Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9727985 | Physica A: Statistical Mechanics and its Applications | 2005 | 9 Pages |
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 Hâ0.70 for sea-level and Hâ0.58 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
Authors
Alessandro Beretta, H. Eduardo Roman, Fabio Raicich, Fulvio Crisciani,