Detecting Stochastic Behaviour and Scaling Laws in Time Series of Geomagnetic Daily Means
Detecting Stochastic Behaviour and Scaling Laws in Time Series of Geomagnetic Daily Means
复制标题
检测地磁日均值时间序列中的随机行为和标度定律
DOI：
10.1007/s000240050309
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发表时间：
1999
影响因子：
2
通讯作者：
C. Serio
中科院分区：
文献类型：
--
作者：
L. Telesca;V. Cuomo;V. Lapenna;M. Macchiato;C. Serio
- 我们使用先进的方法从地磁信号中提取定量的时间动态。特别是，我们每天在挪威的三个站测得的地磁时间序列进行分析。地磁测量的动力学研究使用自回归模型。该过程是基于两种预测方法：全球自回归近似和局部自回归近似。第一种技术将数据视为线性随机过程的实现，而第二种技术将其视为确定性过程的实现，假定为非线性。这两种方法的预测能力的比较是区分低维混沌和随机动力学的有力检验。我们的研究结果表明，控制现象的物理系统的特点是随机动力学，该过程可以描述为许多自由度。我们还研究了地磁信号的随机性，分析了其功率谱密度。我们确定了一个幂律P（ε）ε ε-α，其标度指数α是一个典型的非规则过程的指纹。在这个分析中，我们使用Higuchi方法，它给出了分形维数D和谱幂律标度指数α之间的有趣关系。
—We use advanced methods to extract quantitative time dynamics from geomagnetic signals. In particular we analyse daily geomagnetic time series measured at three stations in Norway. The dynamics of geomagnetic measurements has been investigated using autoregressive models. The procedure is based on two forecasting approaches: the global autoregressive approximation and the local autoregressive approximation. The first technique views the data as a realisation of a linear stochastic process, whereas the second considers them as a realisation of a deterministic process, supposedly non-linear. The comparison of the predictive skill of the two techniques is a strong test to discriminate between low-dimensional chaos and stochastic dynamics. Our findings suggest that the physical system governing the phenomena is characterised by a stochastic dynamics, and the process could be described by numerous degrees of freedom. We also investigated the kind of stochasticity of the geomagnetic signals, analysing the power spectrum density. We identify a power lawP(ƒ)∝ƒ-α, with the scaling exponent α which is a typical fingerprint of irregular processes. In this analysis we use the Higuchi method, which presents an interesting relationship between the fractal dimension D and the spectral power law scaling index α.