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  <front>
    <journal-meta><journal-id journal-id-type="publisher">NPG</journal-id><journal-title-group>
    <journal-title>Nonlinear Processes in Geophysics</journal-title>
    <abbrev-journal-title abbrev-type="publisher">NPG</abbrev-journal-title><abbrev-journal-title abbrev-type="nlm-ta">Nonlin. Processes Geophys.</abbrev-journal-title>
  </journal-title-group><issn pub-type="epub">1607-7946</issn><publisher>
    <publisher-name>Copernicus Publications</publisher-name>
    <publisher-loc>Göttingen, Germany</publisher-loc>
  </publisher></journal-meta>
    <article-meta>
      <article-id pub-id-type="doi">10.5194/npg-31-587-2024</article-id><title-group><article-title>Multifractal analysis of wind turbine power and rainfall from an operational wind farm – Part 1: Wind turbine power and the associated biases</article-title><alt-title>Multifractal analysis of wind power and associated biases</alt-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author" corresp="yes" rid="aff1">
          <name><surname>Jose</surname><given-names>Jerry</given-names></name>
          <email>jerry.jose@enpc.fr</email>
        <ext-link>https://orcid.org/0000-0002-8891-2690</ext-link></contrib>
        <contrib contrib-type="author" corresp="no" rid="aff1">
          <name><surname>Gires</surname><given-names>Auguste</given-names></name>
          
        <ext-link>https://orcid.org/0000-0002-4121-9928</ext-link></contrib>
        <contrib contrib-type="author" corresp="no" rid="aff3">
          <name><surname>Roustan</surname><given-names>Yelva</given-names></name>
          
        </contrib>
        <contrib contrib-type="author" corresp="no" rid="aff2">
          <name><surname>Schnorenberger</surname><given-names>Ernani</given-names></name>
          
        </contrib>
        <contrib contrib-type="author" corresp="no" rid="aff1">
          <name><surname>Tchiguirinskaia</surname><given-names>Ioulia</given-names></name>
          
        </contrib>
        <contrib contrib-type="author" corresp="no" rid="aff1 aff4 aff5">
          <name><surname>Schertzer</surname><given-names>Daniel</given-names></name>
          
        <ext-link>https://orcid.org/0000-0003-4930-5115</ext-link></contrib>
        <aff id="aff1"><label>1</label><institution>HM&amp;Co, École nationale des ponts et chaussées, Institut Polytechnique de Paris, Champs-sur-Marne, France</institution>
        </aff>
        <aff id="aff2"><label>2</label><institution>Boralex, Lyon, France</institution>
        </aff>
        <aff id="aff3"><label>3</label><institution>CEREA, École nationale des ponts et chaussées, Institut Polytechnique de Paris, EDF R&amp;D, Île-de-France, France</institution>
        </aff>
        <aff id="aff4"><label>4</label><institution>Department of Civil and Environmental Engineering, Imperial College London,   London, UK</institution>
        </aff>
        <aff id="aff5"><label>5</label><institution>Department of Complexity Science, Potsdam Institute for Climate Impact Research, Potsdam, Germany</institution>
        </aff>
      </contrib-group>
      <author-notes><corresp id="corr1">Jerry Jose (jerry.jose@enpc.fr)</corresp></author-notes><pub-date><day>10</day><month>December</month><year>2024</year></pub-date>
      
      <volume>31</volume>
      <issue>4</issue>
      <fpage>587</fpage><lpage>602</lpage>
      <history>
        <date date-type="received"><day>31</day><month>January</month><year>2024</year></date>
           <date date-type="rev-request"><day>2</day><month>February</month><year>2024</year></date>
           <date date-type="rev-recd"><day>20</day><month>September</month><year>2024</year></date>
           <date date-type="accepted"><day>10</day><month>October</month><year>2024</year></date>
      </history>
      <permissions>
        <copyright-statement>Copyright: © 2024 Jerry Jose et al.</copyright-statement>
        <copyright-year>2024</copyright-year>
      <license license-type="open-access"><license-p>This work is licensed under the Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit <ext-link ext-link-type="uri" xlink:href="https://creativecommons.org/licenses/by/4.0/">https://creativecommons.org/licenses/by/4.0/</ext-link></license-p></license></permissions><self-uri xlink:href="https://npg.copernicus.org/articles/npg-31-587-2024.html">This article is available from https://npg.copernicus.org/articles/npg-31-587-2024.html</self-uri><self-uri xlink:href="https://npg.copernicus.org/articles/npg-31-587-2024.pdf">The full text article is available as a PDF file from https://npg.copernicus.org/articles/npg-31-587-2024.pdf</self-uri>
      <abstract><title>Abstract</title>

      <p id="d2e158">The inherent variability in atmospheric fields, which extends over a wide range of temporal and spatial scales, is also transferred to energy fields extracted from them. In the specific case of wind power generation, this can be seen in the theoretical power available for extraction and the empirical power produced by turbines. To model and analyse them, it is important to quantify their variability, intermittency, and correlations with other interacting fields across scales. To understand the uncertainties involved in power production, power outputs from four 2 MW turbines are analysed (from an operational wind farm at Pay d'Othe, 110 km south-east of Paris, France) using the scale-invariant framework of universal multifractals (UM). Their scaling properties were compared with power available at the same location from simultaneously measured wind velocity.</p>

      <p id="d2e161">While statistically analysing the turbine output, the rated power acts like an upper threshold that results in biased estimators. This is identified and quantified here using the theoretical framework of UM and validated using numerical simulations. Understanding the effect of instrumental thresholds in statistical analysis is important in retrieving actual fields and modelling them, more so in wind power production, where the uncertainties due to turbulence are already a leading challenge. This is expanded in Part 2, where the influence of rainfall on power production is studied across scales using UM and joint multifractals.</p>
  </abstract>
    </article-meta>
  </front>
<body>
      

<sec id="Ch1.S1" sec-type="intro">
  <label>1</label><title>Introduction</title>
      <p id="d2e173">In the increasing global transition towards renewable and carbon-neutral energy, wind power is extremely attractive, as it has some of the lowest carbon emissions in life cycle assessment <xref ref-type="bibr" rid="bib1.bibx26 bib1.bibx13 bib1.bibx47" id="paren.1"/>. The levelized cost of energy (LCOE, including building and operation) has also decreased drastically in recent decades for both offshore and onshore wind power (80 % since early 1980 and a further 30 % in the past 5 years), giving it better economic value <xref ref-type="bibr" rid="bib1.bibx2" id="paren.2"/>. However, wind is a fluctuating field and mainly owes its generation to uneven heating of Earth's surface by solar radiation and the pressure gradients generated from it. Further, atmospheric turbulence makes the characterization of the field a difficult task (with the governing Navier–Stokes equations still remaining unsolvable). The small-scale fluctuations and intermittency in wind are transferred to the power produced; this is further complicated by the fact that wind turbine hubs are located in the atmospheric boundary layer. In addition, an improved understanding of turbulence is identified as one of the leading challenges in the field of wind power by experts <xref ref-type="bibr" rid="bib1.bibx45" id="paren.3"/>. When it comes to the working of modern turbines, one way to account for wind variations is through variable speed turbines and adaptive torque control enabling maximum power capture. However, the commonly used parameter for control, “turbulence intensity” (standard deviation of wind speed divided by mean wind speed over 10 min), cannot fully capture the behaviour (see the non-Gaussian behaviour of wind velocity in Fig. <xref ref-type="fig" rid="Ch1.F1"/>) and is too coarse to represent the variability (active torque controls should be responsive down to a few seconds). Further, this does not consider any effect of rain that could get transferred to loads on turbines <xref ref-type="bibr" rid="bib1.bibx19" id="paren.4"/>.</p>
      <p id="d2e190">To understand the complex effect of turbulence on power production, along with access to high-resolution data, an appropriate theoretical framework is required to characterize intermittency at all scales of measurement. The scale-invariant multifractal framework of universal multifractals (UM), which is widely used to study variability in geophysical fields, can be used to characterize this complexity <xref ref-type="bibr" rid="bib1.bibx36 bib1.bibx41" id="paren.5"/>. Using the framework of UM, <xref ref-type="bibr" rid="bib1.bibx5 bib1.bibx6" id="text.6"/> studied scaling behaviour and multifractal properties of wind velocity and torque fluctuations at wind farm test sites (in Germany and Corsica) and made a case for multifractal modelling of atmospheric turbulence. Multi-fractality of wind speed and aggregate wind farm power was illustrated in <xref ref-type="bibr" rid="bib1.bibx3" id="text.7"/>, where the coupling between both fields was examined.</p>

      <fig id="Ch1.F1"><label>Figure 1</label><caption><p id="d2e204">Log–log plot of the exceedance probability, <inline-formula><mml:math id="M1" display="inline"><mml:mrow><mml:mtext>Pr</mml:mtext><mml:mo>(</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi><mml:mi>v</mml:mi><mml:mo>&gt;</mml:mo><mml:mi>s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, of only positive horizontal velocity increments, <inline-formula><mml:math id="M2" display="inline"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:mi>v</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">τ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>v</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>+</mml:mo><mml:mi mathvariant="italic">τ</mml:mi><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mi>v</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, from December 2020 to July 2021, at 1 Hz from location 1 of the RW-Turb meteorological mast along with a Gaussian distribution to illustrate the latter's inadequacy. <inline-formula><mml:math id="M3" display="inline"><mml:mi>s</mml:mi></mml:math></inline-formula> is a threshold of intensity, and <inline-formula><mml:math id="M4" display="inline"><mml:mi mathvariant="italic">τ</mml:mi></mml:math></inline-formula> here is 15 s.</p></caption>
        <graphic xlink:href="https://npg.copernicus.org/articles/31/587/2024/npg-31-587-2024-f01.png"/>

      </fig>

      <p id="d2e289">In light of the scientific perspectives mentioned so far, here we try to characterize the small-scale fluctuations in wind power production using data from an operational wind farm at Pays d'Othe, 110 km south-east of Paris, France. However, while analysing the variability of the field using statistical methods, the presence of instrumental limits in the data can introduce biases. For example, the effect of an instrumental lower threshold is discussed in <xref ref-type="bibr" rid="bib1.bibx20" id="text.8"/> in the framework of UM analysis using an atmospheric extinction coefficient (<inline-formula><mml:math id="M5" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi mathvariant="normal">e</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) as the field. Similarly, there is also bias from the presence of zeroes in the data <xref ref-type="bibr" rid="bib1.bibx8" id="paren.9"/>. Both of these biases are present in statistical analyses of empirical power from wind turbines since turbines are designed to work at a rated power (here, 2 MW) and can provide zero or negative power (more consumption than production). The major aim of this paper is to highlight these biases encountered during multifractal analysis and their influence on the direct statistical analysis of turbine power. For the theoretical aspect, only the effect of the upper threshold, which has not yet been addressed in the literature, is considered here to avoid complexity. More analysis is intended for a follow-up paper, where the influence of rain on wind power production is examined along with the coupling of power as a field with other atmospheric parameters. The details of the data collection and quality are presented in the following section on data and methods; the second part of this section briefly recapitulates the framework of UM. The biases encountered in the analysis of turbine power are presented in the section that follows, along with numerical simulations where it is identified and reproduced in the framework of UM. Acknowledging these biases, some efforts were made to characterize the effect of rainfall and wind velocity on turbine power. The final section concludes the study and summarizes the results.</p>
</sec>
<sec id="Ch1.S2">
  <label>2</label><title>Data and methods</title>
<sec id="Ch1.S2.SS1">
  <label>2.1</label><title>Data and instrumentation</title>
      <p id="d2e324">The Rainfall Wind Turbine or Turbulence project (RW-Turb; <uri>https://hmco.enpc.fr/portfolio-archive/rw-turb/</uri>, last access: 26 November 2024), supported by the Agence Nationale de la Recherche (ANR, French National Research Agency in English), is designed to understand the long- and short-term effects of rainfall on wind power production, with simultaneous high-resolution measurements on an operational wind farm. Interested readers are directed to <xref ref-type="bibr" rid="bib1.bibx11" id="text.10"/> for an overview of the campaign. To briefly summarize this, the RW-Turb measurement campaign (at Pay d'Othe, 110 km south-east of Paris, France) consists of a meteorological mast (Fig. <xref ref-type="fig" rid="Ch1.F2"/>b on the right side) on a wind farm (jointly operated by Boralex, <uri>https://www.boralex.com/our-projects-and-sites/</uri>, last access: 26 November 2024), and JP Énergie Environnement, <uri>https://pays-othe-89.parc-eolien-jpee.fr/</uri>, last access: 26 November 2024). Figure <xref ref-type="fig" rid="Ch1.F2"/>a shows the location of the project; the nine wind turbines of the Pays d'Othe wind farm (aligned south-east and within a 4 km radius) are marked as black vertical crosses and the meteorological mast as a star (in the middle). Data from four Vestas V-90 (marked 1, 2, 8, and 9 in Fig. <xref ref-type="fig" rid="Ch1.F2"/>a) instruments are available: two are closer to the meteorological mast and two are farther from it (<inline-formula><mml:math id="M6" display="inline"><mml:mrow><mml:mo>≈</mml:mo><mml:mn mathvariant="normal">3.5</mml:mn></mml:mrow></mml:math></inline-formula> km from the mast). The five turbines of the Molinons wind farm in the north are also visible within a 5 km radius (grey vertical crosses). It should also be noted that a small groove is located just south of the mast at roughly 160 m; a larger one is to the east at roughly 100 m. Nearby the mast (i.e. within the 1 km radius), there is a small slope in the north–south direction. The meteorological mast consists of two sets of optical disdrometers (OTT Parsivel<sup>2</sup>, 30 s, not used in current study), 3D sonic anemometers (ThiesCLIMA, 100 Hz), and a mini meteorological station (1 Hz) at heights of roughly 45 and 80 m (managed by the Hydrology Meteorology and Complexity laboratory of the École des Ponts ParisTech – HM&amp;Co, ENPC).</p>

      <fig id="Ch1.F2" specific-use="star"><label>Figure 2</label><caption><p id="d2e367"><bold>(a)</bold> Map of the Pays d'Othe wind farm (inset: location in France): the meteorological mast is at the centre, and the available turbines are numbered – 1, 2, 8, and 9. <bold>(b)</bold> Turbine 1 and the mast. <bold>(c)</bold> Turbines 1 and 2 as seen from the bottom of the mast. The figures are adapted from <xref ref-type="bibr" rid="bib1.bibx11" id="text.11"/>.</p></caption>
          <graphic xlink:href="https://npg.copernicus.org/articles/31/587/2024/npg-31-587-2024-f02.jpg"/>

        </fig>

      <p id="d2e387">Technical and working information on the turbine can be found in <xref ref-type="bibr" rid="bib1.bibx46" id="text.12"/>. The turbines have a rated power of 2.0 MW, which is pitch-regulated with variable speed. The hub height of the turbines is 80 m, which is closer to the vertical height of the upper set of devices on the mast (<inline-formula><mml:math id="M8" display="inline"><mml:mrow><mml:mo>≈</mml:mo><mml:mn mathvariant="normal">78</mml:mn></mml:mrow></mml:math></inline-formula> m). The turbines have a cut-in wind speed of 4 m s<sup>−1</sup> and a rated wind speed of 12 m s<sup>−1</sup>. This can be seen in the power curves in Fig. <xref ref-type="fig" rid="Ch1.F3"/> (last row), where the turbine register power at the cut-in speed maintains the rated power of 2000 kW after the rated wind speed. The cut-out speed of the turbine is 25 m s<sup>−1</sup> (the extreme <inline-formula><mml:math id="M12" display="inline"><mml:mi>x</mml:mi></mml:math></inline-formula>-axis point of the power curves): this is the speed at which a turbine stops registering power. Generally, the turbines register positive values of wind power. However, when the power retrieved from wind is less than what is required to work a turbine, it registers negative power. This can be seen in the power curves as clusters around 0. Along with the wind power, the turbine also provides information on the local velocity (at a sampling measurement rate of 15 s), which is used for internal regulation; this is used to plot the power curves in Fig. <xref ref-type="fig" rid="Ch1.F3"/>. The wind power data used for the studies come from the four turbines of Boralex – 1 and 2 are located closest to the mast (as can be seen in Fig. <xref ref-type="fig" rid="Ch1.F2"/>b), and 8 and 9 are located at the farthest end (at a sampling frequency of 15 s).</p>

      <fig id="Ch1.F3" specific-use="star"><label>Figure 3</label><caption><p id="d2e456">Time series of the empirical turbine power (first row) and the power vs. velocity plot with the theoretical state curve of the turbine (second row) for the wind turbines (1, 2, 8, and 9) at Pays d'Othe.</p></caption>
          <graphic xlink:href="https://npg.copernicus.org/articles/31/587/2024/npg-31-587-2024-f03.png"/>

        </fig>

      <p id="d2e465">The temporal evolution and power curves (power vs. velocity, with the expected curve provided by the manufacturer in red) for the turbines are shown in Fig. <xref ref-type="fig" rid="Ch1.F3"/> for 3 months (from 1 January to 1 April 2021). There are instances where the turbine failed to produce any power and had to consume energy for its basic operation. This results in negative data values, and for realistic analysis they were considered to be zero. This is why there is clustering of points at zero in the power curve (Fig. <xref ref-type="fig" rid="Ch1.F3"/>e–h).</p>
      <p id="d2e472">In addition to the empirical power provided by turbines, the theoretical power available for extraction can be obtained by
            <disp-formula id="Ch1.E1" content-type="numbered"><label>1</label><mml:math id="M13" display="block"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>A</mml:mi><mml:msup><mml:mi>v</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msup><mml:msub><mml:mi>C</mml:mi><mml:mi mathvariant="normal">p</mml:mi></mml:msub><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M14" display="inline"><mml:mi mathvariant="italic">ρ</mml:mi></mml:math></inline-formula> is the air density at the wind turbine height (<inline-formula><mml:math id="M15" display="inline"><mml:mrow><mml:msub><mml:mi>h</mml:mi><mml:mi mathvariant="normal">hub</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>), <inline-formula><mml:math id="M16" display="inline"><mml:mi>A</mml:mi></mml:math></inline-formula> the swept area of the turbine rotor, <inline-formula><mml:math id="M17" display="inline"><mml:mi>v</mml:mi></mml:math></inline-formula> the wind velocity (m s<sup>−1</sup>) approximated at the turbine height, and <inline-formula><mml:math id="M19" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi mathvariant="normal">p</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> the power coefficient or Betz coefficient (for the Vestas V-90 instruments examined here, <inline-formula><mml:math id="M20" display="inline"><mml:mrow><mml:msub><mml:mi>h</mml:mi><mml:mi mathvariant="normal">hub</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">80</mml:mn></mml:mrow></mml:math></inline-formula> m, <inline-formula><mml:math id="M21" display="inline"><mml:mrow><mml:mi>A</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">6362</mml:mn></mml:mrow></mml:math></inline-formula> m<sup>2</sup>, the rated power is 2 MW, and <inline-formula><mml:math id="M23" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi mathvariant="normal">p</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is 0.593). Here, <inline-formula><mml:math id="M24" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is estimated at the same sampling rate as that of <inline-formula><mml:math id="M25" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (15 s) despite the 3D sonic anemometer and mini meteorological station registering data at finer sampling rates.</p>
      <p id="d2e639">The value of air density is often approximated as 1.255 kg m<sup>−3</sup> (standard value at sea level 15 °C). However, it is known to show fluctuations and is reported to have an effect on power generation at varying levels <xref ref-type="bibr" rid="bib1.bibx22 bib1.bibx44" id="paren.13"/>. For the purpose of this analysis, air density was considered a varying quantity and estimated using the current official formula of the International Committee for Weights and Measures (CIPM), referred to as the CIPM-2007 equation, which accounts for humidity <xref ref-type="bibr" rid="bib1.bibx32" id="paren.14"/>:
            <disp-formula id="Ch1.E2" content-type="numbered"><label>2</label><mml:math id="M27" display="block"><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="italic">ρ</mml:mi><mml:mo>(</mml:mo><mml:mi>T</mml:mi><mml:mo>,</mml:mo><mml:mi>P</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mi>r</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>P</mml:mi><mml:msub><mml:mi>M</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:mi>Z</mml:mi><mml:mo>(</mml:mo><mml:mi>T</mml:mi><mml:mo>,</mml:mo><mml:mi>P</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mi>r</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi>R</mml:mi><mml:mi>T</mml:mi><mml:mo>(</mml:mo><mml:mi>K</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>×</mml:mo><mml:mfenced open="{" close="}"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi>x</mml:mi><mml:mi mathvariant="normal">v</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>T</mml:mi><mml:mo>,</mml:mo><mml:mi>P</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mi>r</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mfenced open="[" close="]"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi>M</mml:mi><mml:mi mathvariant="normal">v</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:msub><mml:mi>M</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          where <inline-formula><mml:math id="M28" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula> (°C), <inline-formula><mml:math id="M29" display="inline"><mml:mi>P</mml:mi></mml:math></inline-formula> (Pa), and <inline-formula><mml:math id="M30" display="inline"><mml:mrow><mml:msub><mml:mi>H</mml:mi><mml:mi>r</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M31" display="inline"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>≤</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mi>r</mml:mi></mml:msub><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>) are the temperature, pressure, and humidity from the meteorological station at <inline-formula><mml:math id="M32" display="inline"><mml:mrow><mml:msub><mml:mi>h</mml:mi><mml:mi mathvariant="normal">hub</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. The other derived parameters are the following: <list list-type="bullet"><list-item>
      <p id="d2e847"><inline-formula><mml:math id="M33" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>(</mml:mo><mml:mi>K</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> the air temperature (K; from <inline-formula><mml:math id="M34" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula>);</p></list-item><list-item>
      <p id="d2e871"><inline-formula><mml:math id="M35" display="inline"><mml:mi>Z</mml:mi></mml:math></inline-formula> the compressibility factor (a function of <inline-formula><mml:math id="M36" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M37" display="inline"><mml:mi>P</mml:mi></mml:math></inline-formula>);</p></list-item><list-item>
      <p id="d2e895"><inline-formula><mml:math id="M38" display="inline"><mml:mi>R</mml:mi></mml:math></inline-formula> the molar gas constant (J mol<inline-formula><mml:math id="M39" display="inline"><mml:mrow><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mspace width="0.125em" linebreak="nobreak"/></mml:mrow></mml:math></inline-formula>K<sup>−1</sup>);</p></list-item><list-item>
      <p id="d2e931"><inline-formula><mml:math id="M41" display="inline"><mml:mrow><mml:msub><mml:mi>x</mml:mi><mml:mi mathvariant="normal">v</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> the mole fraction of water vapour;</p></list-item><list-item>
      <p id="d2e945"><inline-formula><mml:math id="M42" display="inline"><mml:mrow><mml:msub><mml:mi>M</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> the molar mass of dry air (g mol<sup>−1</sup>); and</p></list-item><list-item>
      <p id="d2e971"><inline-formula><mml:math id="M44" display="inline"><mml:mrow><mml:msub><mml:mi>M</mml:mi><mml:mi mathvariant="normal">v</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> the molar mass of water (g mol<sup>−1</sup>).</p></list-item></list></p>
</sec>
<sec id="Ch1.S2.SS2">
  <label>2.2</label><title>Scaling analysis and UM framework</title>
      <p id="d2e1004">Spectral analysis is widely used for characterizing scaling properties; here, the second-order statistics of rain in the frequency domain were examined for power law scaling as follows <xref ref-type="bibr" rid="bib1.bibx29 bib1.bibx35" id="paren.15"/>:
            <disp-formula id="Ch1.E3" content-type="numbered"><label>3</label><mml:math id="M46" display="block"><mml:mrow><mml:mi>E</mml:mi><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>)</mml:mo><mml:mo>≈</mml:mo><mml:msup><mml:mi>k</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M47" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula> corresponds to the wave number and <inline-formula><mml:math id="M48" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula> is the spectral exponent.</p>
      <p id="d2e1050">However, to fully characterize the complexity of the process across its intensities and spatio-temporal variation, information on higher- and lower-order statistics is required. For this, we use UM, which rely on the assumption of the field being generated by an underlying cascade process with conserved statistical properties at each scale while inheriting the scale-invariant properties of Navier–Stokes equations <xref ref-type="bibr" rid="bib1.bibx36 bib1.bibx38 bib1.bibx42" id="paren.16"/>. In this framework, the probability of a field exceeding a particular threshold across all the scales is captured using the scale-invariant notion of singularity (<inline-formula><mml:math id="M49" display="inline"><mml:mi mathvariant="italic">γ</mml:mi></mml:math></inline-formula>), and for a multifractal field this probability scales according to the resolution (<inline-formula><mml:math id="M50" display="inline"><mml:mi mathvariant="italic">λ</mml:mi></mml:math></inline-formula>: the ratio of <inline-formula><mml:math id="M51" display="inline"><mml:mi>L</mml:mi></mml:math></inline-formula>, the outer scale, to <inline-formula><mml:math id="M52" display="inline"><mml:mi>l</mml:mi></mml:math></inline-formula>, the observational scale), with a corresponding fractal co-dimension as the scaling exponent <inline-formula><mml:math id="M53" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx36 bib1.bibx37" id="paren.17"/>:
            <disp-formula id="Ch1.E4" content-type="numbered"><label>4</label><mml:math id="M54" display="block"><mml:mrow><mml:mi>p</mml:mi><mml:mo mathsize="1.1em">(</mml:mo><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>≥</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mi mathvariant="italic">γ</mml:mi></mml:msup><mml:mo mathsize="1.1em">)</mml:mo><mml:mo>≈</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          This relation implies that the statistical moments <inline-formula><mml:math id="M55" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> of the field also scale with resolution and the moment scaling function <inline-formula><mml:math id="M56" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> as <xref ref-type="bibr" rid="bib1.bibx36 bib1.bibx37" id="paren.18"/>
            <disp-formula id="Ch1.E5" content-type="numbered"><label>5</label><mml:math id="M57" display="block"><mml:mrow><mml:mo>〈</mml:mo><mml:msup><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mi>q</mml:mi></mml:msup><mml:mo>〉</mml:mo><mml:mo>≈</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Both functions are related by Legendre transform <xref ref-type="bibr" rid="bib1.bibx30" id="paren.19"/>. For a conservative field in the UM framework, <inline-formula><mml:math id="M58" display="inline"><mml:mrow><mml:msub><mml:mi>K</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> can be fully determined with only two parameters, the multifractality index <inline-formula><mml:math id="M59" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> and the mean intermittency co-dimension <inline-formula><mml:math id="M60" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>.
            <disp-formula id="Ch1.E6" content-type="numbered"><label>6</label><mml:math id="M61" display="block"><mml:mrow><mml:msub><mml:mi>K</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mfenced open="{" close=""><mml:mtable rowspacing="0.2ex" class="cases" columnspacing="1em" columnalign="left left" framespacing="0em"><mml:mtr><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfrac></mml:mstyle><mml:mo mathsize="1.1em">(</mml:mo><mml:msup><mml:mi>q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>-</mml:mo><mml:mi>q</mml:mi><mml:mo mathsize="1.1em">)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>≠</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi>q</mml:mi><mml:mi>ln⁡</mml:mi><mml:mi>q</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:mrow></mml:math></disp-formula>
          <inline-formula><mml:math id="M62" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> measures the clustering of average intensity across scales (<inline-formula><mml:math id="M63" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mspace width="0.33em" linebreak="nobreak"/><mml:mo>∈</mml:mo><mml:mspace width="0.33em" linebreak="nobreak"/><mml:mo>[</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> for one-dimensional fields); when <inline-formula><mml:math id="M64" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, the field is homogeneous with little variability. <inline-formula><mml:math id="M65" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> measures how this clustering changes with respect to intensity levels (<inline-formula><mml:math id="M66" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mspace linebreak="nobreak" width="0.33em"/><mml:mo>∈</mml:mo><mml:mspace linebreak="nobreak" width="0.33em"/><mml:mo>[</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula>): the higher the value of <inline-formula><mml:math id="M67" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula>, the higher the variability, with <inline-formula><mml:math id="M68" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> being a mono-fractal field where intermittency of the extreme is the same as that of the mean. If the UM parameters are known, the co-dimension function of the conservative multifractal field <inline-formula><mml:math id="M69" display="inline"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> can also be obtained using Lengendre transform <xref ref-type="bibr" rid="bib1.bibx36 bib1.bibx37 bib1.bibx30" id="paren.20"/>:
            <disp-formula id="Ch1.E7" content-type="numbered"><label>7</label><mml:math id="M70" display="block"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mfenced open="{" close=""><mml:mtable columnspacing="1em" class="cases" rowspacing="0.2ex" columnalign="left left" framespacing="0em"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:msup><mml:mi mathvariant="italic">α</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi mathvariant="italic">α</mml:mi></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mrow><mml:msup><mml:mi mathvariant="italic">α</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msup></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>≠</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M71" display="inline"><mml:mrow><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mn mathvariant="normal">1</mml:mn><mml:mi mathvariant="italic">α</mml:mi></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msup><mml:mi mathvariant="italic">α</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d2e1579">For a non-conservative field <inline-formula><mml:math id="M72" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ϕ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, i.e. a field whose average (<inline-formula><mml:math id="M73" display="inline"><mml:mrow><mml:mo>〈</mml:mo><mml:msub><mml:mi mathvariant="italic">ϕ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>〉</mml:mo></mml:mrow></mml:math></inline-formula>) changes with scales, a non-conservative parameter <inline-formula><mml:math id="M74" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula> (not to be confused with the Hurst exponent: though for values <inline-formula><mml:math id="M75" display="inline"><mml:mrow><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> both quantify long-range correlations, the latter does not have a simple general expression for the multifractal process; see the Appendix A for more details) is used in the expression of scaling <xref ref-type="bibr" rid="bib1.bibx36 bib1.bibx37 bib1.bibx28" id="paren.21"/>:
            <disp-formula id="Ch1.E8" content-type="numbered"><label>8</label><mml:math id="M76" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ϕ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:msup><mml:mo>=</mml:mo><mml:mi mathvariant="normal">d</mml:mi></mml:msup><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>H</mml:mi></mml:mrow></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M77" display="inline"><mml:mrow><mml:msup><mml:mo>=</mml:mo><mml:mi mathvariant="normal">d</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> denotes equality in the distribution (<inline-formula><mml:math id="M78" display="inline"><mml:mrow><mml:mi>X</mml:mi><mml:msup><mml:mo>=</mml:mo><mml:mi mathvariant="normal">d</mml:mi></mml:msup><mml:mi>Y</mml:mi><mml:mo>⇔</mml:mo><mml:mo>∀</mml:mo><mml:mi>x</mml:mi><mml:mo>:</mml:mo><mml:mtext>Pr</mml:mtext><mml:mo>(</mml:mo><mml:mi>X</mml:mi><mml:mo>&gt;</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mtext>Pr</mml:mtext><mml:mo>(</mml:mo><mml:mi>Y</mml:mi><mml:mo>&gt;</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>) and <inline-formula><mml:math id="M79" display="inline"><mml:mi mathvariant="italic">ϵ</mml:mi></mml:math></inline-formula> is a conservative field characterized by <inline-formula><mml:math id="M80" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M81" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> for a conservative field <inline-formula><mml:math id="M82" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>. For a non-conservative field with positive <inline-formula><mml:math id="M83" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula>, fractional differentiation is required to retrieve a coarser field. Similarly, from a non-conservative field with a negative value of <inline-formula><mml:math id="M84" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula>, the conservative field is retrieved through fractional integration. <inline-formula><mml:math id="M85" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula> is related to the spectral slope <inline-formula><mml:math id="M86" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula> (Eq. <xref ref-type="disp-formula" rid="Ch1.E3"/>) via the relationship <xref ref-type="bibr" rid="bib1.bibx43" id="paren.22"/>
            <disp-formula id="Ch1.E9" content-type="numbered"><label>9</label><mml:math id="M87" display="block"><mml:mrow><mml:mi mathvariant="italic">β</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi>H</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi>K</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          The scaling behaviour of conservative multifractal fields can be examined using a trace moment (TM), where a log–log plot of upscaled fields against resolution <inline-formula><mml:math id="M88" display="inline"><mml:mi mathvariant="italic">λ</mml:mi></mml:math></inline-formula> is taken for each moment <inline-formula><mml:math id="M89" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> (Eq. <xref ref-type="disp-formula" rid="Ch1.E5"/>). The quality of the scaling is given by the estimate <inline-formula><mml:math id="M90" display="inline"><mml:mrow><mml:msup><mml:mi>r</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> of the linear regression; the value for <inline-formula><mml:math id="M91" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.5</mml:mn></mml:mrow></mml:math></inline-formula> is used as a reference. A double trace moment (DTM) is a more robust version of a TM tailored for UM fields, where the moment scaling function <inline-formula><mml:math id="M92" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> of the field <inline-formula><mml:math id="M93" display="inline"><mml:mrow><mml:msup><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mrow><mml:mo>(</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> (the initial field raised to power <inline-formula><mml:math id="M94" display="inline"><mml:mi mathvariant="italic">η</mml:mi></mml:math></inline-formula> at maximum resolution and re-normalized) is expressed as a function of the multifractal index <inline-formula><mml:math id="M95" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx24" id="paren.23"/>.
            <disp-formula id="Ch1.E10" content-type="numbered"><label>10</label><mml:math id="M96" display="block"><mml:mrow><mml:mo>〈</mml:mo><mml:mo mathsize="1.1em">(</mml:mo><mml:msup><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mrow><mml:mo>(</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msup><mml:msup><mml:mo mathsize="1.1em">)</mml:mo><mml:mi>q</mml:mi></mml:msup><mml:mo>〉</mml:mo><mml:mo>≈</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msup><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:msup><mml:mi mathvariant="italic">η</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></disp-formula>
          From the above equation, a value of <inline-formula><mml:math id="M97" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> can be obtained as the slope of the linear part, where <inline-formula><mml:math id="M98" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is represented for a given <inline-formula><mml:math id="M99" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> as a function of <inline-formula><mml:math id="M100" display="inline"><mml:mi mathvariant="italic">η</mml:mi></mml:math></inline-formula> in the log–log plot. Both the TM and DTM techniques give reliable estimates as long as <inline-formula><mml:math id="M101" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">0.5</mml:mn></mml:mrow></mml:math></inline-formula> for the studied field.</p>
      <p id="d2e2040">Since multifractal processes are generated by cascade processes, the average values can become too concentrated over a certain area, leading to spurious estimates of moments above a particular value of <inline-formula><mml:math id="M102" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula>  (at <inline-formula><mml:math id="M103" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">D</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M104" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> is above <inline-formula><mml:math id="M105" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>≈</mml:mo><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:math></inline-formula>). This effect is called divergence of moments. The convex natures of the functions <inline-formula><mml:math id="M106" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M107" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> are also limited by the sample size of the data or the maximum value of the scale-invariant threshold or singularity (<inline-formula><mml:math id="M108" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) and the corresponding moment (<inline-formula><mml:math id="M109" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>). The details of their computation can be found in <xref ref-type="bibr" rid="bib1.bibx39" id="text.24"/>, <xref ref-type="bibr" rid="bib1.bibx38" id="text.25"/>, and <xref ref-type="bibr" rid="bib1.bibx27" id="text.26"/>. For reliable statistical estimates of the moment scaling function and hence the UM parameters, the moment orders used should not exceed <inline-formula><mml:math id="M110" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (moment order corresponding to the maximum singularity) or <inline-formula><mml:math id="M111" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">D</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (moment order where divergence happens).</p>
      <p id="d2e2172">An in-depth discussion of the methodological choices we have made, along with an overview of other multifractal formalisms and their strengths and weaknesses, is provided in Appendix A.</p>
</sec>
</sec>
<sec id="Ch1.S3">
  <label>3</label><title>Turbine power, biases, and associated issues in data analysis</title>
<sec id="Ch1.S3.SS1">
  <label>3.1</label><title>Turbine power and biases</title>
      <p id="d2e2191">For the Vestas V-90 instruments, the rated power is 2 MW; this means that the maximum power the turbine can produce is 2000 kW. However, if we calculate the available power as per Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>), there are many instances where it can go beyond the rated value (see Fig. <xref ref-type="fig" rid="Ch1.F4"/>c). When analysing the variability of a field using statistical methods, the presence of instrumental limits in the data (here an upper limit) can introduce biases. As briefly mentioned in the Introduction section, an instrumental lower threshold in the data can increase <inline-formula><mml:math id="M112" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> and decrease <inline-formula><mml:math id="M113" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx20" id="paren.27"/>. In addition to this, there is also bias from the presence of zeroes in the data <xref ref-type="bibr" rid="bib1.bibx8" id="paren.28"/> (underestimation of <inline-formula><mml:math id="M114" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula>, deterioration of scaling), which replaced negative values of the turbine power. Figure <xref ref-type="fig" rid="Ch1.F4"/> shows the real and theoretical turbine power state curves along with the bias this poses in statistical analysis. Along with the power produced, the turbine data provide wind velocity at the hub (from a basic sensor installed on the hub), which is used for its internal monitoring. For research purposes, the wind velocity from the 3D anemometer at the mast is more desirable as it offers a more reliable measurement (on almost the same horizontal plane as the turbine hub). Figure <xref ref-type="fig" rid="Ch1.F4"/>a shows the empirical state curve of the turbine with this velocity, and Fig. <xref ref-type="fig" rid="Ch1.F4"/>b shows the same curve with the velocity from the anemometer. There is considerably more scatter with the latter. It should be stated that the turbines are not in the exact location of the mast (Turbines 8 and 9 are <inline-formula><mml:math id="M115" display="inline"><mml:mo>≈</mml:mo></mml:math></inline-formula> 3.5 km away), and hence approximation of the wind velocity from the mast (for computing the theoretical power in Eq. <xref ref-type="disp-formula" rid="Ch1.E1"/>) comes with some biases.</p>

      <fig id="Ch1.F4" specific-use="star"><label>Figure 4</label><caption><p id="d2e2248">Illustration of the upper threshold (by virtue of a rated power of 2000 kW) in power produced by turbines. <bold>(a)</bold> Empirical and theoretical power state curve of Turbine 1 with wind velocity from the turbine. <bold>(b)</bold> Wind velocity from location 1 on the mast. <bold>(c)</bold> Power produced by the turbine (<inline-formula><mml:math id="M116" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) and actual wind power available <inline-formula><mml:math id="M117" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. <bold>(d)</bold> Effect of the rated power as a threshold of the time series and effect of negative values on <inline-formula><mml:math id="M118" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> for 1-week-long data – 20 to 26 May 2021.</p></caption>
          <graphic xlink:href="https://npg.copernicus.org/articles/31/587/2024/npg-31-587-2024-f04.png"/>

        </fig>

      <p id="d2e2303">From Fig. <xref ref-type="fig" rid="Ch1.F4"/>c and d, it can be clearly seen that the rated power imposes an upper threshold on the turbine power (<inline-formula><mml:math id="M119" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>), while the power available (<inline-formula><mml:math id="M120" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) is the actual underlying field. For this 1-week-long series of <inline-formula><mml:math id="M121" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, 21.7 % of the data were at an upper threshold and 2.9 % were either zero or negative (taken as zeroes in the analysis); this percentage was found to change according to the data selected. The effect of these limits on UM analysis is shown in Fig. <xref ref-type="fig" rid="Ch1.F5"/>a, where the data in Fig. <xref ref-type="fig" rid="Ch1.F4"/> are treated as an ensemble of 32 min. UM analysis was performed on direct fields as the values of <inline-formula><mml:math id="M122" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula> were within acceptable limits (<inline-formula><mml:math id="M123" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">0.3</mml:mn></mml:mrow></mml:math></inline-formula>). A unique scaling regime from 15 s to 32 min was considered. The presence of the rated power clips the values of the field and results in a reduced value of <inline-formula><mml:math id="M124" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> for <inline-formula><mml:math id="M125" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (Fig. <xref ref-type="fig" rid="Ch1.F5"/>a: <inline-formula><mml:math id="M126" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.36</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M127" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.00715</mml:mn></mml:mrow></mml:math></inline-formula>) from that of <inline-formula><mml:math id="M128" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (Fig. <xref ref-type="fig" rid="Ch1.F5"/>b: <inline-formula><mml:math id="M129" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.93</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M130" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.01753</mml:mn></mml:mrow></mml:math></inline-formula>). Imposition of a similar threshold (<inline-formula><mml:math id="M131" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub><mml:mo>&lt;</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2000</mml:mn><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2000</mml:mn></mml:mrow></mml:math></inline-formula>) on <inline-formula><mml:math id="M132" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> was found to artificially reduce the estimates (<inline-formula><mml:math id="M133" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> from 1.93 to 1.39, <inline-formula><mml:math id="M134" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> from 0.10753 to 0.0076) in Fig. <xref ref-type="fig" rid="Ch1.F5"/>c, bringing them closer to that of biased turbine power, <inline-formula><mml:math id="M135" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (Fig. <xref ref-type="fig" rid="Ch1.F5"/>a). Even closer values of <inline-formula><mml:math id="M136" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> were obtained when a lower threshold was also imposed (replacing <inline-formula><mml:math id="M137" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> values with zeroes at positions where <inline-formula><mml:math id="M138" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> was negative), giving <inline-formula><mml:math id="M139" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> a value of 1.35 and <inline-formula><mml:math id="M140" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> a value of 0.0077 (Fig. <xref ref-type="fig" rid="Ch1.F5"/>d). The results are compiled in Table <xref ref-type="table" rid="Ch1.T1"/>. The scaling quality remained similar for all the cases mentioned here, with the <inline-formula><mml:math id="M141" display="inline"><mml:mrow><mml:msup><mml:mi>r</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> value (of the TM curve at <inline-formula><mml:math id="M142" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.5</mml:mn></mml:mrow></mml:math></inline-formula>) remaining around 0.99 (second column of Fig. <xref ref-type="fig" rid="Ch1.F5"/>).</p>

      <fig id="Ch1.F5" specific-use="star"><label>Figure 5</label><caption><p id="d2e2600">Spectral analysis (Eq. <xref ref-type="disp-formula" rid="Ch1.E3"/>), TM analysis (Eq. <xref ref-type="disp-formula" rid="Ch1.E5"/>), DTM curve (Eq. <xref ref-type="disp-formula" rid="Ch1.E10"/>), and <inline-formula><mml:math id="M143" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> for <bold>(a)</bold> power produced by a turbine (<inline-formula><mml:math id="M144" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) with intrinsic thresholds (upper: due to rated power; lower: due to negative values that are treated as zeroes); <bold>(b)</bold> power available (<inline-formula><mml:math id="M145" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>), which is the unbiased actual field; <bold>(c)</bold> <inline-formula><mml:math id="M146" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, where an upper threshold is imposed at the rated power of the turbine (i.e. all values of <inline-formula><mml:math id="M147" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> above the rated power of the turbine are artificially replaced by 2 MW; values <inline-formula><mml:math id="M148" display="inline"><mml:mo>&gt;</mml:mo></mml:math></inline-formula> rated power <inline-formula><mml:math id="M149" display="inline"><mml:mo>=</mml:mo></mml:math></inline-formula> rated power); and <bold>(d)</bold> <inline-formula><mml:math id="M150" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, where an upper threshold and a lower threshold (values set to zero, where <inline-formula><mml:math id="M151" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>) are imposed based on the turbine values. Data used: time series from 20 to 26 May 2021, with the lowest time step of 15 s and a sample size of 32 min.</p></caption>
          <graphic xlink:href="https://npg.copernicus.org/articles/31/587/2024/npg-31-587-2024-f05.png"/>

        </fig>

<table-wrap id="Ch1.T1"><label>Table 1</label><caption><p id="d2e2730">Values of UM parameters for (a) the power produced by the turbines (<inline-formula><mml:math id="M152" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>), which has intrinsic thresholds (21.7 % as the upper threshold and 2.9 % as the lower threshold); (b) the power available (<inline-formula><mml:math id="M153" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) without any thresholds; (c) <inline-formula><mml:math id="M154" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> with an imposed upper threshold; and (d) <inline-formula><mml:math id="M155" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> with an imposed upper threshold and a lower threshold. The graphs can be seen in Fig. <xref ref-type="fig" rid="Ch1.F4"/>.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="6">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:colspec colnum="3" colname="col3" align="right"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:colspec colnum="5" colname="col5" align="right"/>
     <oasis:colspec colnum="6" colname="col6" align="right"/>
     <oasis:thead>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"/>
         <oasis:entry rowsep="1" namest="col3" nameend="col6" align="center">UM parameters </oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Field</oasis:entry>
         <oasis:entry colname="col2">Threshold</oasis:entry>
         <oasis:entry colname="col3"><inline-formula><mml:math id="M156" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="normal">DTM</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M157" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">DTM</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5"><inline-formula><mml:math id="M158" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col6"><inline-formula><mml:math id="M159" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula></oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1"><inline-formula><mml:math id="M160" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Upper <inline-formula><mml:math id="M161" display="inline"><mml:mo>+</mml:mo></mml:math></inline-formula> lower</oasis:entry>
         <oasis:entry colname="col3">1.36</oasis:entry>
         <oasis:entry colname="col4">0.00715</oasis:entry>
         <oasis:entry colname="col5">1.6</oasis:entry>
         <oasis:entry colname="col6">0.31</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"><inline-formula><mml:math id="M162" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Upper</oasis:entry>
         <oasis:entry colname="col3">1.93</oasis:entry>
         <oasis:entry colname="col4">0.00753</oasis:entry>
         <oasis:entry colname="col5">1.39</oasis:entry>
         <oasis:entry colname="col6">0.21</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"><inline-formula><mml:math id="M163" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Lower</oasis:entry>
         <oasis:entry colname="col3">1.35</oasis:entry>
         <oasis:entry colname="col4">0.0077</oasis:entry>
         <oasis:entry colname="col5">1.44</oasis:entry>
         <oasis:entry colname="col6">0.23</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"><inline-formula><mml:math id="M164" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Upper <inline-formula><mml:math id="M165" display="inline"><mml:mo>+</mml:mo></mml:math></inline-formula> lower</oasis:entry>
         <oasis:entry colname="col3">1.35</oasis:entry>
         <oasis:entry colname="col4">0.0076</oasis:entry>
         <oasis:entry colname="col5">1.44</oasis:entry>
         <oasis:entry colname="col6">0.23</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

      <p id="d2e3006">It should be noted that the effect of a threshold could be different according to the size of the sample and the scaling regimes studied. In the same spirit as <inline-formula><mml:math id="M166" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi mathvariant="normal">e</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> in <xref ref-type="bibr" rid="bib1.bibx20" id="text.29"/>, the effect of rated power as an upper threshold on <inline-formula><mml:math id="M167" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is explored here in the theoretical framework of UM. The effect on different scaling regimes as well as the additional complexity from the known effect of zeroes <xref ref-type="bibr" rid="bib1.bibx7" id="paren.30"/>, though identified here, are not considered to avoid complexity.</p>
</sec>
<sec id="Ch1.S3.SS2">
  <label>3.2</label><title>Understanding the effect of upper threshold in the UM framework</title>
      <p id="d2e3045">Let us take the upper threshold (rated power in this case) at the largest possible scale ratio as
            <disp-formula id="Ch1.E11" content-type="numbered"><label>11</label><mml:math id="M168" display="block"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="normal">Λ</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M169" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi>T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the singularity corresponding to threshold <inline-formula><mml:math id="M170" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M171" display="inline"><mml:mi mathvariant="normal">Λ</mml:mi></mml:math></inline-formula> is the maximum resolution (length of the time series). For multifractal fields, the probabilities of exceeding scale-independent thresholds, <inline-formula><mml:math id="M172" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mi mathvariant="italic">γ</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, scale with resolution <inline-formula><mml:math id="M173" display="inline"><mml:mi mathvariant="italic">λ</mml:mi></mml:math></inline-formula> (see Eq. <xref ref-type="disp-formula" rid="Ch1.E4"/>). At the upper threshold <inline-formula><mml:math id="M174" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula>, this yields
            <disp-formula id="Ch1.E12" content-type="numbered"><label>12</label><mml:math id="M175" display="block"><mml:mrow><mml:mtext>Pr</mml:mtext><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>≥</mml:mo><mml:mi>T</mml:mi><mml:mo>)</mml:mo><mml:mo>≈</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          If we set the upper threshold, i.e. set all the values of the field greater than <inline-formula><mml:math id="M176" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula> equal to <inline-formula><mml:math id="M177" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula> (represented here by this expression: <inline-formula><mml:math id="M178" display="inline"><mml:mrow><mml:mo mathvariant="italic">{</mml:mo><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>≥</mml:mo><mml:mi>T</mml:mi><mml:mo mathvariant="italic">}</mml:mo><mml:mo>=</mml:mo><mml:mi>T</mml:mi></mml:mrow></mml:math></inline-formula>), the probability of having values greater than <inline-formula><mml:math id="M179" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula>, <inline-formula><mml:math id="M180" display="inline"><mml:mrow><mml:mtext>Pr</mml:mtext><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>&gt;</mml:mo><mml:mi>T</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, becomes 0, reducing the above relation into <inline-formula><mml:math id="M181" display="inline"><mml:mrow><mml:mtext>Pr</mml:mtext><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi>T</mml:mi><mml:mo>)</mml:mo><mml:mo>≈</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>. This leaves the value of <inline-formula><mml:math id="M182" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> equal to <inline-formula><mml:math id="M183" display="inline"><mml:mrow><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:math></inline-formula> for singularities above <inline-formula><mml:math id="M184" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (for <inline-formula><mml:math id="M185" display="inline"><mml:mrow><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>&gt;</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi>T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M186" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:math></inline-formula>). Here, <inline-formula><mml:math id="M187" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the limiting non-zero value above which <inline-formula><mml:math id="M188" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> becomes <inline-formula><mml:math id="M189" display="inline"><mml:mrow><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d2e3382">This effect of the upper threshold (<inline-formula><mml:math id="M190" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>→</mml:mo><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:math></inline-formula> for <inline-formula><mml:math id="M191" display="inline"><mml:mrow><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>&gt;</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) is similar to the effect of the sampling dimension (<inline-formula><mml:math id="M192" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) in the UM framework. The maximum observable singularity can be defined by taking the probability at the corresponding threshold as in Eq. (<xref ref-type="disp-formula" rid="Ch1.E12"/>):
            <disp-formula id="Ch1.E13" content-type="numbered"><label>13</label><mml:math id="M193" display="block"><mml:mrow><mml:mtext>Pr</mml:mtext><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>≥</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi>S</mml:mi></mml:msub></mml:mrow></mml:msup><mml:mo>)</mml:mo><mml:mo>≈</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>D</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M194" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the number of samples and <inline-formula><mml:math id="M195" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>D</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> is the number of values per sample. <inline-formula><mml:math id="M196" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M197" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> being the sampling dimension, which quantifies the number of independent samples with resolution <inline-formula><mml:math id="M198" display="inline"><mml:mi mathvariant="italic">λ</mml:mi></mml:math></inline-formula>; for one sample, <inline-formula><mml:math id="M199" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>). Using the notions of <inline-formula><mml:math id="M200" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M201" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula>, with <inline-formula><mml:math id="M202" display="inline"><mml:mi mathvariant="italic">γ</mml:mi></mml:math></inline-formula> corresponding to the sampling resolution, <inline-formula><mml:math id="M203" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be estimated from <inline-formula><mml:math id="M204" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M205" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>D</mml:mi><mml:mo>+</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx16 bib1.bibx27" id="paren.31"/>.</p>
      <p id="d2e3644">The moment scaling function <inline-formula><mml:math id="M206" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and co-dimension function <inline-formula><mml:math id="M207" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> were discussed earlier in terms of UM parameters in Eqs. (<xref ref-type="disp-formula" rid="Ch1.E6"/>) and (<xref ref-type="disp-formula" rid="Ch1.E7"/>). Both are equivalent functions, and for multifractals they are related by a simple Legendre transform <xref ref-type="bibr" rid="bib1.bibx30 bib1.bibx40" id="paren.32"/>:
            <disp-formula id="Ch1.E14" content-type="numbered"><label>14</label><mml:math id="M208" display="block"><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:munder><mml:mo movablelimits="false">max⁡</mml:mo><mml:mi mathvariant="italic">γ</mml:mi></mml:munder><mml:mo>[</mml:mo><mml:mi>q</mml:mi><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>-</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>]</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:munder><mml:mo movablelimits="false">max⁡</mml:mo><mml:mi>q</mml:mi></mml:munder><mml:mo>[</mml:mo><mml:mi>q</mml:mi><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>-</mml:mo><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>]</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          Hence, for every singularity <inline-formula><mml:math id="M209" display="inline"><mml:mi mathvariant="italic">γ</mml:mi></mml:math></inline-formula>, there is a corresponding order of moment <inline-formula><mml:math id="M210" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> associated with it and vice versa: <inline-formula><mml:math id="M211" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mi>c</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M212" display="inline"><mml:mrow><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mi>K</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>(</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="italic">γ</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d2e3831">When <inline-formula><mml:math id="M213" display="inline"><mml:mrow><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>&gt;</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M214" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> = <inline-formula><mml:math id="M215" display="inline"><mml:mrow><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:math></inline-formula>; by Legendre transform <inline-formula><mml:math id="M216" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> becomes linear from <inline-formula><mml:math id="M217" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>&gt;</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mi>c</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>:
            <disp-formula id="Ch1.E15" content-type="numbered"><label>15</label><mml:math id="M218" display="block"><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="italic">α</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:msup><mml:mfenced close=")" open="("><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>D</mml:mi><mml:mo>+</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mstyle scriptlevel="+1"><mml:mfrac><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msup><mml:mi mathvariant="italic">α</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfrac></mml:mstyle></mml:msup><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mfenced close=")" open="("><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>D</mml:mi><mml:mo>+</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mstyle scriptlevel="+1"><mml:mfrac><mml:mn mathvariant="normal">1</mml:mn><mml:mi mathvariant="italic">α</mml:mi></mml:mfrac></mml:mstyle></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          In the case of the sampling dimension, <inline-formula><mml:math id="M219" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> varies as follows:
            <disp-formula id="Ch1.E16" content-type="numbered"><label>16</label><mml:math id="M220" display="block"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mfenced open="{" close="}"><mml:mtable class="array" columnalign="left left left"><mml:mtr><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>&gt;</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi>D</mml:mi><mml:mo>+</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Similarly, in the presence of the upper threshold here (<inline-formula><mml:math id="M221" display="inline"><mml:mrow><mml:mo mathvariant="italic">{</mml:mo><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>≥</mml:mo><mml:mi>T</mml:mi><mml:mo mathvariant="italic">}</mml:mo><mml:mo>=</mml:mo><mml:mi>T</mml:mi></mml:mrow></mml:math></inline-formula>), <inline-formula><mml:math id="M222" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> reaches <inline-formula><mml:math id="M223" display="inline"><mml:mrow><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:math></inline-formula> at an earlier limiting value <inline-formula><mml:math id="M224" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M225" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>&lt;</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (Fig. <xref ref-type="fig" rid="Ch1.F6"/>a).
            <disp-formula id="Ch1.E17" content-type="numbered"><label>17</label><mml:math id="M226" display="block"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mfenced close="}" open="{"><mml:mtable class="array" columnalign="left left left"><mml:mtr><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>&gt;</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi>T</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi>T</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi>T</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:mrow></mml:math></disp-formula>
          Here, <inline-formula><mml:math id="M227" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is defined from the threshold as initially stated in Eq. (<xref ref-type="disp-formula" rid="Ch1.E11"/>), and <inline-formula><mml:math id="M228" display="inline"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is estimated as above. From this, the corresponding limit moment <inline-formula><mml:math id="M229" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be obtained as in Eq. (<xref ref-type="disp-formula" rid="Ch1.E15"/>).
            <disp-formula id="Ch1.E18" content-type="numbered"><label>18</label><mml:math id="M230" display="block"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mfenced open="(" close=")"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mstyle scriptlevel="+1"><mml:mfrac><mml:mn mathvariant="normal">1</mml:mn><mml:mi mathvariant="italic">α</mml:mi></mml:mfrac></mml:mstyle></mml:msup></mml:mrow></mml:math></disp-formula>
          To summarize, in standard data analysis with sampling limitations, <inline-formula><mml:math id="M231" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is bounded by a maximum value <inline-formula><mml:math id="M232" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, above which it becomes infinite. <inline-formula><mml:math id="M233" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, which is connected to <inline-formula><mml:math id="M234" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> through Legendre transform (Eq. <xref ref-type="disp-formula" rid="Ch1.E14"/>), becomes linear beyond this <inline-formula><mml:math id="M235" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> (<inline-formula><mml:math id="M236" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) value (<inline-formula><mml:math id="M237" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>). Similarly, in this specific case, when an upper threshold is imposed (<inline-formula><mml:math id="M238" display="inline"><mml:mrow><mml:mo mathvariant="italic">{</mml:mo><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>≥</mml:mo><mml:mi>T</mml:mi><mml:mo mathvariant="italic">}</mml:mo><mml:mo>=</mml:mo><mml:mi>T</mml:mi></mml:mrow></mml:math></inline-formula>), <inline-formula><mml:math id="M239" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> becomes linear at an earlier value of <inline-formula><mml:math id="M240" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> (at <inline-formula><mml:math id="M241" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) as defined by <inline-formula><mml:math id="M242" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (Fig. <xref ref-type="fig" rid="Ch1.F6"/>b).
            <disp-formula id="Ch1.E19" content-type="numbered"><label>19</label><mml:math id="M243" display="block"><mml:mrow><mml:msub><mml:mi>K</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mfenced open="{" close="}"><mml:mtable class="array" columnalign="left left left"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi>q</mml:mi><mml:mo>&gt;</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi>q</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi>q</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:mrow></mml:math></disp-formula>
          Using the DTM technique, for a given <inline-formula><mml:math id="M244" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula>, <inline-formula><mml:math id="M245" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mi>q</mml:mi><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, which for UM fields is <inline-formula><mml:math id="M246" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">η</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. When no thresholds are applied, <inline-formula><mml:math id="M247" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> varies as
            <disp-formula id="Ch1.E20" content-type="numbered"><label>20</label><mml:math id="M248" display="block"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mfenced close="}" open="{"><mml:mtable class="array" columnalign="left left left"><mml:mtr><mml:mtd><mml:mrow><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>+</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">η</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mo>+</mml:mo></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msup><mml:mi mathvariant="italic">η</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">η</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mo>-</mml:mo></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M249" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mo>+</mml:mo></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> corresponds to the maximum values of <inline-formula><mml:math id="M250" display="inline"><mml:mi mathvariant="italic">η</mml:mi></mml:math></inline-formula> above which <inline-formula><mml:math id="M251" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> becomes a plateau due to sampling limitations (Eq. <xref ref-type="disp-formula" rid="Ch1.E15"/>). To elaborate, <inline-formula><mml:math id="M252" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> consists of two parts <inline-formula><mml:math id="M253" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M254" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M255" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mo>+</mml:mo></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> corresponds to the value of <inline-formula><mml:math id="M256" display="inline"><mml:mi mathvariant="italic">η</mml:mi></mml:math></inline-formula> above which both are linear (which is <inline-formula><mml:math id="M257" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>). The transition to the plateau starts at the lower value <inline-formula><mml:math id="M258" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mo>-</mml:mo></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> (which is <inline-formula><mml:math id="M259" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>/</mml:mo><mml:mi>q</mml:mi></mml:mrow></mml:math></inline-formula>), above which only <inline-formula><mml:math id="M260" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is linear. In the presence of an upper threshold (<inline-formula><mml:math id="M261" display="inline"><mml:mrow><mml:mo mathvariant="italic">{</mml:mo><mml:msub><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>≥</mml:mo><mml:mi>T</mml:mi><mml:mo mathvariant="italic">}</mml:mo><mml:mo>=</mml:mo><mml:mi>T</mml:mi></mml:mrow></mml:math></inline-formula>), the DTM curve will be (Fig. <xref ref-type="fig" rid="Ch1.F6"/>c)
            <disp-formula id="Ch1.E21" content-type="numbered"><label>21</label><mml:math id="M262" display="block"><mml:mrow><mml:msub><mml:mi>K</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mfenced open="{" close="}"><mml:mtable class="array" columnalign="left left left"><mml:mtr><mml:mtd><mml:mrow><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">η</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mo>+</mml:mo></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msup><mml:mi mathvariant="italic">η</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mtext>for</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="italic">η</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mo>-</mml:mo></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M263" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mo>+</mml:mo></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> = <inline-formula><mml:math id="M264" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M265" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mo>-</mml:mo></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> = <inline-formula><mml:math id="M266" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>/</mml:mo><mml:mi>q</mml:mi></mml:mrow></mml:math></inline-formula>.</p>

      <fig id="Ch1.F6" specific-use="star"><label>Figure 6</label><caption><p id="d2e5329">Influence of the threshold on <bold>(a)</bold> the <inline-formula><mml:math id="M267" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>–<inline-formula><mml:math id="M268" display="inline"><mml:mi mathvariant="italic">γ</mml:mi></mml:math></inline-formula> curve, with <inline-formula><mml:math id="M269" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> reaching <inline-formula><mml:math id="M270" display="inline"><mml:mrow><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:math></inline-formula> at <inline-formula><mml:math id="M271" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and then <inline-formula><mml:math id="M272" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>; <bold>(b)</bold> the DTM curve, with <inline-formula><mml:math id="M273" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> becoming linear at <inline-formula><mml:math id="M274" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and then <inline-formula><mml:math id="M275" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>; and <bold>(c)</bold> the <inline-formula><mml:math id="M276" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>–<inline-formula><mml:math id="M277" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> curve, with <inline-formula><mml:math id="M278" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> reaching the upper plateau early. Arbitrary values were used for <inline-formula><mml:math id="M279" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M280" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>; UM parameter values of the fields were taken to be <inline-formula><mml:math id="M281" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.8</mml:mn></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M282" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.2</mml:mn></mml:mrow></mml:math></inline-formula>.</p></caption>
          <graphic xlink:href="https://npg.copernicus.org/articles/31/587/2024/npg-31-587-2024-f06.png"/>

        </fig>

      <p id="d2e5541">It is important to note here that the value of <inline-formula><mml:math id="M283" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> does not reach the upper plateau abruptly at <inline-formula><mml:math id="M284" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> or <inline-formula><mml:math id="M285" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. Rather, it flattens gradually, starting from a value of <inline-formula><mml:math id="M286" display="inline"><mml:mi mathvariant="italic">η</mml:mi></mml:math></inline-formula> = <inline-formula><mml:math id="M287" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>/</mml:mo><mml:mi>q</mml:mi></mml:mrow></mml:math></inline-formula> or <inline-formula><mml:math id="M288" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>/</mml:mo><mml:mi>q</mml:mi></mml:mrow></mml:math></inline-formula> (as per the value of <inline-formula><mml:math id="M289" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mi mathvariant="italic">η</mml:mi></mml:mrow></mml:math></inline-formula> in <inline-formula><mml:math id="M290" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>). The presence of the upper threshold shifts this starting point and decreases the range of possible values for estimation of <inline-formula><mml:math id="M291" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> (slope of the DTM curve). Hence, the presence of a plateau will result in biased (reduced) estimates.</p>
</sec>
<sec id="Ch1.S3.SS3">
  <label>3.3</label><title>Numerical simulations</title>
      <p id="d2e5665">Underestimation of values of <inline-formula><mml:math id="M292" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> due to application of the upper threshold was already observed in Fig. <xref ref-type="fig" rid="Ch1.F5"/>c using real data. To understand this further, conservative multifractal fields (<inline-formula><mml:math id="M293" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>) were simulated using discrete cascades with values of UM parameters close to those observed for empirical powers (<inline-formula><mml:math id="M294" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>). Discrete cascade simulation here involves division of a parent structure into sub-structures (retaining the value of the parent structure multiplied by a random factor; <xref ref-type="bibr" rid="bib1.bibx4" id="altparen.33"/>), iteratively following a non-infinitesimal scale ratio while maintaining the validity of Eqs. (<xref ref-type="disp-formula" rid="Ch1.E5"/>) and (<xref ref-type="disp-formula" rid="Ch1.E6"/>).</p>
      <p id="d2e5708">For ease of contrast with the simulations examining lower thresholds in <xref ref-type="bibr" rid="bib1.bibx20" id="text.34"/>, values of <inline-formula><mml:math id="M295" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.8</mml:mn></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M296" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.2</mml:mn></mml:mrow></mml:math></inline-formula> were used. UM analysis was implemented in ensembles (sample size 128 and number of samples 100) by progressively applying the upper threshold till the percentages were observed in <inline-formula><mml:math id="M297" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M298" display="inline"><mml:mo lspace="0mm">∼</mml:mo></mml:math></inline-formula> 30 %). <inline-formula><mml:math id="M299" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> becomes linear at earlier and earlier values of <inline-formula><mml:math id="M300" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> (after <inline-formula><mml:math id="M301" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>), and an increasing percentage of values at the threshold can be seen in the third column (like in Fig. <xref ref-type="fig" rid="Ch1.F6"/>b). The DTM curve in the second column shows that both <inline-formula><mml:math id="M302" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M303" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> decrease with progressive application of the thresholds (from 0 % to 30 %: <inline-formula><mml:math id="M304" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> decreased from 1.8 to 1.56, while <inline-formula><mml:math id="M305" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> decreased from 0.17 to 0.05).</p>

      <fig id="Ch1.F7" specific-use="star"><label>Figure 7</label><caption><p id="d2e5833">Effect of the upper thresholds illustrated using numerical simulations – discrete cascades of size 128 with 100 samples with <inline-formula><mml:math id="M306" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.8</mml:mn></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M307" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.2</mml:mn></mml:mrow></mml:math></inline-formula> as input. The thresholds were applied progressively to the simulated field: <bold>(a)</bold> no threshold, <bold>(b)</bold> 5 %, <bold>(c)</bold> 15 %, and <bold>(d)</bold> 30 %. A decrease in <inline-formula><mml:math id="M308" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> and an increase in <inline-formula><mml:math id="M309" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> with a threshold can be seen from the DTM curves (second column) of panels <bold>(a)</bold> to <bold>(d)</bold>.</p></caption>
          <graphic xlink:href="https://npg.copernicus.org/articles/31/587/2024/npg-31-587-2024-f07.png"/>

        </fig>

<table-wrap id="Ch1.T2"><label>Table 2</label><caption><p id="d2e5910">Values of the UM parameters for the simulated fields with an artificial imposition of the upper thresholds.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="5">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="right"/>
     <oasis:colspec colnum="3" colname="col3" align="right"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:colspec colnum="5" colname="col5" align="right"/>
     <oasis:thead>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry rowsep="1" namest="col2" nameend="col5" align="center">UM parameters </oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Percentage at the threshold</oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M310" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="normal">DTM</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3"><inline-formula><mml:math id="M311" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">DTM</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M312" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5"><inline-formula><mml:math id="M313" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula></oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">0 %</oasis:entry>
         <oasis:entry colname="col2">1.81</oasis:entry>
         <oasis:entry colname="col3">0.17</oasis:entry>
         <oasis:entry colname="col4">0.95</oasis:entry>
         <oasis:entry colname="col5">0.108</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">5 %</oasis:entry>
         <oasis:entry colname="col2">1.72</oasis:entry>
         <oasis:entry colname="col3">0.13</oasis:entry>
         <oasis:entry colname="col4">1.15</oasis:entry>
         <oasis:entry colname="col5">0.186</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">15 %</oasis:entry>
         <oasis:entry colname="col2">1.64</oasis:entry>
         <oasis:entry colname="col3">0.10</oasis:entry>
         <oasis:entry colname="col4">1.18</oasis:entry>
         <oasis:entry colname="col5">0.178</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">30 %</oasis:entry>
         <oasis:entry colname="col2">1.56</oasis:entry>
         <oasis:entry colname="col3">0.07</oasis:entry>
         <oasis:entry colname="col4">1.2</oasis:entry>
         <oasis:entry colname="col5">0.163</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

      <p id="d2e6066">While discussing this bias in the framework before, it was mentioned that the upper threshold was introduced at the maximum resolution (Eq. <xref ref-type="disp-formula" rid="Ch1.E11"/>, <inline-formula><mml:math id="M314" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="normal">Λ</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>). Since in practice the lower scales in UM are obtained from averaging the outer scale (at the maximum resolution), the threshold values (and hence <inline-formula><mml:math id="M315" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) at each stage do not correspond exactly to the originally defined one. This is the reason for an increased “transition part” (part of the curve from the straight line to the upper plateau) of the DTM curves (second column) in the simulations here (more than that in Fig. <xref ref-type="fig" rid="Ch1.F6"/>c). When the estimation of <inline-formula><mml:math id="M316" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> was forced at <inline-formula><mml:math id="M317" display="inline"><mml:mrow><mml:mi mathvariant="italic">η</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> (so that the TM and DTM estimates were the same), the bias in the values of <inline-formula><mml:math id="M318" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> increased as the slope estimation moved to the transition part. For example, the already biased value of <inline-formula><mml:math id="M319" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> at the 30 % threshold, 1.58 (slope at log <inline-formula><mml:math id="M320" display="inline"><mml:mi mathvariant="italic">η</mml:mi></mml:math></inline-formula> between <inline-formula><mml:math id="M321" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.1</mml:mn></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M322" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.5</mml:mn></mml:mrow></mml:math></inline-formula>), was further reduced to 0.95 (slope around log <inline-formula><mml:math id="M323" display="inline"><mml:mrow><mml:mi mathvariant="italic">η</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>). In this estimation, <inline-formula><mml:math id="M324" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> moreover remained similar to previous estimates at all the thresholds.</p>
      <p id="d2e6184">It is interesting to note that the trend here (only for <inline-formula><mml:math id="M325" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula>) is not exactly the opposite of what was observed during numerical simulations with lower thresholds in the section <xref ref-type="bibr" rid="bib1.bibx20" id="paren.35"/>. While the imposition of a lower threshold increased <inline-formula><mml:math id="M326" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> and decreased <inline-formula><mml:math id="M327" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, the upper threshold here reduces both UM parameters. In the specific case of turbine power, <inline-formula><mml:math id="M328" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (Fig. <xref ref-type="fig" rid="Ch1.F5"/>a) has a combination of the upper threshold from the rated power and the lower threshold (zeroes) from a negative power (the latter is not considered here). This, in practice, further reduces the range of available <inline-formula><mml:math id="M329" display="inline"><mml:mi mathvariant="italic">η</mml:mi></mml:math></inline-formula> for estimation of <inline-formula><mml:math id="M330" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> by imposing a lower plateau as well (see Fig. <xref ref-type="fig" rid="Ch1.F5"/>, third column). Also, the effect of this bias could be different when fluctuations of the fields are selected to retrieve conservative fields since the simulations were performed directly on conservative multifractal fields here. Since two consecutive power values can be the same, thanks to the rated power, taking fluctuations will yield zeroes in the field and add to the zero bias. The effect of both biases could be different when the aggregate power of the wind farm is considered as well: this is not explored here either.</p>
</sec>
<sec id="Ch1.S3.SS4">
  <label>3.4</label><title>Data analysis reducing the biases</title>
      <p id="d2e6253">So far, the effect of thresholds in UM analysis has been illustrated in the framework of UM. To get a better idea of their effect on scaling, UM analysis was performed of a longer series of powers. For this, a 3-month-long continuous series was taken (from 1 January to 1 April 2021) and UM analysis was performed on <inline-formula><mml:math id="M331" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M332" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> as ensembles of sample size 128 (32 min). Figure <xref ref-type="fig" rid="Ch1.F8"/>a and b show the curves for <inline-formula><mml:math id="M333" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M334" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula>: 1.93; <inline-formula><mml:math id="M335" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>: 0.01) and <inline-formula><mml:math id="M336" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M337" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula>: 1.11; <inline-formula><mml:math id="M338" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>: 0.0042) respectively. Considering <inline-formula><mml:math id="M339" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> to be the underlying field, the effects of the thresholds (upper and due to zeroes) in <inline-formula><mml:math id="M340" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be seen in the DTM curve (Fig. <xref ref-type="fig" rid="Ch1.F8"/>b, second row). The lower plateau corresponds to the presence of a negative power in the data (which was replaced by zeroes), and the low value of <inline-formula><mml:math id="M341" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> is due to <inline-formula><mml:math id="M342" display="inline"><mml:mi mathvariant="italic">η</mml:mi></mml:math></inline-formula> being in the transition range (as already seen in Fig. <xref ref-type="fig" rid="Ch1.F6"/>c). Figure <xref ref-type="fig" rid="Ch1.F8"/>c and d show the UM analysis for the same data but remove the columns with thresholds. In the <inline-formula><mml:math id="M343" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> ensemble data, the columns with thresholds, zeroes, and repetition of data were removed by using a limit of 0.01 %. For example, columns with more than 0.01 % of their values <inline-formula><mml:math id="M344" display="inline"><mml:mrow><mml:mo>≥</mml:mo><mml:mn mathvariant="normal">1600</mml:mn></mml:mrow></mml:math></inline-formula> were removed to be on the safe side when analysing data without the influence of a threshold. For a more accurate comparison, the same columns were removed from <inline-formula><mml:math id="M345" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> as well; the results are shown in Fig. <xref ref-type="fig" rid="Ch1.F8"/>c (<inline-formula><mml:math id="M346" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula>: 1.76; <inline-formula><mml:math id="M347" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>: 0.0095) and Fig. <xref ref-type="fig" rid="Ch1.F8"/>d. It can be seen that the lower plateau disappeared for <inline-formula><mml:math id="M348" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and that the values of the UM parameters (<inline-formula><mml:math id="M349" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula>: 1.5749 from 1.11; <inline-formula><mml:math id="M350" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>: 0.00554 from 0.0042) improved; this also increased the value of <inline-formula><mml:math id="M351" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula> (1.8 from 1.6) and consequently that of <inline-formula><mml:math id="M352" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula> (0.41 from 0.3). It should be noted that the values of the UM parameters get closer to those of <inline-formula><mml:math id="M353" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> but are not the exact values. This suggests that there are slight differences in the properties of both fields, even though they appear comparable when biases are removed.</p>

      <fig id="Ch1.F8" specific-use="star"><label>Figure 8</label><caption><p id="d2e6494">UM analysis of data from 1 January to 1 April 2021 as ensembles of sample size 128 (32 min): <bold>(a)</bold> <inline-formula><mml:math id="M354" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (as the data are), <bold>(b)</bold> <inline-formula><mml:math id="M355" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (as the data are), <bold>(c)</bold> <inline-formula><mml:math id="M356" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (columns with the threshold removed on the basis of the <inline-formula><mml:math id="M357" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> data below), and <bold>(d)</bold> <inline-formula><mml:math id="M358" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> with the columns of the upper threshold and zero data removed.</p></caption>
          <graphic xlink:href="https://npg.copernicus.org/articles/31/587/2024/npg-31-587-2024-f08.png"/>

        </fig>

</sec>
</sec>
<sec id="Ch1.S4" sec-type="conclusions">
  <label>4</label><title>Conclusion</title>
      <p id="d2e6580">Wind turbines are designed to work at a rated power for optimal production of power as well as their safe functioning. This inadvertently creates an upper threshold in the output data of power production, and such an effect induces biases in statistical analysis, especially when the small-scale non-linear variability and intermittency are to be studied. The backdrop of this study followed the campaign in <xref ref-type="bibr" rid="bib1.bibx11" id="text.36"/>, where the main objectives were to analyse the turbine power <inline-formula><mml:math id="M359" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> as a temporal field and to gain insights into its correlation with rainfall, which is poorly understood, and also with other meteorological fields, across scales using the data averaged to these reliable frequencies. However, direct analysis of empirical turbine power (using the framework of UM) was found to be difficult since the output from wind turbines is limited by a maximum or rated power. In time series analysis this acts as an upper threshold, resulting in reduced estimates of UM parameters compared to those of theoretically available wind power (<inline-formula><mml:math id="M360" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) for extraction. The reason for this decrease was identified in the framework of UM and is illustrated using theoretical formulations. The same has been confirmed through simulations of conservative multifractal fields as well. Basically, the presence of an upper threshold introduces an upper plateau into the DTM curve, which is similar to the one due to the sampling dimension, but it begins at a lower value of <inline-formula><mml:math id="M361" display="inline"><mml:mi mathvariant="italic">η</mml:mi></mml:math></inline-formula>. This reduces the range of available <inline-formula><mml:math id="M362" display="inline"><mml:mi mathvariant="italic">η</mml:mi></mml:math></inline-formula> values for estimation of the slope and hence results in a biased value of <inline-formula><mml:math id="M363" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> (reduced <inline-formula><mml:math id="M364" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M365" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>). Also, when it comes to the empirical power produced by the turbines, the biases are two-fold since a lower threshold (albeit to a much lesser extent) is involved, because the turbine does not necessarily always produce power and has moments that involve only operational consumption (leaving power production values negative). Since UM in their usual forms are not designed to handle negative values, based on how these values are managed (taken to be zero here), the values of <inline-formula><mml:math id="M366" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> will be biased further due to the effect of a lower threshold.</p>
      <p id="d2e6655">Though these biases have been identified, as of now, no solutions are available to account for them, and more methodological developments are required for this solution. The same is required to understand the combined effect of both biases. It is also worth mentioning that such an upper threshold is very likely to affect other statistical analyses relying on scale invariance as well. However, this is beyond the scope of the current paper and would require separate investigations. Due to the presence of the above-mentioned biases in <inline-formula><mml:math id="M367" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, the actual wind power available at the turbine hub for extraction (<inline-formula><mml:math id="M368" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">a</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mi>v</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">ρ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>; Eq. <xref ref-type="disp-formula" rid="Ch1.E1"/>) was used as a proxy to understand the small-scale variability in the follow-up UM analysis. Since the presence of thresholds in the data – imposed by limitations of operations as well as measurement – exists in many geophysical situations, understanding them is important for retrieving the actual characteristic parameters and modelling them. In the case explored here, since the characterization of power production already suffers from various influences that are poorly understood and accounted for, understanding the biases in the data treatment will help avoid more uncertainties.</p>
</sec>

      
      </body>
    <back><app-group>

<app id="App1.Ch1.S1">
  <label>Appendix A</label><title>Diversity of multifractal formalisms and theoretical choices</title>
      <p id="d2e6708">In response to questions from referees and therefore potential questions from readers, we felt it necessary to discuss in greater depth the methodological choices we have made. The purpose of this Appendix is therefore to provide, in a fairly autonomous way to ease reading, a better overview of the formalisms, highlighting their strengths and weaknesses, their common features, and their diversity. This Appendix is also valid for Part 2 of this publication.</p>
<sec id="App1.Ch1.S1.SS1">
  <label>A1</label><title>Deterministic and stochastic multifractals as well as dimension and co-dimension formalisms</title>
      <p id="d2e6718">In this paper and its companion paper <xref ref-type="bibr" rid="bib1.bibx21" id="paren.37"/>, we use a stochastic multifractal framework <xref ref-type="bibr" rid="bib1.bibx34 bib1.bibx33 bib1.bibx38 bib1.bibx39" id="paren.38"/>, for the fundamental reason that it is much more general than a deterministic multifractal framework <xref ref-type="bibr" rid="bib1.bibx30 bib1.bibx14" id="paren.39"/>. This large difference is fundamentally due to the number of samples required to get reliable information. While a unique sample is sufficient for a purely deterministic process, the determination of extremes of a stochastic process may require  a very large number of samples. This difference is also illustrated by the fact that a stochastic event has a finite occurrence frequency, while it may occur on an infinite number of samples. This results from the fact that a probability frequency can be understood as the (finite) limit of the ratio of two diverging numerations: “favourable cases” and “all cases”. If both numerations scale with a dimension exponent, then the frequency scales with the difference of these dimensions, which is usually called co-dimension. This can be written as follows for a process <inline-formula><mml:math id="M369" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ε</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> at resolution <inline-formula><mml:math id="M370" display="inline"><mml:mrow><mml:mi mathvariant="italic">λ</mml:mi><mml:mo>=</mml:mo><mml:mi>L</mml:mi><mml:mo>/</mml:mo><mml:mi mathvariant="normal">ℓ</mml:mi></mml:mrow></mml:math></inline-formula> (outer scale <inline-formula><mml:math id="M371" display="inline"><mml:mi>L</mml:mi></mml:math></inline-formula>, observation scale <inline-formula><mml:math id="M372" display="inline"><mml:mi mathvariant="normal">ℓ</mml:mi></mml:math></inline-formula>) when assessing its probability of diverging more quickly than <inline-formula><mml:math id="M373" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mi mathvariant="italic">γ</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, i.e. with a singularity <inline-formula><mml:math id="M374" display="inline"><mml:mi mathvariant="italic">γ</mml:mi></mml:math></inline-formula>:
            <disp-formula id="App1.Ch1.S1.E22" content-type="numbered"><label>A1</label><mml:math id="M375" display="block"><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mtext>Pr</mml:mtext><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">ε</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>≥</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mi mathvariant="italic">γ</mml:mi></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≈</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">ε</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>≥</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mi mathvariant="italic">γ</mml:mi></mml:msup><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>≈</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow><mml:mrow><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>D</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mi>D</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          where the co-dimension <inline-formula><mml:math id="M376" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and the dimension <inline-formula><mml:math id="M377" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> satisfy
            <disp-formula id="App1.Ch1.S1.E23" content-type="numbered"><label>A2</label><mml:math id="M378" display="block"><mml:mrow><mml:mi>D</mml:mi><mml:mo>=</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M379" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula> is the embedding dimension of the process and thus generalizes the definition of  the co-dimension <inline-formula><mml:math id="M380" display="inline"><mml:mrow><mml:mi>C</mml:mi><mml:mo>(</mml:mo><mml:mi>A</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> of a  <inline-formula><mml:math id="M381" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi>A</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>-dimensional sub-space <inline-formula><mml:math id="M382" display="inline"><mml:mi>A</mml:mi></mml:math></inline-formula> in a <inline-formula><mml:math id="M383" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula>-dimensional vector space:
            <disp-formula id="App1.Ch1.S1.E24" content-type="numbered"><label>A3</label><mml:math id="M384" display="block"><mml:mrow><mml:mi>D</mml:mi><mml:mo>=</mml:mo><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi>A</mml:mi><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mi>C</mml:mi><mml:mo>(</mml:mo><mml:mi>A</mml:mi><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Equation (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E22"/>) provides the first insight into the fundamental fact that scaling exponents of probabilities are co-dimensions, while those of numerations are dimensions.</p>
      <p id="d2e7057">It seems paradoxical that the dimension or deterministic multifractal formalism was introduced to explain the observed non-linearity of statistical scaling exponents, specifically that of the velocity structure functions <xref ref-type="bibr" rid="bib1.bibx1" id="paren.40"/>, which are the <italic>statistical</italic> moments of the velocity increments. This was done with the help of strong assumptions:  the singularities of the velocity increments, defined as local Holder exponents, were assumed to be geometrically and rather deterministically distributed over embedded fractals. In many respects, the <inline-formula><mml:math id="M385" display="inline"><mml:mrow><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">α</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> formalism <xref ref-type="bibr" rid="bib1.bibx14" id="paren.41"/>, which deals with multifractal strange attractors,  further emphasized this implicit non-random and geometric framework. A dimension formalism such as the <inline-formula><mml:math id="M386" display="inline"><mml:mrow><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">α</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>  formalism is formally related to the co-dimensions <inline-formula><mml:math id="M387" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>,</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> according to
            <disp-formula id="App1.Ch1.S1.E25" content-type="numbered"><label>A4</label><mml:math id="M388" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="normal">D</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>;</mml:mo><mml:msub><mml:mi>f</mml:mi><mml:mi mathvariant="normal">D</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="normal">D</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          The sub-index <inline-formula><mml:math id="M389" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula> is introduced  to <inline-formula><mml:math id="M390" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M391" display="inline"><mml:mi>f</mml:mi></mml:math></inline-formula> for two reasons: <list list-type="bullet"><list-item>
      <p id="d2e7195">Both <inline-formula><mml:math id="M392" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M393" display="inline"><mml:mi>f</mml:mi></mml:math></inline-formula> depend on the embedding dimension <inline-formula><mml:math id="M394" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula>, e.g. by taking cuts of dimensions smaller than <inline-formula><mml:math id="M395" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula>, while  <inline-formula><mml:math id="M396" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>,</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> do not depend on it.</p></list-item><list-item>
      <p id="d2e7249">Another “historical” <inline-formula><mml:math id="M397" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> has a quite different meaning, as briefly mentioned below.</p></list-item></list> The same dependence on <inline-formula><mml:math id="M398" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula> occurs for the scaling exponent <inline-formula><mml:math id="M399" display="inline"><mml:mrow><mml:mi mathvariant="italic">τ</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> of the partition function <xref ref-type="bibr" rid="bib1.bibx15 bib1.bibx18" id="paren.42"/>, which is strongly related to that of the statistical moment scaling exponent <inline-formula><mml:math id="M400" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>,
            <disp-formula id="App1.Ch1.S1.E26" content-type="numbered"><label>A5</label><mml:math id="M401" display="block"><mml:mrow><mml:mo>&lt;</mml:mo><mml:msub><mml:mi mathvariant="italic">ε</mml:mi><mml:mi mathvariant="italic">λ</mml:mi></mml:msub><mml:mo>&gt;</mml:mo><mml:mo>≈</mml:mo><mml:msup><mml:mi mathvariant="italic">λ</mml:mi><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          as follows:
            <disp-formula id="App1.Ch1.S1.E27" content-type="numbered"><label>A6</label><mml:math id="M402" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="italic">τ</mml:mi><mml:mi mathvariant="normal">D</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p>
</sec>
<sec id="App1.Ch1.S1.SS2">
  <label>A2</label><title>Partial equivalence between dimension and co-dimension formalisms</title>
      <p id="d2e7381">In fact, we implicitly used the partial equivalence between both formalisms for the introduction of the co-dimension (Eq. <xref ref-type="disp-formula" rid="App1.Ch1.S1.E22"/>). Before insisting on its partiality, let us stress that it is merely defined by Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E25"/>), a very broad but rather straightforward generalization of Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E24"/>). Equation (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E25"/>) thus defines the framework transformation of going from one formalism to another.</p>
      <p id="d2e7392">Unfortunately, this equivalence is only partial because the dimension framework is much more  limited than the co-dimension one. A major difference is that the numeration dimension <inline-formula><mml:math id="M403" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is bounded below and above (<inline-formula><mml:math id="M404" display="inline"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>≤</mml:mo><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>≤</mml:mo><mml:mi>D</mml:mi></mml:mrow></mml:math></inline-formula>), while  the co-dimension <inline-formula><mml:math id="M405" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> being statistically defined as the opposite of the scaling exponent of the probability exponent  generally has no upper bound (<inline-formula><mml:math id="M406" display="inline"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>≤</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. For instance, <inline-formula><mml:math id="M407" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:math></inline-formula> merely corresponds to a singularity <inline-formula><mml:math id="M408" display="inline"><mml:mi mathvariant="italic">γ</mml:mi></mml:math></inline-formula> that almost never happens, including at a finite resolution. According to Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E25"/>), <inline-formula><mml:math id="M409" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mi>D</mml:mi></mml:mrow></mml:math></inline-formula> would correspond to a negative dimension <inline-formula><mml:math id="M410" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p>
</sec>
<sec id="App1.Ch1.S1.SS3">
  <label>A3</label><title>Universality and stochasticity</title>
      <p id="d2e7535">One important feature of the stochastic framework is that it provides universal behaviour, i.e. processes that are attractive, stable, and determined by only a limited number of parameters. We briefly recall that this is the case for the UM <xref ref-type="bibr" rid="bib1.bibx36 bib1.bibx41" id="paren.43"/> that satisfy a broad generalization of the central limit theorem: their generators are attractive and stable through re-normalized summations. We recall that their statistics are defined by the three parameters which follow and which are physically meaningful: <list list-type="bullet"><list-item>
      <p id="d2e7543">For the scaling exponent <inline-formula><mml:math id="M411" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula><fn id="App1.Ch1.Footn1"><p id="d2e7552">As discussed below, this is related to the historical Hurst exponent, although it is rarely identical to it; see Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E30"/>) and the associated comments.</p></fn> of the mean field, when <inline-formula><mml:math id="M412" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, the mean field is strictly scale-invariant and the field is said to be conservative.  <inline-formula><mml:math id="M413" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>≠</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> often results from a fractional integration of this order of a conservative field.</p></list-item><list-item>
      <p id="d2e7583">The co-dimension <inline-formula><mml:math id="M414" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>≥</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> of the mean field measures the mean intermittency, i.e. how the mean fluctuations are increasingly concentrated scale by scale. When <inline-formula><mml:math id="M415" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, there is no intermittency and the field is statistically homogeneous.</p></list-item><list-item>
      <p id="d2e7617">The multifractal index <inline-formula><mml:math id="M416" display="inline"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>≤</mml:mo><mml:mi mathvariant="italic">α</mml:mi><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> measures the variability of the intermittency when departing from the mean field. When <inline-formula><mml:math id="M417" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, the field is uni-fractal or mono-fractal: <inline-formula><mml:math id="M418" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> corresponds to a maximal intermittency and to the so-called log-normal model. <inline-formula><mml:math id="M419" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> is also the Levy stability index <xref ref-type="bibr" rid="bib1.bibx25" id="paren.44"/> of the cascade generator.</p></list-item></list></p>
      <p id="d2e7670">The corresponding UM scaling moment function is therefore
            <disp-formula id="App1.Ch1.S1.E28" content-type="numbered"><label>A7</label><mml:math id="M420" display="block"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mi>q</mml:mi><mml:mi>H</mml:mi><mml:mo>+</mml:mo><mml:msub><mml:mi>K</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>;</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi>K</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mi>q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>-</mml:mo><mml:mi>q</mml:mi></mml:mrow><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M421" display="inline"><mml:mrow><mml:msub><mml:mi>K</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> denotes the scaling moment function of a conservative UM field. We believe that the case studies of the textual body confirm that Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E28"/>) allows a much richer data analysis than the frequently used deterministic indicators, such as <inline-formula><mml:math id="M422" display="inline"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="normal">D</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mi mathvariant="normal">D</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="normal">max</mml:mi></mml:mrow></mml:msub><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mi mathvariant="normal">D</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="normal">min</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>.</p>
</sec>
<sec id="App1.Ch1.S1.SS4">
  <label>A4</label><title>Hurst exponent and its multifractal generalizations</title>
      <p id="d2e7817">Scaling time series analysis has been strongly focused on the estimation of the historical Hurst exponent <inline-formula><mml:math id="M423" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx17" id="paren.45"/>, in particular with respect to its critical value <inline-formula><mml:math id="M424" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.5</mml:mn></mml:mrow></mml:math></inline-formula> that is supposed to discriminate long-range dependency and persistence (<inline-formula><mml:math id="M425" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula>) from short-range dependency and anti-persistence (<inline-formula><mml:math id="M426" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. The multifractal ideology has ruined the dogma of its uniqueness and justified divergent estimates where not accidental, but it did result from a given physics, i.e. that of intermittency. Among the many ways of defining a generalized Hurst exponent (GHE, <xref ref-type="bibr" rid="bib1.bibx12" id="altparen.46"/>), it is  straightforward to consider the scaling exponent <inline-formula><mml:math id="M427" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> of the <inline-formula><mml:math id="M428" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula>th root of the (absolute) <inline-formula><mml:math id="M429" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula>th-order statistical moment of the field <fn id="App1.Ch1.Footn2"><p id="d2e7908">The minus sign that appears in this relation is only due to the left-hand side being a scaling exponent with respect to scales, whereas the right-hand side is with respect to the resolution.</p></fn>:
            <disp-formula id="App1.Ch1.S1.E29" content-type="numbered"><label>A8</label><mml:math id="M430" display="block"><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>/</mml:mo><mml:mi>q</mml:mi><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          This definition is very generic and is an effective measure of the evolution of the <inline-formula><mml:math id="M431" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula>th-order statistical moment, if any, with respect to its order <inline-formula><mml:math id="M432" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula>. In particular, the uniqueness of <inline-formula><mml:math id="M433" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula> (<inline-formula><mml:math id="M434" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>≡</mml:mo><mml:mi>H</mml:mi></mml:mrow></mml:math></inline-formula>) is recovered for fractional integrations of homogeneous processes. By contrast, fractional integrations of multifractal processes yield a non-constant part, e.g. for a fractional integration of a conservative field with the scaling moment function <inline-formula><mml:math id="M435" display="inline"><mml:mrow><mml:msub><mml:mi>K</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>:
            <disp-formula id="App1.Ch1.S1.E30" content-type="numbered"><label>A9</label><mml:math id="M436" display="block"><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>H</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi>K</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>/</mml:mo><mml:mi>q</mml:mi><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          In the generic case of universal multifractals, <inline-formula><mml:math id="M437" display="inline"><mml:mrow><mml:msub><mml:mi>K</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> only depends on the universal parameters <inline-formula><mml:math id="M438" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M439" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> (Eq. <xref ref-type="disp-formula" rid="App1.Ch1.S1.E28"/>). Because <inline-formula><mml:math id="M440" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is often considered the historical Hurst exponent <xref ref-type="bibr" rid="bib1.bibx23" id="paren.47"/>, it is only equal to <inline-formula><mml:math id="M441" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula> for homogeneous processes according to Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E30"/>).</p>
      <p id="d2e8105">The main drawback of the generalized Hurst exponent <inline-formula><mml:math id="M442" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is that it gives access to the statistics of the cascade generator less directly than with the scaling moment function <inline-formula><mml:math id="M443" display="inline"><mml:mrow><mml:mi>K</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. This may explain why many GHE studies have limited outputs due to a lack of theoretical guidance, e.g. by only providing raw statistics of <inline-formula><mml:math id="M444" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> such as its minimum and maximum over a given range of <inline-formula><mml:math id="M445" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula>.</p>
</sec>
<sec id="App1.Ch1.S1.SS5">
  <label>A5</label><title>Detrending frameworks</title>
      <p id="d2e8165">Multi-fractal detrended fluctuation analysis (MFDFA; <xref ref-type="bibr" rid="bib1.bibx23" id="altparen.48"/>) is a popular scaling analysis technique that explicitly uses the concept of the generalized Hurst exponent.  However, this is not done directly on the field of interest but rather on the standard deviations of the residues of polynomial regressions on the running sum of the fluctuations of the original time series. It thus corresponds to a multifractal extension of the (fractal) DFA; <xref ref-type="bibr" rid="bib1.bibx31" id="altparen.49"/>), as generally presented.</p>
      <p id="d2e8174">Let us provide some details about this. Let <inline-formula><mml:math id="M446" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> be the cumulative fluctuation of the original time series <inline-formula><mml:math id="M447" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> of the mean value <inline-formula><mml:math id="M448" display="inline"><mml:mrow><mml:mo>&lt;</mml:mo><mml:mi>x</mml:mi><mml:mo>&gt;</mml:mo></mml:mrow></mml:math></inline-formula>:
            <disp-formula id="App1.Ch1.S1.E31" content-type="numbered"><label>A10</label><mml:math id="M449" display="block"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mi>i</mml:mi></mml:munderover><mml:mo>[</mml:mo><mml:mi>x</mml:mi><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mo>&lt;</mml:mo><mml:mi>x</mml:mi><mml:mo>&gt;</mml:mo><mml:mo>]</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          The series is split into <inline-formula><mml:math id="M450" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> non-overlapping sub-series of finite size <inline-formula><mml:math id="M451" display="inline"><mml:mi>s</mml:mi></mml:math></inline-formula>, and a detrending polynomial <inline-formula><mml:math id="M452" display="inline"><mml:mrow><mml:msub><mml:mi>y</mml:mi><mml:mi mathvariant="italic">ν</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> with constant order <inline-formula><mml:math id="M453" display="inline"><mml:mi>m</mml:mi></mml:math></inline-formula> is fitted  into each sub-series by least squares. This yields the following root mean square variation over the <inline-formula><mml:math id="M454" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">ν</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mi>h</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> sub-series:
            <disp-formula id="App1.Ch1.S1.E32" content-type="numbered"><label>A11</label><mml:math id="M455" display="block"><mml:mrow><mml:mi>F</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>,</mml:mo><mml:mi>s</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msup><mml:mfenced open="[" close="]"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>s</mml:mi></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mi>s</mml:mi></mml:munderover><mml:mo mathvariant="italic">{</mml:mo><mml:mi>Y</mml:mi><mml:mo>[</mml:mo><mml:mo>(</mml:mo><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo><mml:mi>s</mml:mi><mml:mo>+</mml:mo><mml:mi>i</mml:mi><mml:mo>]</mml:mo><mml:mo>-</mml:mo><mml:msub><mml:mi>y</mml:mi><mml:mi mathvariant="italic">ν</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo><mml:msup><mml:mo mathvariant="italic">}</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfenced><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Averaging over the <inline-formula><mml:math id="M456" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> sub-series of size <inline-formula><mml:math id="M457" display="inline"><mml:mi>s</mml:mi></mml:math></inline-formula> yields the total variation for the DFA analysis:
            <disp-formula id="App1.Ch1.S1.E33" content-type="numbered"><label>A12</label><mml:math id="M458" display="block"><mml:mrow><mml:mi>F</mml:mi><mml:mo>(</mml:mo><mml:mi>s</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msup><mml:mfenced open="[" close="]"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:msup><mml:mi>F</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>(</mml:mo><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>,</mml:mo><mml:mi>s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></disp-formula></p>
      <p id="d2e8503">The generalization to MFDFA is straightforwardly obtained by introducing the statistical order <inline-formula><mml:math id="M459" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> instead of 2:
            <disp-formula id="App1.Ch1.S1.E34" content-type="numbered"><label>A13</label><mml:math id="M460" display="block"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>s</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msup><mml:mfenced open="[" close="]"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>n</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mo>[</mml:mo><mml:msup><mml:mi>F</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>(</mml:mo><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>,</mml:mo><mml:mi>s</mml:mi><mml:mo>)</mml:mo><mml:msup><mml:mo>]</mml:mo><mml:mrow><mml:mi>q</mml:mi><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mfenced><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mi>q</mml:mi></mml:mrow></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          The estimate of <inline-formula><mml:math id="M461" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is obtained using the logarithmic slope of <inline-formula><mml:math id="M462" display="inline"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>:
            <disp-formula id="App1.Ch1.S1.E35" content-type="numbered"><label>A14</label><mml:math id="M463" display="block"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>s</mml:mi><mml:mo>)</mml:mo><mml:mo>≈</mml:mo><mml:msup><mml:mi>s</mml:mi><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msup><mml:mo>⇔</mml:mo><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo><mml:mo>≈</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:msub><mml:mi>F</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>s</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mi>s</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          It is similar but not identical to the scaling of the trace moment of the original field.</p>
</sec>
<sec id="App1.Ch1.S1.SS6">
  <label>A6</label><title>Deferring to future work</title>
      <p id="d2e8703">A priori, <inline-formula><mml:math id="M464" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is not unique, since it may depend like <inline-formula><mml:math id="M465" display="inline"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> on the order <inline-formula><mml:math id="M466" display="inline"><mml:mi>m</mml:mi></mml:math></inline-formula> of the detrending polynomials <inline-formula><mml:math id="M467" display="inline"><mml:mrow><mml:msub><mml:mi>y</mml:mi><mml:mi mathvariant="italic">ν</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, and there is no obvious theoretical guidance on how to choose this order. In addition, the cumulative fluctuation obviously increases  the order of integration <inline-formula><mml:math id="M468" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula> by a unit (Eq. <xref ref-type="disp-formula" rid="App1.Ch1.S1.E31"/>). Conversely,  the obtained estimates (Eq. <xref ref-type="disp-formula" rid="App1.Ch1.S1.E35"/>) must be reduced by the same amount to indirectly estimate <inline-formula><mml:math id="M469" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> for the original series. The most serious theoretical drawback is the linear decomposition into local polynomial trends and stochastic fluctuations. Moreover, as the former is maximized by least squares, the importance of the fluctuations is minimized even though they are initially at the centre of the analysis. Because of these many issues, we defer the MFDA and variants of our data to future work.</p>
</sec>
</app>
  </app-group><notes notes-type="codeavailability"><title>Code availability</title>

      <p id="d2e8792">Python scripts used in this paper to extract data from the database are available along with 3 months of meteorological data in the public repository at <ext-link xlink:href="https://doi.org/10.5281/zenodo.5801900" ext-link-type="DOI">10.5281/zenodo.5801900</ext-link> <xref ref-type="bibr" rid="bib1.bibx10" id="paren.50"/>. A full description can be found in <xref ref-type="bibr" rid="bib1.bibx11" id="text.51"/>. Python scripts used for this paper to carry out multifractal and joint multifractal analysis are available in the public repository at <ext-link xlink:href="https://doi.org/10.5281/zenodo.3707904" ext-link-type="DOI">10.5281/zenodo.3707904</ext-link> <xref ref-type="bibr" rid="bib1.bibx9" id="paren.52"/>.</p>
  </notes><notes notes-type="dataavailability"><title>Data availability</title>

      <p id="d2e8813">Three months of the meteorological data used in this paper can be accessed in the public repository at <ext-link xlink:href="https://doi.org/10.5281/zenodo.3707904" ext-link-type="DOI">10.5281/zenodo.3707904</ext-link> <xref ref-type="bibr" rid="bib1.bibx9" id="paren.53"/>. A full description can be found in the data paper  <xref ref-type="bibr" rid="bib1.bibx11" id="paren.54"/>. Longer time series can be accessed by contacting the authors.</p>
  </notes><notes notes-type="authorcontribution"><title>Author contributions</title>

      <p id="d2e8828">AG, JJ, IT, and DS designed the initial content of the study. JJ performed the data analysis and added the theoretical studies and numerical simulations following it. JJ wrote the main content of the paper under the supervision of AG, IT, DS, ES, and YR. All the authors contributed to the review of the paper.</p>
  </notes><notes notes-type="competinginterests"><title>Competing interests</title>

      <p id="d2e8834">At least one of the (co-)authors is a member of the editorial board of <italic>Nonlinear Processes in Geophysics</italic>. The peer-review process was guided by an independent editor, and the authors also have no other competing interests to declare.</p>
  </notes><notes notes-type="disclaimer"><title>Disclaimer</title>

      <p id="d2e8843">Publisher’s note: Copernicus Publications remains neutral with regard to jurisdictional claims made in the text, published maps, institutional affiliations, or any other geographical representation in this paper. While Copernicus Publications makes every effort to include appropriate place names, the final responsibility lies with the authors.</p>
  </notes><ack><title>Acknowledgements</title><p id="d2e8849">The authors acknowledge the partial financial support from the Chair of Hydrology for Resilient Cities (endowed by Veolia) of the École nationale des ponts et chaussées.</p></ack><notes notes-type="financialsupport"><title>Financial support</title>

      <p id="d2e8854">This research has been supported by the ANR JCJC RW-Turb project (grant no. ANR-19-CE05-0022-01).</p>
  </notes><notes notes-type="reviewstatement"><title>Review statement</title>

      <p id="d2e8860">This paper was edited by Luciano Telesca and reviewed by Felipe Segundo Abril Bermudez and one anonymous referee.</p>
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