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| Titel |
Extreme event return times in long-term memory processes near 1/f |
| VerfasserIn |
R. Blender, K. Fraedrich, F. Sienz |
| Medientyp |
Artikel
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| Sprache |
Englisch
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| ISSN |
1023-5809
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| Digitales Dokument |
URL |
| Erschienen |
In: Nonlinear Processes in Geophysics ; 15, no. 4 ; Nr. 15, no. 4 (2008-07-16), S.557-565 |
| Datensatznummer |
250012708
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| Publikation (Nr.) |
 copernicus.org/npg-15-557-2008.pdf |
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| Zusammenfassung |
The distribution of extreme event return times and
their correlations are analyzed in observed and simulated long-term
memory (LTM) time series with 1/f power spectra.
The analysis is based on tropical temperature and mixing ratio (specific
humidity) time series from TOGA COARE
with 1 min resolution and an approximate 1/f power spectrum. Extreme events are determined by Peak-Over-Threshold (POT) crossing.
The Weibull distribution represents a reasonable fit
to the return time distributions while the power-law predicted
by the stretched exponential for 1/f deviates
considerably.
For a comparison and an analysis of the return time predictability,
a very long simulated time series with an approximate 1/f
spectrum is produced by a fractionally differenced (FD) process.
This simulated data confirms the Weibull distribution
(a power law can be excluded).
The return time sequences show distinctly
weaker long-term correlations than the original time series
(correlation exponent γ≈0.56). |
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