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Scaling collapse and structure functions: identifying selfaffinity in finite length time series
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Chapman, Sandra C., Hnat, B., Rowlands, G. (George) and Watkins, Nicholas W.. (2005) Scaling collapse and structure functions: identifying selfaffinity in finite length time series. Nonlinear Processes in Geophysics, Vol.12 . pp. 767774. ISSN 10235809

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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 outofequilibrium 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 FokkerPlanck 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 Lévy flight.
Item Type:  Journal Article 

Subjects:  Q Science > QC Physics 
Divisions:  Faculty of Science > Physics 
Library of Congress Subject Headings (LCSH):  Geophysics, Timeseries analysis, Turbulence, Statistical physics 
Journal or Publication Title:  Nonlinear Processes in Geophysics 
Publisher:  Copernicus GmbH 
ISSN:  10235809 
Date:  3 August 2005 
Volume:  Vol.12 
Page Range:  pp. 767774 
Status:  Peer Reviewed 
Access rights to Published version:  Open Access 
Funder:  Science and Technology Facilities Council (Great Britain) (STFC) 
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URI:  http://wrap.warwick.ac.uk/id/eprint/589 
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