HR: 11:50h
AN: H32C-07    [Abstracts]
TI: Testing multifractality and multiplicativity using surrogates
AU: * Venugopal, V
EM: venu@msi.umn.edu
AF: St. Anthony Falls Lab, University of Minnesota 2 3rd Avenue SE, Minneapolis, MN 55414 United States
AU: Foufoula-Georgiou, E
EM: efi@umn.edu
AF: St. Anthony Falls Lab, University of Minnesota 2 3rd Avenue SE, Minneapolis, MN 55414 United States
AU: Roux, S
EM: sroux@ens-lyon.fr
AF: Laboratoire de Physique, Ecole Normale Superieure de Lyon 46 Allée d'Italie Lyon Cédex 07, Lyon, 69364 France
AU: Arneodo, A
EM: alain.arneodo@ens-lyon.fr
AF: Laboratoire de Physique, Ecole Normale Superieure de Lyon 46 Allée d'Italie Lyon Cédex 07, Lyon, 69364 France
AB: Surrogates have been extensively used in the context of nonlinear analysis, and have recently been introduced in the context of multifractal analysis. In this work, we show that surrogates can indeed form a powerful tool to test the presence of intermittency (multifractality) and multiplicativity in geophysical series. Specifically, by computing the two-point correlation in the wavelet transform space, namely the two-point magnitude correlation functions, we are able to show that surrogates of multiplicative cascades exhibit monofractal behavior, and do not display long-range dependence. We also caution against spurious inferences that can come from a multiplicative process superimposed on a low-frequency component. We present results from simulated multifractal processes (both of the conservative and non-conservative types) and from rainfall series.
DE: 1854 Precipitation (3354)
DE: 3270 Time series analysis (1872, 4277, 4475)
DE: 3280 Wavelet transform (3255, 4455)
DE: 4440 Fractals and multifractals
DE: 4475 Scaling: spatial and temporal (1872, 3270, 4277)
SC: Hydrology [H]
MN: Fall Meeting 2005