Nonlinear volatility of river flux fluctuations

被引：41

作者：

Livina, VN ^{[1
]}

Ashkenazy, Y

Braun, P

Monetti, R

Bunde, A

Havlin, S

机构：

[1] Bar Ilan Univ, Minerva Ctr, IL-52900 Ramat Gan, Israel

[2] Bar Ilan Univ, Dept Phys, IL-52900 Ramat Gan, Israel

[3] MIT, Dept Earth Atmospher & Planetary Sci, Cambridge, MA 02139 USA

[4] Bayer Landesamt Wasserwirtschaft, D-80636 Munich, Germany

[5] Max Planck Inst Extraterr Phys, CIPS, D-85749 Garching, Germany

[6] Univ Giessen, Inst Theoret Phys 3, D-35392 Giessen, Germany

来源：

PHYSICAL REVIEW E | 2003年 / 67卷 / 04期

关键词：

D O I：

10.1103/PhysRevE.67.042101

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

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.

引用

页数：4

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