Components of multifractality in the central England temperature anomaly series

Abstract

We study the multifractal nature of the Central England Temperature (CET) anomaly, a time series that spans more than 200 years. The data are analyzed in two ways: as a single set and by using a sliding window of 11 years. In both cases, we quantify the width of the multifractal spectrum as well as its components, which are defined by the deviations from the Gaussian distribution and the dependence between measurements. The results of the first approach show that the key contribution to the multifractal structure comes from the dynamical dependencies, mainly weak ones, followed by a residual contribution of the deviations from the Gaussian. The sliding window approach indicates that the peaks in the evolution of the non-Gaussian contribution occur almost at the same dates associated with climate changes that were determined in previous works using component analysis methods. Moreover, the strong non-Gaussian contribution from the 1960 s onwards is in agreement with global results recently presented.