Characterization of turbulence stability through the identification of multifractional Brownian motionsopen access
- Authors
- Lee, Ki Chun
- Issue Date
- Feb-2013
- Publisher
- COPERNICUS GESELLSCHAFT MBH
- Citation
- Nonlinear Processes in Geophysics, v.20, no.1, pp.97 - 106
- Indexed
- SCIE
SCOPUS
- Journal Title
- Nonlinear Processes in Geophysics
- Volume
- 20
- Number
- 1
- Start Page
- 97
- End Page
- 106
- URI
- https://scholarworks.bwise.kr/hanyang/handle/2021.sw.hanyang/163464
- DOI
- 10.5194/npg-20-97-2013
- ISSN
- 1023-5809
- Abstract
- 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.
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