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Applied Energy
journal homepage: www.elsevier.com/locate/apenergy
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
743
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
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)
(
)
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 )
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 )
/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
744
0.2
observed wind speed
observed cdf
Weibull pdf
Weibull cdf
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
0.12
Penghu
0.18
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
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
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
0.2
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.
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
gv
a1
a v
b b
a
v
exp
b
745
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
Day of year
2.89
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
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.
746
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
-2.5
-2
-1.5
-0.5
0.5
10
20
Dayuan
Dayuan
19
18
17
-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.
747
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
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
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.
748
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.
15
Dayuan
Hengchun
Penghu
14
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.
749
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