. However the fractal research about wind
energy is still few in literature; the relevant analyses considering
different climatic factors and wind speed distributions are not

Corresponding author. Fax: +886 49 2561408.

E-mail address: t118@nkut.edu.tw (T.-P. Chang).
0306-2619/$ - see front matter 2011 Elsevier Ltd. All rights reserved.
doi:10.1016/j.apenergy.2011.08.014

really detailed; besides effective method for estimating fractal

dimension has seldom been proposed previously.
In this paper, detailed numerical procedures for the calculation
of fractal dimension for arbitrary signal are presented graphically,
that would help the engineers to easily establish the computer program. The relationship between the fractal dimension and wind
distribution will be investigated from the viewpoint of climatic
conditions. Wind data selected are observed each 10 min from
2006 to 2008 at three wind farms having different climatic conditions, which are handled by the Ministry of Economic Affairs. There
are 38 wind turbines for each wind farm; anemometer is installed
on the wind turbine with different heights. Raw speed data
obtained has a precision of 0.1 m/s. For the consideration of study
quality, some wind data are excluded when analyzing if the
turbine is in maintenance or shut down during typhoon. The
10-min wind speed measurements are transferred to hourly data
and are averaged over the 3 years before doing subsequent analyses. This data set has been used in many researches recently to
study wind characterizations such as in [2,24]. The rst wind farm
Dayuan (with longitude 121.1E, latitude 25.1N) is located at the
northwestern plain of Taiwan; the northeastern monsoon is especially active in winter months; the southwestern monsoon prevails
in summer but wind velocity becomes lower; wind turbine is manufactured by General Electric (GE, USA), the height of the anemometer is 64.7 m above ground level. The second wind farm Hengchun
(120.7E, 21.9N) is located at the southern peninsula experiencing

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T.-P. Chang et al. / Applied Energy 93 (2012) 742749

Nomenclature
D
f
g
G
H
L
M
N
n

fractal dimension
time series signal
Weibull probability density function
Weibull cumulative distribution function
Hurst exponent
box length
number of data points in loglog plot
number of boxes to cover an object
number of nonzero data points in calculating Weibull
parameters
sample size in calculating rectangle area

more stable weather conditions throughout the year, with the

same turbine specications as Dayuan. The third one Penghu
(119.6E, 23.6N) is at a small island in the Taiwan Strait experiencing the highest wind in winter and spring among the three
locations studied; wind turbine is manufactured by Enercon (Germany), the height of anemometer is 46 m above ground level. All
the wind speeds were transformed by using one-seventh power
law to the same height [10,11], 50 m above the ground level, on
the subsequent calculations.

ti
v
Y

time step
wind speed (m/s)
theoretical value of regressed line

Greek letters
/
rectangle area to cover a signal
Dt
width of rectangle
k
residual value in doing regression
e
quadratic error
a
Weibull shape parameter, dimensionless
b
Weibull scale parameter (m/s)

uctuation of the signal for a specic interval Dt. Substituting H(/)

into previous equation, the fractal dimension becomes:

(

)


log /Dt=Dt2
log /Dt
D lim 2 
lim
Dt!0
Dt!0
log1=Dt
logDt

For a signal with limited data points, its fractal dimension can
be practically determined by the following equation with the manner of least-squares linear regression shown as:

log/Dt=Dt 2  D log1=Dt k;
2. Fractal dimension
The fractal dimension (D) is a numerical measure of the selfsimilarity of an object, it can be used to analyze the irregularity
of a set of time series data; the larger the fractal dimension the
more random the data. The commonly used denition about the
fractal dimension in literature is the HausdorffBesicovitch dimension given as below [2527]:

D lim
L!0

log NL
log1L

as Dt ! 0

where k is the residual value while doing regression. Note that the
slope of the regression line among the data points (log1=Dt i ,

f (t )

where N(L) is the smallest number of boxes of side L to cover the

data (i.e. called box-counting method). To calculate the fractal
dimension of wind speed time series data, a modied box-counting
method is used in the present study; the fractal dimension is
expressed as [2830]:

D 2  H/

where H(/) is the Hurst exponent representing the degree of selfsimilarity of data. As mentioned in Harrouni and Guessoum [28]
and in Kavasseri and Nagarajan [31], values of H(/) in the range
(0, 0.5) characterize anti-persistence, whereas those in the range
(0.5, 1) characterize persistent correlations, and represents uncorrelated noise when H(/) = 0.5, that implies the fractal dimension is
usually a non-integer value for real time series data measured in
nature. For arbitrary signal, as shown in Fig. 1, it can be covered
by rectangles with various widths of time interval Dt, relevant
Hurst exponent is given by:

H/ lim

Dt!0

log /Dt
logDt

f (t )

where /(Dt) is the total rectangle area corresponding the covered

signal and is calculated by:

/Dt

p1
X

jf ti Dt  f t i jDt

i0

where f(ti) is the value of the signal at time step ti, p is the number of
data points (signal length), then |f(ti + Dt)  f(ti)| reects the

Fig. 1. Arbitrary signal covered by rectangles with different time widths in

estimating fractal dimension.

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T.-P. Chang et al. / Applied Energy 93 (2012) 742749

0.2
observed wind speed
observed cdf
Weibull pdf
Weibull cdf

Probability density function

0.16
0.14

0.1
0.08

0.8

0.06

0.6

0.04

0.4

0.02

0.2

0
0

0
8 10 12 14 16 18 20 22 24 26 28 30

Cumulative distribution function

0.12

observed wind speed

observed cdf
Weibull pdf
Weibull cdf

Penghu

0.18

Probability density function

Dayuan

0.18

0.16
0.14
0.12

0.1
0.08

0.8

0.06

0.6

0.04

0.4

0.02

0.2

0
0

0
8 10 12 14 16 18 20 22 24 26 28 30

Wind speed (m/s)

Wind speed (m/s)

Fig. 2. Wind speed frequency and cumulative distribution function for station
Dayuan.

observed wind speed

observed cdf
Weibull pdf
Weibull cdf

Hengchun

0.14
0.12
1

0.1
0.08

0.8

0.06

0.6

0.04

0.4

0.02

0.2

0
0

0
8 10 12 14 16 18 20 22 24 26 28 30

Cumulative distribution function

Probability density function

0.16

Fig. 4. Wind speed frequency and cumulative distribution function for station
Penghu.

Table 1
Wind speed statistics for station Dayuan.

0.2
0.18

Cumulative distribution function

0.2

Wind speed (m/s)

Period

Mean
(m/s)

Standard
deviation
(m/s)

Speed
range
(m/s)

Skewness

Kurtosis

January
February
March
April
May
June
July
August
September
October
November
December
OctoberMarch
(high wind
period)
AprilSeptember
(low wind
period)
Yearly

10.25
7.41
6.87
6.67
4.67
4.39
5.94
5.11
8.32
11.74
13.32
12.28
10.35

3.15
4.13
4.01
3.40
2.88
2.58
3.01
2.93
3.91
2.40
2.37
1.92
3.91

16.52
17.91
15.20
16.02
15.12
14.60
16.16
15.81
21.33
16.22
16.84
12.32
18.46

1.04
0.33
0.05
0.36
0.95
0.76
0.53
0.89
0.20
0.34
0.45
0.04
0.72

3.34
1.87
1.60
2.52
3.32
2.80
2.48
2.76
2.24
3.22
3.16
2.84
2.72

5.84

3.42

18.44

0.73

2.88

8.09

4.31

21.64

0.07

1.81

Fig. 3. Wind speed frequency and cumulative distribution function for station
Hengchun.

log/Dt i =Dt 2i ) is just the value of fractal dimension. Basically the

maximum value of time interval Dti used in determining the fractal
dimension cannot exceed the half of data length, in the present
study the maximum time interval is set to be the value that makes
the total quadratic error e between each data point and the
regressed line minimum, which is dened as below:

M
X

2
log/Dt i =Dt 2i   Y

[3133]. In this paper, the fractal dimension presented is calculated using hourly data that represents the hourly uctuation of
wind speed within a day. Several maximum values concerning
time interval had been examined using the whole time series data
and the optimal one is found to be 10 for all the three wind farms
studied.
3. Weibull function

i1

where Y is the value calculated from the regressed line with the
same abscissa of log1=Dt i ; M is the number of data points used
in the line regression in loglog plot.
The magnitude of fractal dimension depends not only on problem itself but also on the number of data points considered. In
wind application it is worth to investigate the variation of wind
energy available within a day; in this context, hourly mean wind
speeds, 24 data points a day, are generally used in the literatures

Weibull function has frequently been used to describe the wind

speed distribution. Its probability density function (pdf) is given as
[25]:

gv

 a1

a v

b b

  a 
v
exp 
b

The corresponding Weibull cumulative distribution function

(cdf) is expressed by:

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T.-P. Chang et al. / Applied Energy 93 (2012) 742749

Table 2
Wind speed statistics for station Hengchun.

January
February
March
April
May
June
July
August
September
October
November
December
OctoberMarch
(high wind
period)
AprilSeptember
(low wind
period)
Yearly

Mean
(m/s)

Standard
deviation
(m/s)

Speed
range
(m/s)

Skewness

9.21
9.37
7.92
7.27
7.14
6.19
6.62
5.28
6.87
6.87
8.03
9.99
8.56

3.89
4.21
3.62
2.93
2.83
2.74
3.23
2.80
3.00
2.88
4.77
4.09
4.08

20.50
22.21
21.32
17.64
15.37
16.44
16.13
14.27
16.12
18.40
22.90
21.63
21.06

0.10
0.19
0.51
0.31
0.01
0.12
0.18
0.36
0.33
0.77
0.53
0.09
0.40

Dayuan

2.8

Kurtosis

2.6
2.39
2.03
2.58
2.89
2.68
2.45
2.19
2.19
2.48
3.07
2.29
2.27
2.38

2.4

Fractal dimension

Period

2.2
2
1.8
1.6
1.4
1.2

6.56

3.00

15.90

0.22

2.50

1
0

7.55

3.72

22.90

0.55

30

60

90 120 150 180 210 240 270 300 330 360

Day of year

2.89

Fig. 5. Variation of daily fractal dimension for station Dayuan.

Table 3
Wind speed statistics for station Penghu.

January
February
March
April
May
June
July
August
September
October
November
December
OctoberMarch
(high wind
period)
AprilSeptember
(low wind
period)
Yearly

Mean
(m/s)

Standard
deviation
(m/s)

Speed
range
(m/s)

Skewness

Kurtosis

13.47
10.51
10.54
7.67
7.14
7.67
5.65
5.04
7.39
12.30
14.79
13.93
12.61

3.11
5.34
6.04
4.50
3.01
3.06
1.98
3.29
3.70
4.16
3.76
5.14
4.96

15.80
22.94
24.32
21.01
19.63
16.18
10.52
23.32
18.16
21.32
23.82
22.68
24.32

0.47
0.21
0.60
0.45
0.85
0.03
0.33
1.71
0.55
0.65
0.47
0.27
0.22

3.02
2.00
2.22
2.73
4.69
2.50
2.42
6.90
2.87
3.35
3.72
2.14
2.41

6.75

3.49

20.54

0.76

3.77

2.6
2.4

2
1.8
1.6
1.4
1.2

9.63

5.17

24.84

0.43

2.36

"P
#1
Pn
n
a
i1 v i lnv i
i1 lnv i
Pn a
a

n
i1 v i

30

60

90 120 150 180 210 240 270 300 330 360

Day of year
Fig. 6. Variation of daily fractal dimension for station Hengchun.

where v is the wind speed, a is the shape parameter (dimensionless), b is the scale parameter having the same unit as wind speed.
Weibull shape parameter reects the width of data distribution, the
larger the shape parameter the narrower the distribution and the
higher its peak value. Scale parameter inuences the abscissa scale
of a plot of data distribution. Two Weibull parameters can be
obtained by using the maximum likelihood method given as [2,9]:

2.2

  a 
v
Gv 1  exp 
b

n
1X
va
n i1 i

Hengchun

2.8

Fractal dimension

Period

10

!1=a
11

where vi is the wind speed at time step i and n is the number of nonzero data points. All the procedures are implemented using computer program written in MATLAB languages.

4. Results and discussion

Figs. 24 show the yearly observed wind speed histograms for
the three stations studied. The Weibull probability density function
(pdf) as well as cumulative distribution function (cdf, referred to
the right ordinate) calculated using relevant Weibull parameters
are also plotted for comparison in the gures. The annual Weibull
shape parameters calculated are 1.98, 2.16 and 1.97 for the Dayuan,
Hengchun and Penghu, respectively; corresponding scale parameters are 9.13, 8.53 and 10.87 m/s respectively.
It is found that the histogram in Hengchun (Fig. 3) is best tted
by the theoretical curve of Weibull pdf due to its more stable climatic conditions throughout the year, thus the Weibull cdf has
the smallest difference with the observed cdf. Tables 13 summarize the descriptive statistics for different time periods. While considering the annual period, the mean wind speed is 8.09, 7.55 and
9.63 m/s for the three stations respectively; the station Hengchun
reveals the highest kurtosis coefcient, 2.89, among the three

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T.-P. Chang et al. / Applied Energy 93 (2012) 742749

Penghu

2.8

Dayuan
4

2.6

Log ((t)/t2)

2.4

Fractal dimension

slope = 1.99
R2=0.9436

2.2
2
1.8
1.6

1.4
-1
1.2
-2
-3

1
0

30

60

90 120 150 180 210 240 270 300 330 360

-2.5

-2

-1.5

Fig. 7. Variation of daily fractal dimension for station Penghu.

-0.5

0.5

Fig. 9. Estimation of fractal dimension by least-squares regression (related to

Fig. 8).

10

20

Dayuan

Dayuan

19

18

17

Wind speed (m/s)

Wind speed (m/s)

-1

Log (1/t)

Day of year

6
5
4
3

16
15
14
13

2
12
1
11
0
0

10 12 14 16 18 20 22 24

Hour of day

10
0

10 12 14 16 18 20 22 24

Hour of day
Fig. 8. Example of wind speed observed at Dayuan with larger fractal dimension.
Fig. 10. Example of wind speed observed at Dayuan with smaller fractal dimension.

stations (Table 2). Additionally the wind speeds for the three
stations could be roughly distinguished as the high wind period
from October to March and low wind period from April to September resulting from the climatic monsoon factors, although this phenomenon is not very obvious in Hengchun.
Figs. 57 show the variations of averaged daily fractal dimension for the entire year. For both Dayuan and Penghu stations,
the fractal dimensions reveal signicant oscillation and have larger
values during the low wind period; whereas the oscillation in
Hengchun is gentler among the stations.
To clearly demonstrate how the fractal dimension is estimated
and how the dimension value can be related to the uctuation of
wind speed within a day, Fig. 8 being an example shows the wind
speed data observed at Dayuan on 28 July 2007 (in low wind period), that corresponds to a larger fractal dimension, 1.99, i.e. the
slope of straight line shown in Fig. 9. Similarly Figs. 10 and 11 show
the relevant data observed at Dayuan on 27 November 2007 (high
wind period) in which the fractal dimension is smaller, 1.11.

According to such greater determination coefcients (R-squared)

while regressing the straight lines as provided in the gures, we
can conclude that the method presented is suitable to estimate
the fractal dimension; the wind data considered reveal fractal
behaviors; the more the uctuation of wind speed the larger the
fractal dimension.
Table 4 lists the averaged fractal dimension and its range for
various time periods. It is shown that the fractal dimensions
mostly lie between 1.55 and 1.70; the yearly value for Dayuan,
Hengchun and Penghu is 1.632, 1.661 and 1.607 respectively. Note
that the same characterization can be found at all the three stations studied: the fractal dimension for high wind period is smaller
than that for low wind period; i.e. the value of fractal dimension
presents reverse correlation with that of mean wind speed. This
is because the change of wind speed within a day is less signicant
while the stronger northeast monsoon is prevailing in winter season, especially in wide-open ocean Penghu where the fractal

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T.-P. Chang et al. / Applied Energy 93 (2012) 742749

0.4

Dayuan

Dayuan

0.35

4
slope = 1.11
R2=0.9975

0.3

Relative frequency

Log ((t)/t2)

0.25
0.2
0.15

0.1
-1

-2
-3

0.05

-2.5

-2

-1.5

-1

-0.5

0.5

0
0.6

0.8

Log (1/t)

Dayuan

Hengchun

Penghu

January

1.480 (1.280
1.840)a
1.654 (1.331
1.999)
1.638 (1.235
1.997)
1.680 (1.337
1.977)
1.748 (1.448
1.968)
1.737 (1.315
1997)
1.705 (1.496
1.946)
1.718 (1.494
1.963)
1.690 (1.338
1.931)
1.538 (1.315
1.744)
1.544 (1.227
1.876)
1.453 (1.303
1.695)
1.550 (1.227
1.999)
1.713 (1.315
1.997)
1.632 (1.227
1.999)

1.614 (1.338
1.989)
1.674 (1.303
1.849)
1.603 (1.380
1.965)
1.670 (1.295
1.928)
1.666 (1.287
1.880)
1.667 (1.434
1.908)
1.735 (1.360
1.905)
1.649 (1.404
1.956)
1.663 (1.366
1.993)
1.655 (1.409
1.967)
1.676 (1.440
1.936)
1.654 (1.257
1.881)
1.646 (1.257
1.989)
1.675 (1.287
1.993)
1.661 (1.257
1.993)

1.488 (1.351
1.613)
1.580 (1.377
1.811)
1.609 (1.352
1.913)
1.592 (1.404
1.897)
1.688 (1.519
1.938)
1.681 (1.484
1.986)
1.714 (1.529
1.976)
1.722 (1.492
1.966)
1.649 (1.411
1.983)
1.507 (1.351
1.892)
1.480 (1.334
1.744)
1.549 (1.358
1.829)
1.535 (1.334
1.913)
1.674 (1.404
1.986)
1.607 (1.334
1.986)

May
June
July
August
September
October
November
December
OctoberMarch (high
wind period)
AprilSeptember (low
wind period)
Yearly
a

1.8

2.2

2.4

2.6

0.4

Range of fractal dimension (minimummaximum).

dimension is only 1.535. On the other hand, a contrary result could

be predicted if the wind speed becomes lower in summer when
airow is unstable, e.g. in Dayuan the fractal dimension reaches
1.713. Though the wind speed distribution in Hengchun is most tted by the Weibull pdf, but its mean fractal dimension is the largest
one.
Figs. 1214 show the yearly relative frequency of fractal dimension for the three stations, these distributions indicate that the
wind speeds in Taiwan are characterized by medium to high values
of fractal dimension, implying that the hourly wind speeds studied

Hengchun
0.35
0.3

Relative frequency

Periods

April

1.6

Fig. 12. Yearly relative frequency of fractal dimension for station Dayuan.

Table 4
Fractal dimensions computed for different time periods and stations.

March

1.4

Fractal dimension

Fig. 11. Estimation of fractal dimension by least-squares regression (related to

Fig. 10).

February

1.2

0.25
0.2
0.15
0.1
0.05
0
0.6

0.8

1.2

1.4

1.6

1.8

2.2

2.4

2.6

Fractal dimension
Fig. 13. Yearly relative frequency of fractal dimension for station Hengchun.

exhibit relatively high uctuation. We also found that the value of

fractal dimension increases by about 8% if the data length used to
estimate the fractal dimension becomes double.
Fig. 15 illustrates the hourly wind speeds averaged over the
year for three stations. The peak values lie in the afternoon. The
uctuation of wind speed throughout the day in both Dayuan
and Hengchun is more signicant; the slightest uctuation in
Penghu objectively conrms its smallest fractal dimension among
the stations (1.607 annually). The wind energy available for a
given site is proportional to the cube of wind speed; a little variation of wind speed within a particular time period might cause
obvious instability in power generation by wind turbine. The
most ideal site for wind energy production is the area where continuous or steady state wind condition is dominant over a significant percentage of a given period of time. From the analyses
aforementioned, we conclude that studying about the fractal
dimension of wind speed would help engineers to assess the
wind energy potential.

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T.-P. Chang et al. / Applied Energy 93 (2012) 742749

(c) Though the wind distribution may be well described by the

conventional Weibull function for someplace as in Hengchun, its mean fractal dimension calculated is not necessarily
lower than other locations.
(d) The value of fractal dimension increases by about 8% if the
data length considered to estimate the fractal dimension
becomes double.
(e) Studying about fractal dimension enables us to understand
winds uctuation, some ndings of the present work based
on the analysis of climate factors are useful to wind
applications.

0.4

Penghu
0.35

Relative frequency

0.3
0.25
0.2
0.15
0.1

Acknowledgments

0.05
0
0.6

0.8

1.2

1.4

1.6

1.8

2.2

2.4

2.6

Fractal dimension
Fig. 14. Yearly relative frequency of fractal dimension for station Penghu.

The authors would deeply appreciate the Central Weather

Bureau and Ministry of Economic Affairs for providing observation
data and deeply thank Dr. Wu CF and Dr. Huang MW, researchers
of the Institute of Earth Sciences, Academia Sinica, Taiwan, for their
precious comments. This study was partly supported by the
National Science Council under contract NSC99-2221-E-252-011.
References

15
Dayuan
Hengchun
Penghu

14

Mean wind speed (m/s)

13
12
11
10
9
8
7
6
5
0

10 12 14 16 18

20 22 24

Hour of day
Fig. 15. Hourly mean wind speeds averaged for the whole year.

5. Conclusions
Knowing about wind speed distribution is an essential step
before utilizing wind resources. In the present study, the uctuation of wind speed within a day had been investigated through
the analysis of fractal dimension by considering climate factors.
The graphs illustrating how the fractal dimension relates to the
wind uctuations had been shown as well. The conclusions can
be summarized as follows:
(a) The annually averaged fractal dimension values lie between
1.61 and 1.66 for the three wind farms studied that implies
the wind speeds reveal relatively high uctuation.
(b) The value of fractal dimension presents reverse correlation
with that of mean wind speed; the change of wind speed
within a day is less signicant while the stronger northeast
monsoon is prevailing in winter season, independent of locations considered.

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