Article ID Journal Published Year Pages File Type
9727985 Physica A: Statistical Mechanics and its Applications 2005 9 Pages PDF
Abstract
A random walk analysis of pressure and sea-level fluctuations from daily data taken at Trieste during the period 1939-2002 is presented. It is shown that the associated time series display long-time autocorrelations up to time scales of several thousand of days, characterized by a Hurst exponent H≈0.70 for sea-level and H≈0.58 for pressure. The corresponding probability distribution functions depart from the Gaussian shape, displaying asymmetric tails. The series are found to be cross-correlated with a cross-correlation coefficient of about -0.76.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
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