Characterization of turbulence stability through the identification of multifractional Brownian motions
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 var...
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| Format: | Article |
| Language: | English |
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Copernicus Publications
2013-02-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/20/97/2013/npg-20-97-2013.pdf |
| _version_ | 1818530861974290432 |
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| author | K. C. Lee |
| author_facet | K. C. Lee |
| author_sort | K. C. Lee |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-11T17:25:03Z |
| format | Article |
| id | doaj.art-0decea0f1dc64488a7e190e7a872f080 |
| institution | Directory Open Access Journal |
| issn | 1023-5809 1607-7946 |
| language | English |
| last_indexed | 2024-12-11T17:25:03Z |
| publishDate | 2013-02-01 |
| publisher | Copernicus Publications |
| record_format | Article |
| series | Nonlinear Processes in Geophysics |
| spelling | doaj.art-0decea0f1dc64488a7e190e7a872f0802022-12-22T00:57:00ZengCopernicus PublicationsNonlinear Processes in Geophysics1023-58091607-79462013-02-012019710610.5194/npg-20-97-2013Characterization of turbulence stability through the identification of multifractional Brownian motionsK. C. LeeMultifractional 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.http://www.nonlin-processes-geophys.net/20/97/2013/npg-20-97-2013.pdf |
| spellingShingle | K. C. Lee Characterization of turbulence stability through the identification of multifractional Brownian motions Nonlinear Processes in Geophysics |
| title | Characterization of turbulence stability through the identification of multifractional Brownian motions |
| title_full | Characterization of turbulence stability through the identification of multifractional Brownian motions |
| title_fullStr | Characterization of turbulence stability through the identification of multifractional Brownian motions |
| title_full_unstemmed | Characterization of turbulence stability through the identification of multifractional Brownian motions |
| title_short | Characterization of turbulence stability through the identification of multifractional Brownian motions |
| title_sort | characterization of turbulence stability through the identification of multifractional brownian motions |
| url | http://www.nonlin-processes-geophys.net/20/97/2013/npg-20-97-2013.pdf |
| work_keys_str_mv | AT kclee characterizationofturbulencestabilitythroughtheidentificationofmultifractionalbrownianmotions |