Long-range Persistence in Geophysical Time Series
Renata Dmowska, Barry Saltzman
Academic Press, 1999 - Science - 175 pages
Advances in Geophysics, Vol. 40 systematically compares many of the currently used statistical approaches to time series analysis and modeling to evaluate each method's robustness and application to geophysical datasets. This volume tackles the age-old problem of how to evaluate the relative roles of deterministic versus stochastic processes (signal vs noise) in their observations. The book introduces the fundamentals in sections titled "1.2 What is a Time Series? " and "1.3 How is a Time Series Quantified?", before diving into Spectral Analysis, Semivariograms, Rescaled-Range Analysis and Wavelet Analysis. The second half of the book applies their self-affine analysis to a number of geophysical time series (historical temperature records, drought hazard assessment, sedimentation in the context of hydrocarbon bearing strata, variability of the Earth's magnetic field).
This volume explores in detail one of the main components of noise, that of long-range persistence or memory. The first chapter is a broad summary of theory and techniques of long-range persistence in time series; the second chapter is the application of long-range persistence to a variety of geophysical time series.
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1/f noise antipersistence applied autocorrelation function best ﬁt best-ﬁt straight line coefﬁcient of variation data sets deﬁned deﬁnition deposition diffusion equation dipole discrete Fourier transform discrete time series distribution of values equation erosion example explained in Table ﬁltering ﬁnd ﬁrst ﬂow ﬂuctuations Fourier coefﬁcients Fourier transform fractal dimension fractional Brownian motions fractional Gaussian noises fractional log-normal noises fractional noises Gaussian distribution Gaussian white noise given in Fig Hausdorff exponent heat Hurst exponent illustrated in Fig log-normal distribution long-range persistence Mandelbrot noises and fractional noises and motions nonstationary obtained oceans pair-correlation function periodogram plotted porosity power spectrum power-law power-law dependence power-spectral analyses range rescaled scale scale invariance sedimentary basins sedimentation rate self-afﬁne fractal self-afﬁne time series semivariogram spectra standard deviation stationary statistical stochastic diffusion model straight-line correlation strength of persistence synthetic techniques tion topography variability wavelet transform white noise width