Nonlinear volatility of river flux fluctuations

Valerie N. Livina, Yosef Ashkenazy, Peter Braun, Roberte Monetti, Armin Bunde, Shlomo Havlin

Research output: Contribution to journalArticlepeer-review

47 Scopus citations

Abstract

We study the spectral properties of the magnitudes of daily river flux increments, the volatility. The volatility series exhibits (i) strong seasonal periodicity and (ii) power-law correlations for time scales less than 1 yr. We test the nonlinear properties of the river flux increment series by randomizing its Fourier phases and find that the surrogate volatility series (i) has almost no seasonal periodicity and (ii) is weakly correlated for time scales less than 1 yr. We quantify the degree of nonlinearity by measuring (i) the amplitude of the power spectrum at the seasonal peak and (ii) the correlation power-law exponent of the volatility series.

Original languageEnglish
Pages (from-to)4
Number of pages1
JournalPhysical Review E
Volume67
Issue number4
DOIs
StatePublished - 1 Jan 2003
Externally publishedYes

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