Self-affine Time Series: Measures and Applications in Geophysics
Tuesday, November 13, 2001 - 2:00pm - 3:00pm
A time series is defined to be self-affine if the power-spectral density scales as a power of the frequency. There are two sub classes, fractional Gaussian noises are stationary and can be treated using the rescaled range analysis, fractional Brownian walks are nonstationary and can be analysed using semivariograms. All have long range correlations by definition. Examples are given for global temperature, the geomagnetic field, well logs, topography, solar irradiation, and tree rings.