Power spectrum and detrended fluctuation analysis: Application to daily temperatures

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 62, Issue 1 A, 2000, Pages 150-160

  Talkner, Peter ^a   Weber, Rudolf O ^a  

^a PAUL SCHERRER INSTITUTE   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

ALGEBRA; ATMOSPHERIC TEMPERATURE; CORRELATION METHODS; FREQUENCIES; FUNCTIONS; MATHEMATICAL MODELS; METEOROLOGY; SPECTRUM ANALYSIS;

AUTOCOVARIANCE; DETRENDED FLUCTUATION ANALYSIS (DFA); INTERMEDIATE FREQUENCY (IF); POWER SPECTRAL DENSITY;

TIME SERIES ANALYSIS;

EID: 0034225862     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.62.150     Document Type: Article

References (22)

1. C.-K. Peng, S. V. Buldyrev, A. L. Goldberger, S. Havlin, F. Sciortino, M. Simons, and H. E. Stanley, Nature (London) 356, 168 (1992).
2. C.-K. Peng, S. V. Buldyrev, A. L. Goldberger, S. Havlin, M. Simons, and H. E. Stanley, Phys. Rev. E 47, 3730 (1993).
3. C.-K. Peng, S. V. Buldyrev, S. Havlin, M. Simons, H. E. Stanley, and A. L. Goldberger, Phys. Rev. E 49, 1685 (1994).
4. E. Koscielny-Bunde, H. E. Roman, A. Bunde, S. Havlin, and H.-J. Schellnhuber, Philos. Mag. B 77, 1331 (1998).
5. S. V. Buldyrev, A. L. Goldberger, S. Havlin, R. N. Mantegna, M. E. Matsa, C.-K. Peng, M. Simons, and H. E. Stanley, Phys. Rev. E 51, 5084 (1995).
6. C. P. Peng, S. Havlin, J. M. Hausdorff, J. Mietus, H. E. Stanley, and A. L. Goldberger, J. Electrocardiol. 28, 59 (1996).
7. R. A. Absil, R. Sepulchre, A. Bilge, and P. Gérard, Physica A 272, 235 (1999).
8. N. Vandewalle and M. Ausloos, Physica A 246, 454 (1997).
9. E. Koscielny-Bunde, A. Bunde, S. Havlin, and Y. Goldreich, Physica A 231, 393 (1996).
10. E. Koscielny-Bunde, A. Bunde, S. Havlin, H. E. Roman, Y. Goldreich, and H.-J. Schellnhuber, Phys. Rev. Lett. 81, 729 (1998).
11. A. A. Tsonis, P. J. Roebber, and J. B. Elsner, Geophys. Res. Lett. 25, 2821 (1998).
12. A. A. Tsonis, P. J. Roebber, and J. B. Elsner, J. Clim. 12, 1534 (1999).
13. W. H. Press, S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery, Numerical Recipes in Fortran. The Art of Scientific Computing, 2nd ed. (Cambridge University Press, Cambridge, 1992).
14. J. M. Mitchell, Jr., Quaternary Research 6, 481 (1976).
15. I. M. Jánosi and G. Vattay, Phys. Rev. A 46, 6386 (1992).
16. E. B. Manoukian, Modern Concepts and Theorems of Mathematical Statistics (Springer-Verlag, New York, 1986).
17. J. D. Pelletier, J. Clim. 10, 1331 (1997).
18. R. O. Weber, P. Talkner, and G. Stefanicki, Geophys. Res. Lett. 21, 673 (1994).
19. I. M. Jánosi, G. Vattay, and A. Harnos, J. Stat. Phys. 93, 919 (1998).
20. Ph. Ladoy, S. Lovejoy, D. Schertzer, in Non-Linear Variability in Geophysics, edited by D. Schertzer and S. Lovejoy (Kluwer, Dordrecht, 1991), p. 241.
21. A. S. Monin, and A. M. Yaglom, Statistical Fluid Mechanics: Mechanics of Turbulence (MIT Press, Cambridge, MA, 1975), Vol. 2.
22. M. S. Bartlett, Suppl. J. Roy. Stat. Soc. 8, 27 (1946).