It's just the four points of the compass divided then either divided again and again, or split into thirds. All the points line up along lines emanating from other roses and it's fairly easy to get them to all intersect since they all share common angles. So once you make one you can just copy and paste it along the lines and it will line up nicely.

Click image for larger version. 

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Which is all made from one of these:
Click image for larger version. 

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I used inkscape to do mine. Here is the SVG file, although I've never uploaded one before so have no idea if it'll work correctly. I think if you just delete the circle objects it'll just show the lines underneath.
WindroseNetwork.svg