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Empirical determination of the scaling properties and exponents of time series presents a formidable challenge in testing, and developing, a theoretical understanding of turbulence and other out-of-equilibrium phenomena. We discuss the special case of self affine time series in the context of a stochastic process. We highlight two complementary approaches to the differenced variable of the data: i) attempting a scaling collapse of the Probability Density Functions which should then be well described by the solution of the corresponding Fokker-Planck equation and ii) using structure functions to determine the scaling properties of the higher order moments. We consider a method of conditioning that recovers the underlying self affine scaling in a finite length time series, and illustrate it using a Lévy flight.\u

Topics:
QC

Publisher: Copernicus GmbH

Year: 2005

OAI identifier:
oai:wrap.warwick.ac.uk:589

Provided by:
Warwick Research Archives Portal Repository

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