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  Extreme event return times in long-term memory processes near 1/f

Blender, R., Fraedrich, K. F., & Sienz, F. (2008). Extreme event return times in long-term memory processes near 1/f. Nonlinear Processes in Geophysics, 15(4), 557-565. doi:10.5194/npg-15-557-2008.

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 Creators:
Blender, Richard1, Author           
Fraedrich, Klaus F., Author           
Sienz, Frank, Author           
Affiliations:
1A 1 - Climate Variability and Predictability, Research Area A: Climate Dynamics and Variability, The CliSAP Cluster of Excellence, External Organizations, ou_1863478              

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Free keywords: TOGA COARE; VARIABILITY; NOISE; PERSISTENCE; KINETICS
 Abstract: The distribution of extreme event return times and their correlations are analyzed in observed and simulated long-term memory (LTM) time series with 1/f power spectra. The analysis is based on tropical temperature and mixing ratio (specific humidity) time series from TOGA COARE with 1 min resolution and an approximate 1/f power spectrum. Extreme events are determined by PeakOver-Threshold (POT) crossing. The Weibull distribution represents a reasonable fit to the return time distributions while the power-law predicted by the stretched exponential for 1/f deviates considerably. For a comparison and an analysis of the return time predictability, a very long simulated time series with an approximate 1/f spectrum is produced by a fractionally differenced (FD) process. This simulated data confirms the Weibull distribution (a power law can be excluded). The return time sequences show distinctly weaker long-term correlations than the original time series (correlation exponent (gamma) over bar approximate to 0.56).

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Language(s): eng - English
 Dates: 2008
 Publication Status: Issued
 Pages: -
 Publishing info: -
 Table of Contents: -
 Rev. Type: Peer
 Identifiers: ISI: 000259989200006
DOI: 10.5194/npg-15-557-2008
 Degree: -

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Title: Nonlinear Processes in Geophysics
Source Genre: Journal
 Creator(s):
Affiliations:
Publ. Info: -
Pages: - Volume / Issue: 15 (4) Sequence Number: - Start / End Page: 557 - 565 Identifier: ISSN: 1539-3755
CoNE: https://pure.mpg.de/cone/journals/resource/954925225012_1