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Scaling collapse and structure functions: identifying self-affinity in finite length time series
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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 1023-5809
Full text not available from this repository.Abstract
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 |
| ISSN: | 1023-5809 |
| Date: | 2005 |
| Volume: | 12 |
| Number: | 6 |
| Number of Pages: | 8 |
| Page Range: | pp. 767-774 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/33986 |
Data sourced from Thomson Reuters' Web of Knowledge
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