Stochastic Analysis of Scaling Time Series

From Turbulence Theory to Applications
Erscheinungsjahr 2016
ISBN: 978-1-107-06761-5
Verlag: Cambridge University Press

Buch, Englisch, 226 Seiten, Format (B × H): 177 mm x 254 mm, Gewicht: 598 g

Multi-scale systems, involving complex interacting processes that occur over a range of temporal and spatial scales, are present in a broad range of disciplines. Several methodologies exist to retrieve this multi-scale information from a given time series; however, each method has its own limitations. This book presents the mathematical theory behind the stochastic analysis of scaling time series, including a general historical introduction to the problem of intermittency in turbulence, as well as how to implement this analysis for a range of different applications. Covering a variety of statistical methods, such as Fourier analysis and wavelet transforms, it provides readers with a thorough understanding of the techniques and when to apply them. New techniques to analyse stochastic processes, including empirical mode decomposition, are also explored. Case studies, in turbulence and ocean sciences, are used to demonstrate how these statistical methods can be applied in practice, for students and researchers.

Autoren/Hrsg.

Schmitt, François G

Huang, Yongxiang

Fachgebiete

• Geowissenschaften Umweltwissenschaften Umweltwissenschaften
• Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
• Technische Wissenschaften Umwelttechnik | Umwelttechnologie Umwelttechnik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Geowissenschaften Umweltwissenschaften Umwelttechnik
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Geowissenschaften Geologie Marine Geologie, Ozeanographie (Meereskunde)
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Technische Wissenschaften Maschinenbau | Werkstoffkunde Technische Mechanik | Werkstoffkunde Technische Thermodynamik

Inhaltsverzeichnis

Preface; 1. Introduction: a multiscale and turbulent-like world; 2. Homogeneous turbulence and intermittency; 3. Scaling and intermittent stochastic processes; 4. New methodologies to deal with nonlinear and scaling time series; 5. Applications: case studies in turbulence; 6. Applications: case studies in ocean and atmospheric sciences; References; Index.

Über Autor(innen)

Schmitt, François G
François G. Schmitt is Research Professor in the Laboratory of Oceanography and Geosciences at the Centre National de la Recherche Scientifique (CNRS), France. His research interests include turbulence and nonlinear variability in geophysics, marine turbulence, and multifractal analysis and modelling.

Huang, Yongxiang
Yongxiang Huang is Associate Professor in the State Key Laboratory of Marine Environmental Science at Xiamen University, China. He was awarded the 2013 Division Outstanding Young Scientists Award by the European Geosciences Union in Nonlinear Processes in Geosciences.