Extreme event return times in long-term memory processes near 1/<i>f</i>
The distribution of extreme event return times and their correlations are analyzed in observed and simulated long-term memory (LTM) time series with 1/<i>f</i> power spectra. The analysis is based on tropical temperature and mixing ratio (specific humidity) time series from TOGA COARE wi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2008-07-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/15/557/2008/npg-15-557-2008.pdf |
| _version_ | 1818961573522178048 |
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| author | F. Sienz K. Fraedrich R. Blender |
| author_facet | F. Sienz K. Fraedrich R. Blender |
| author_sort | F. Sienz |
| collection | DOAJ |
| description | The distribution of extreme event return times and their correlations are analyzed in observed and simulated long-term memory (LTM) time series with 1/<i>f</i> power spectra. The analysis is based on tropical temperature and mixing ratio (specific humidity) time series from TOGA COARE with 1 min resolution and an approximate 1/<i>f</i> power spectrum. Extreme events are determined by Peak-Over-Threshold (POT) crossing. The Weibull distribution represents a reasonable fit to the return time distributions while the power-law predicted by the stretched exponential for 1/<i>f</i> deviates considerably. <br><br> For a comparison and an analysis of the return time predictability, a very long simulated time series with an approximate 1/<i>f</i> spectrum is produced by a fractionally differenced (FD) process. This simulated data confirms the Weibull distribution (a power law can be excluded). The return time sequences show distinctly weaker long-term correlations than the original time series (correlation exponent <span style="text-decoration:overline">γ</span>≈0.56). |
| first_indexed | 2024-12-20T12:15:35Z |
| format | Article |
| id | doaj.art-2105f2fbda084be7844c686777717e7b |
| institution | Directory Open Access Journal |
| issn | 1023-5809 1607-7946 |
| language | English |
| last_indexed | 2024-12-20T12:15:35Z |
| publishDate | 2008-07-01 |
| publisher | Copernicus Publications |
| record_format | Article |
| series | Nonlinear Processes in Geophysics |
| spelling | doaj.art-2105f2fbda084be7844c686777717e7b2022-12-21T19:41:08ZengCopernicus PublicationsNonlinear Processes in Geophysics1023-58091607-79462008-07-01154557565Extreme event return times in long-term memory processes near 1/<i>f</i>F. SienzK. FraedrichR. BlenderThe distribution of extreme event return times and their correlations are analyzed in observed and simulated long-term memory (LTM) time series with 1/<i>f</i> power spectra. The analysis is based on tropical temperature and mixing ratio (specific humidity) time series from TOGA COARE with 1 min resolution and an approximate 1/<i>f</i> power spectrum. Extreme events are determined by Peak-Over-Threshold (POT) crossing. The Weibull distribution represents a reasonable fit to the return time distributions while the power-law predicted by the stretched exponential for 1/<i>f</i> deviates considerably. <br><br> For a comparison and an analysis of the return time predictability, a very long simulated time series with an approximate 1/<i>f</i> spectrum is produced by a fractionally differenced (FD) process. This simulated data confirms the Weibull distribution (a power law can be excluded). The return time sequences show distinctly weaker long-term correlations than the original time series (correlation exponent <span style="text-decoration:overline">γ</span>≈0.56).http://www.nonlin-processes-geophys.net/15/557/2008/npg-15-557-2008.pdf |
| spellingShingle | F. Sienz K. Fraedrich R. Blender Extreme event return times in long-term memory processes near 1/<i>f</i> Nonlinear Processes in Geophysics |
| title | Extreme event return times in long-term memory processes near 1/<i>f</i> |
| title_full | Extreme event return times in long-term memory processes near 1/<i>f</i> |
| title_fullStr | Extreme event return times in long-term memory processes near 1/<i>f</i> |
| title_full_unstemmed | Extreme event return times in long-term memory processes near 1/<i>f</i> |
| title_short | Extreme event return times in long-term memory processes near 1/<i>f</i> |
| title_sort | extreme event return times in long term memory processes near 1 i f i |
| url | http://www.nonlin-processes-geophys.net/15/557/2008/npg-15-557-2008.pdf |
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