Univariate and multivariate properties of wind velocity time series

We analyze the time series of hourly average wind speeds measured at 29 different stations located in Sicily, a region with a complex morphology. The investigation, performed from the univariate as well as the multivariate point of view, evidences that the statistical properties of wind at the single sites have features that are not reproduced by standard models and, thus, require specific modeling. Moreover, the synchronous evolution of wind velocity presents a cluster structure, obtained with different algorithms, that persists in the standard deviation too.