In this paper, high frequency wind time series measured at different heights from the ground (from 5.5 to 25.5 meters) in an urban area were investigated. The spectrum of each series is characterized by a power-law behaviour at low frequency range, with a mean spectral exponent of about 1.5, which is rather consistent with the Kolmogorov spectrum of atmospheric turbulence. The detrended fluctuation analysis was applied on the magnitude and sign series of the increments of wind speed, in order to get information about the linear and nonlinear dynamics of the time series. Both the sign series and magnitude series are characterized by two timescale ranges; in particular the scaling exponent of the magnitude series in the high timescale range seems to be related with the height of the sensor. This study aims to understand better high frequency wind speed in urban areas and to disclose the underlying mechanism governing the wind fluctuations at different heights.