Skip to main content
Top

2018 | OriginalPaper | Chapter

Cautionary Remarks on the Auto-Correlation Analysis of Self-Similar Time Series

Author : Sung Yong Kim

Published in: Advances in Nonlinear Geosciences

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

As the time-domain analysis of non-linear time series in geosciences, the auto-correlations of the self-similar time series are examined to identify spurious decorrelation structures in terms of the number of independent pulses and the shape of decay patterns. The self-similar time series is defined as a continuous time series having similar shapes of disturbance or amplitudes of which statistics is non-Gaussian, such as records of river flows, rainfall, wind speed, concentration of Chlorophyll, and inertial amplitudes in geosciences. In this chapter, the auto-correlations of the modeled self-similar time series are evaluated and the relevant cautionary remarks are discussed.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literature
go back to reference Bendat, J., and A.G. Piersol. 2000. Random data analysis and measurement procedures, 3rd ed., 594 pp. New York: Wiley. Bendat, J., and A.G. Piersol. 2000. Random data analysis and measurement procedures, 3rd ed., 594 pp. New York: Wiley.
go back to reference Courtland, R. 2008. Earth science: harnessing the hum. Nature 453(7192): 146–148.CrossRef Courtland, R. 2008. Earth science: harnessing the hum. Nature 453(7192): 146–148.CrossRef
go back to reference Kim, S.Y., and P.M. Kosro. 2013. Observations of near-inertial surface currents off Oregon: decorrelation time and length scales. Journal of Geophysical Research 118(7): 3723–3736. doi:10.1002/jgrc.20235. Kim, S.Y., and P.M. Kosro. 2013. Observations of near-inertial surface currents off Oregon: decorrelation time and length scales. Journal of Geophysical Research 118(7): 3723–3736. doi:10.1002/jgrc.20235.
go back to reference Kim, S.Y., P.M. Kosro, and A.L. Kurapov. 2014. Evaluation of directly wind-coherent near-inertial surface currents off Oregon using a statistical parameterization and analytical and numerical models. Journal of Geophysical Research 119(10): 6631–6654. doi:10.1002/2014JC010115. Kim, S.Y., P.M. Kosro, and A.L. Kurapov. 2014. Evaluation of directly wind-coherent near-inertial surface currents off Oregon using a statistical parameterization and analytical and numerical models. Journal of Geophysical Research 119(10): 6631–6654. doi:10.1002/2014JC010115.
go back to reference Park, J., K. Kim, and R. Schmitt. 2009. Global distribution of the decay timescale of mixed layer inertial motions observed by satellite-tracked drifters. Journal of Geophysical Research 114(C11): C11010. doi:10.1029/2008JC005216.CrossRef Park, J., K. Kim, and R. Schmitt. 2009. Global distribution of the decay timescale of mixed layer inertial motions observed by satellite-tracked drifters. Journal of Geophysical Research 114(C11): C11010. doi:10.1029/2008JC005216.CrossRef
go back to reference Priestley, M.B. 1981. Spectral analysis and time series, 890 pp. London: Academic. Priestley, M.B. 1981. Spectral analysis and time series, 890 pp. London: Academic.
go back to reference Rasmussen, C., and C. Williams. 2006. Gaussian processes for machine learning. Cambridge: MIT. Rasmussen, C., and C. Williams. 2006. Gaussian processes for machine learning. Cambridge: MIT.
go back to reference Roux, P., K. Sabra, W. Kuperman, and A. Roux. 2005. Ambient noise cross correlation in free space: theoretical approach. The Journal of the Acoustical Society of America 117: 79–84.CrossRef Roux, P., K. Sabra, W. Kuperman, and A. Roux. 2005. Ambient noise cross correlation in free space: theoretical approach. The Journal of the Acoustical Society of America 117: 79–84.CrossRef
Metadata
Title
Cautionary Remarks on the Auto-Correlation Analysis of Self-Similar Time Series
Author
Sung Yong Kim
Copyright Year
2018
DOI
https://doi.org/10.1007/978-3-319-58895-7_11