Literature DB >> 12786405

Nonlinear volatility of river flux fluctuations.

Valerie N Livina1, Yosef Ashkenazy, Peter Braun, Roberto Monetti, Armin Bunde, Shlomo Havlin.   

Abstract

We study the spectral properties of the magnitudes of daily river flux increments, the volatility. The volatility series exhibits (i) strong seasonal periodicity and (ii) power-law correlations for time scales less than 1 yr. We test the nonlinear properties of the river flux increment series by randomizing its Fourier phases and find that the surrogate volatility series (i) has almost no seasonal periodicity and (ii) is weakly correlated for time scales less than 1 yr. We quantify the degree of nonlinearity by measuring (i) the amplitude of the power spectrum at the seasonal peak and (ii) the correlation power-law exponent of the volatility series.

Year:  2003        PMID: 12786405     DOI: 10.1103/PhysRevE.67.042101

Source DB:  PubMed          Journal:  Phys Rev E Stat Nonlin Soft Matter Phys        ISSN: 1539-3755


  1 in total

1.  Statistical significance of seasonal warming/cooling trends.

Authors:  Josef Ludescher; Armin Bunde; Hans Joachim Schellnhuber
Journal:  Proc Natl Acad Sci U S A       Date:  2017-03-27       Impact factor: 11.205

  1 in total

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