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Detecting Stochastic Behaviour and Scaling Laws in Time Series of Geomagnetic Daily Means |
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| Authors: | L Telesca V Cuomo V Lapenna M Macchiato C Serio |
| Institution: | Ist. di Metodologie Avanzate di Analisi Ambientale del CNR, Tito Scalo (PZ), Italy 85050., IT Dip. di Scienze Fisiche, Università Federico II, Naples, Italy 80125., IT Dip. di Ingegneria e Fisica dell’Ambiente, Università della Basilicata, Potenza, Italy 85100., IT |
| Abstract: | —We use advanced methods to extract quantitative time dynamics from geomagnetic signals. In particular we analyse daily geomagnetic time series measured at three stations in Norway. The dynamics of geomagnetic measurements has been investigated using autoregressive models. The procedure is based on two forecasting approaches: the global autoregressive approximation and the local autoregressive approximation. The first technique views the data as a realisation of a linear stochastic process, whereas the second considers them as a realisation of a deterministic process, supposedly non-linear. The comparison of the predictive skill of the two techniques is a strong test to discriminate between low-dimensional chaos and stochastic dynamics. Our findings suggest that the physical system governing the phenomena is characterised by a stochastic dynamics, and the process could be described by numerous degrees of freedom. We also investigated the kind of stochasticity of the geomagnetic signals, analysing the power spectrum density. We identify a power law P(?)∝?-α, with the scaling exponent α which is a typical fingerprint of irregular processes. In this analysis we use the Higuchi method, which presents an interesting relationship between the fractal dimension D and the spectral power law scaling index α. |
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