Research Article

Multiscaling comparative analysis of time series and geophysical phenomena

  1. Nicola Scafetta1,*,
  2. Bruce J. West1,2

Article first published online: 18 APR 2005

DOI: 10.1002/cplx.20076

Issue

Complexity

Complexity

Special Issue: Understanding Complex Systems: Part II

Volume 10, Issue 4, pages 51–56, March/April 2005

Additional Information

How to Cite

Scafetta, N. and West, B. J. (2005), Multiscaling comparative analysis of time series and geophysical phenomena. Complexity, 10: 51–56. doi: 10.1002/cplx.20076

Author Information

  1. 1

    Physics Department, Duke University, Durham, North Carolina 27708

  2. 2

    Mathematics Division, Army Research Office, Research Triangle Park, North Carolina 27709

*Physics Department, Duke University, Durham, North Carolina 27708

Publication History

  1. Issue published online: 18 APR 2005
  2. Article first published online: 18 APR 2005
  3. Manuscript Accepted: 16 DEC 2004
  4. Manuscript Received: 14 NOV 2004

Funded by

  • ARO. Grant Number: DAAG5598D0002

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Keywords:

  • scaling exponents;
  • geophysical systems;
  • scaling coefficient;
  • Lévy-walk time series;
  • fractal Gaussian time series

Abstract

Different methods are used to determine the scaling exponents associated with a time series describing a complex dynamical process, such as those observed in geophysical systems. Many of these methods are based on the numerical evaluation of the variance of a diffusion process whose step increments are generated by the data. An alternative method focuses on the direct evaluation of the scaling coefficient of the Shannon entropy of the same diffusion distribution. The combined use of these methods can efficiently distinguish between fractal Gaussian and Lévy-walk time series and help to discern between alternative underling complex dynamics. © 2005 Wiley Periodicals, Inc. Complexity 10: 51–56, 2005

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