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| Titel |
Characterization of turbulence stability through the identification of multifractional Brownian motions |
| VerfasserIn |
K. C. Lee |
| 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 ; 20, no. 1 ; Nr. 20, no. 1 (2013-02-06), S.97-106 |
| Datensatznummer |
250017732
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| Publikation (Nr.) |
 copernicus.org/npg-20-97-2013.pdf |
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| Zusammenfassung |
| Multifractional Brownian motions have become popular as flexible models in
describing real-life signals of high-frequency features in geoscience,
microeconomics, and turbulence, to name a few. The time-changing Hurst exponent,
which describes regularity levels depending on time measurements, and
variance, which relates to an energy level, are two parameters that
characterize multifractional Brownian motions. This research suggests a
combined method of estimating the time-changing Hurst exponent and variance using
the local variation of sampled paths of signals. The method consists of two
phases: initially estimating global variance and then accurately estimating
the time-changing Hurst exponent. A simulation study shows its performance in
estimation of the parameters. The proposed method is applied to
characterization of atmospheric stability in which descriptive statistics
from the estimated time-changing Hurst exponent and variance classify stable
atmosphere flows from unstable ones. |
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