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| Titel |
Scaling collapse and structure functions: identifying self-affinity in finite length time series |
| VerfasserIn |
S. C. Chapman, B. Hnat, G. Rowlands, N. W. Watkins |
| 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 ; 12, no. 6 ; Nr. 12, no. 6 (2005-08-03), S.767-774 |
| Datensatznummer |
250010884
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| Publikation (Nr.) |
 copernicus.org/npg-12-767-2005.pdf |
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| Zusammenfassung |
| 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 Lévy flight. |
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