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Advances in Geophysics: Volume 40 : Long-Range Persistence in Geophysical Time Series - Renata Dmowska

Advances in Geophysics: Volume 40

Long-Range Persistence in Geophysical Time Series

By: Renata Dmowska (Editor), Barry Saltzman (Editor)

Hardcover

Published: 1st June 1999
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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.

Praise for the Series "This series has provided workers in many fields with invaluable reference material and criticism." --SCIENCE PROGRESS "Should be on the bookshelf of every geophysicist." --PHYSICS TODAY "The entire series should be in the library of every group working in geophysics." --AMERICAN SCIENTIST

Contributorsp. vii
Prefacep. ix
Generation and Analyses
Introductionp. 1
Brief Overview of Articlep. 1
What Is a Time Series?p. 2
How Is a Time Series Quantified?p. 3
Autocorrelations and Semivariogramsp. 6
Self-Affine Fractalsp. 10
Gaussian White Noises and Brownian Motionsp. 13
Spectral Analysisp. 19
The Fourier Transformp. 19
The Power-Spectral Densityp. 22
The Relation of [beta], Ha, and Dp. 28
Weak vs Strong Persistencep. 31
Spectral Variance and Leakagep. 32
Synthetic Fractional Noises and Motionsp. 35
What Are They?p. 35
Spectral Analysisp. 35
Method of Successive Random Additionsp. 43
Semivariogramsp. 47
Log-Normal Noises and Motionsp. 51
Log-Normal Distributionsp. 51
Fractional Log-Normal Noises and Motionsp. 53
Spectral Analysisp. 53
Semivariogramsp. 56
Rescaled-Range (R/S) Analysisp. 58
The Methodp. 58
Applications to Fractional Gaussian Noises and Motionsp. 62
Applications to Fractional Log-Normal Noises and Motionsp. 64
Average Extreme-Value Analysisp. 64
The Methodp. 64
Applications to Fractional Gaussian Noises and Motionsp. 66
Applications to Fractional Log-Normal Noises and Motionsp. 70
Wavelet Analysisp. 71
The Methodp. 71
Applications to Fractional Gaussian Noises and Motionsp. 72
Applications to Fractional Log-Normal Noises and Motionsp. 75
Summaryp. 79
Acknowledgmentsp. 83
Appendixp. 83
Referencesp. 87
Applications and Models
Introductionp. 91
Natural Variability of Climatep. 92
Temperature Spectrap. 92
River-Discharge and Tree-Ring Spectrap. 98
Stochastic Diffusion Modelp. 100
Variations in Solar Luminosityp. 114
Drought Hazard Assessmentp. 115
Variations in Sedimentationp. 117
Introductionp. 117
Stochastic Diffusion Modelp. 118
Observationsp. 124
Completeness of the Sedimentary Recordp. 131
Bed Thicknessesp. 136
Variability of the Earth's Magnetic Fieldp. 140
Variations of the Dipole Momentp. 140
Reversal Recordp. 142
Inclination and Declination Datap. 148
Model for Geomagnetic Variationsp. 152
Other Applicationsp. 155
Conclusionsp. 157
Acknowledgmentsp. 160
Referencesp. 160
Indexp. 167
Table of Contents provided by Syndetics. All Rights Reserved.

ISBN: 9780120188406
ISBN-10: 0120188406
Series: Advances in Geophysics : Book 40
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 175
Published: 1st June 1999
Publisher: ACADEMIC PR INC
Country of Publication: US
Dimensions (cm): 23.7 x 16.08  x 1.75
Weight (kg): 0.43