Skip to Main Content
Book Chapter

Time Series Analysis I

By
Roy E. Plotnick
Roy E. Plotnick
Department of Geological Sciences, University of Illinois, Chicago IL 60680 U.S.A.
Search for other works by this author on:
Karen L. Prestegaard
Karen L. Prestegaard
Department of Geology, University of Maryland, College Park MD 20742 U.S.A.
Search for other works by this author on:
Published:
January 01, 1995

As discussed in Chapter 1, time series whose power spectra exhibit 1/∫ dependency (1/∫, flicker, or pink noise) have long been known to be ubiquitous in natural and experimental systems (Mandelbrot and Wallis, 1968, 1969a, b; Schroeder, 1991). For example, this behavior has been recognized in turbulent velocity fluctuation as measured in laboratory flumes (Nordin et al., 1972; Mollo-Christensen, 1973; Nowell, 1978). Mandelbrot and Wallis (1968, 1969a, b) demonstrated that fractional Brownian motions and discrete fractional Gaussian noises provide mathematical models for these 1/∫ noises (see Chapter 1). In addition, the last few years have witnessed renewed attempts to produce general physical models, such as self-organized criticality (SOC), to explain this behavior (Bak and Chen, 1989; Chapter 2, this volume). In addition to spectral analysis, other techniques, such as rescaled range, autocorrelation, and geostatistics have been applied to the analysis of fractal series. In this chapter we describe these methods and illustrate their use in the analysis of real and synthetic data sets with fractal structure.

You do not currently have access to this article.
Don't already have an account? Register

Figures & Tables

Contents

SEPM Short Course

Nonlinear Dynamics and Fractals: New Numerical Techniques for Sedimentary Data

Gerard V. Middleton
Gerard V. Middleton
McMaster University, Hamilton ON
Search for other works by this author on:
Roy E. Plotnick
Roy E. Plotnick
University of Illinois, Chicago IL
Search for other works by this author on:
David M. Rubin
David M. Rubin
U.S. Geological Survey, Menlo Park CA
Search for other works by this author on:
SEPM Society for Sedimentary Geology
Volume
36
ISBN electronic:
9781565762558
Publication date:
January 01, 1995

GeoRef

References

Related

A comprehensive resource of eBooks for researchers in the Earth Sciences

Close Modal
This Feature Is Available To Subscribers Only

Sign In or Create an Account

Close Modal
Close Modal