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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.
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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 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 | ||||
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Subjects: | Q Science > QE Geology | ||||
Journal or Publication Title: | NONLINEAR PROCESSES IN GEOPHYSICS | ||||
Publisher: | EUROPEAN GEOSCIENCES UNION | ||||
ISSN: | 1023-5809 | ||||
Official Date: | 2005 | ||||
Dates: |
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Volume: | 12 | ||||
Number: | 6 | ||||
Number of Pages: | 8 | ||||
Page Range: | pp. 767-774 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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