Scaling in the space climatology of the auroral indices: Is SOC the only possible explanation ?

The study of the robust features of the magnetosphere is motivated both by new "whole system" approaches, and by the idea of "space climate" as opposed to "space weather". We enumerate these features for the AE index, and discuss whether self-organised criticality (SOC) is the most natural explanation of the "stylised facts" so far known for AE. We identify and discuss some open questions, answers to which will clarify the extent to which AE's properties provide evidence for SOC. We then suggest an SOC-like reconnection-based scenario drawing on the result of Craig(2001) as an explanation of the very recent demonstration by Uritsky et al(2001b) of power laws in several properties of spatiotemporal features seen in auroral images.Comment: 24 pages including 7 figures. Based on an invited talk given at the IAGA meeting in Hanoi, Vietnam, August 2000. Retitled v2 has revisions, clearer statement of intent of paper i.e. part review/part critique/some new suggestions, and 1 new figure. In press, Nonlinear Processes in Geophysic

Pseudo-nonstationarity in the scaling exponents of finite-interval time series

The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently, a stationary stochastic process (time series) can yield anomalous time variation in the scaling exponents, suggestive of nonstationarity. The variance in the estimates of scaling exponents computed from an interval of N observations is known for finite variance processes to vary as ~1/N as N for certain statistical estimators; however, the convergence to this behavior will depend on the details of the process, and may be slow. We study the variation in the scaling of second-order moments of the time-series increments with N for a variety of synthetic and “real world” time series, and we find that in particular for heavy tailed processes, for realizable N, one is far from this ~1/N limiting behavior. We propose a semiempirical estimate for the minimum N needed to make a meaningful estimate of the scaling exponents for model stochastic processes and compare these with some “real world” time series

Signatures of dual scaling regimes in a simple avalanche model for magnetospheric activity

Recently, the paradigm that the dynamic magnetosphere displays sandpile-type phenomenology has been advanced, in which energy dissipation is by means of avalanches which do not have an intrinsic scale. This may in turn imply that the system is in a self-organised critical (SOC) state. Indicators of internal processes are consistent with this, examples are the power-law dependence of the power spectrum of auroral indices, and in situ magnetic field observations in the earth's geotail. However substorm statistics exhibit probability distributions with characteristic scales. In this paper we discuss a simple sandpile model which yields for energy discharges due to internal reorganisation a probability distribution that is a power-law, whereas systemwide discharges (flow of “sand” out of the system) form a distinct group whose probability distribution has a well defined mean. When the model is analysed over its full dynamic range, two regimes having different inverse power-law statistics emerge. These correspond to reconfigurations on two distinct length scales: short length scales sensitive to the discrete nature of the sandpile model, and long length scales up to the system size which correspond to the continuous limit of the model. The latter are anticipated to correspond to large-scale systems such as the magnetosphere. Since the energy inflow may be highly variable, the response of the sandpile model is examined under strong or variable loading and it is established that the power-law signature of the large-scale internal events persists. The interval distribution of these events is also discussed

A brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA

Long memory plays an important role in many fields by determining the behaviour and predictability of systems; for instance, climate, hydrology, finance, networks and DNA sequencing. In particular, it is important to test if a process is exhibiting long memory since that impacts the accuracy and confidence with which one may predict future events on the basis of a small amount of historical data. A major force in the development and study of long memory was the late Benoit B. Mandelbrot. Here we discuss the original motivation of the development of long memory and Mandelbrot's influence on this fascinating field. We will also elucidate the sometimes contrasting approaches to long memory in different scientific communitiesComment: 40 page