Nonlinear volatility of river flux fluctuations.

نویسندگان

  • Valerie N Livina
  • Yosef Ashkenazy
  • Peter Braun
  • Roberto Monetti
  • Armin Bunde
  • Shlomo Havlin
چکیده

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.

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عنوان ژورنال:
  • Physical review. E, Statistical, nonlinear, and soft matter physics

دوره 67 4 Pt 1  شماره 

صفحات  -

تاریخ انتشار 2003