Scaling collapse and structure functions: identifying self-affinity in finite length time series
UNSPECIFIED. (2005) Scaling collapse and structure functions: identifying self-affinity in finite length time series. NONLINEAR PROCESSES IN GEOPHYSICS, 12 (6). pp. 767-774. ISSN 1023-5809Full text not available from this repository.
Empirical determination of the scaling properties and exponents of time series presents a formidable challenge in testing, and developing, a theoretical understanding of turbulence and other out-of-equilibrium phenomena. We discuss the special case of self affine time series in the context of a stochastic process. We highlight two complementary approaches to the differenced variable of the data: i) attempting a scaling collapse of the Probability Density Functions which should then be well described by the solution of the corresponding Fokker-Planck equation and ii) using structure functions to determine the scaling properties of the higher order moments. We consider a method of conditioning that recovers the underlying self affine scaling in a finite length time series, and illustrate it using a Levy flight.
|Item Type:||Journal Article|
|Subjects:||Q Science > QE Geology|
|Journal or Publication Title:||NONLINEAR PROCESSES IN GEOPHYSICS|
|Publisher:||EUROPEAN GEOSCIENCES UNION|
|Number of Pages:||8|
|Page Range:||pp. 767-774|
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