IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v347y2005icp695-703.html
   My bibliography  Save this article

Long-time correlations of sea-level and local atmospheric pressure fluctuations at Trieste

Author

Listed:
  • Beretta, Alessandro
  • Roman, H. Eduardo
  • Raicich, Fabio
  • Crisciani, Fulvio

Abstract

A random walk analysis of pressure and sea-level fluctuations from daily data taken at Trieste during the period 1939–2002 is presented. It is shown that the associated time series display long-time autocorrelations up to time scales of several thousand of days, characterized by a Hurst exponent H≈0.70 for sea-level and H≈0.58 for pressure. The corresponding probability distribution functions depart from the Gaussian shape, displaying asymmetric tails. The series are found to be cross-correlated with a cross-correlation coefficient of about -0.76.

Suggested Citation

  • Beretta, Alessandro & Roman, H. Eduardo & Raicich, Fabio & Crisciani, Fulvio, 2005. "Long-time correlations of sea-level and local atmospheric pressure fluctuations at Trieste," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 347(C), pages 695-703.
    • Handle: RePEc:eee:phsmap:v:347:y:2005:i:c:p:695-703
    DOI: 10.1016/j.physa.2004.08.027
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437104011148
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2004.08.027?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kantelhardt, Jan W & Eduardo Roman, H & Greiner, Martin, 1995. "Discrete wavelet approach to multifractality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 220(3), pages 219-238.
    2. Kantelhardt, Jan W & Koscielny-Bunde, Eva & Rego, Henio H.A & Havlin, Shlomo & Bunde, Armin, 2001. "Detecting long-range correlations with detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 295(3), pages 441-454.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Pyko, Nikita S. & Pyko, Svetlana A. & Markelov, Oleg A. & Karimov, Artur I. & Butusov, Denis N. & Zolotukhin, Yaroslav V. & Uljanitski, Yuri D. & Bogachev, Mikhail I., 2018. "Assessment of cooperativity in complex systems with non-periodical dynamics: Comparison of five mutual information metrics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1054-1072.
    2. Potgieter, Petrus H., 2009. "Fractal asset returns, arbitrage and option pricing," Chaos, Solitons & Fractals, Elsevier, vol. 42(3), pages 1792-1795.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wang, Fang & Wang, Lin & Chen, Yuming, 2022. "Multi-affine visible height correlation analysis for revealing rich structures of fractal time series," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    2. Lavička, Hynek & Kracík, Jiří, 2020. "Fluctuation analysis of electric power loads in Europe: Correlation multifractality vs. Distribution function multifractality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    3. Vitanov, Nikolay K. & Sakai, Kenshi & Dimitrova, Zlatinka I., 2008. "SSA, PCA, TDPSC, ACFA: Useful combination of methods for analysis of short and nonstationary time series," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 187-202.
    4. Muchnik, Lev & Bunde, Armin & Havlin, Shlomo, 2009. "Long term memory in extreme returns of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(19), pages 4145-4150.
    5. Zhong, Meirui & Zhang, Rui & Ren, Xiaohang, 2023. "The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 123(C).
    6. Currenti, Gilda & Negro, Ciro Del & Lapenna, Vincenzo & Telesca, Luciano, 2005. "Fluctuation analysis of the hourly time variability of volcano-magnetic signals recorded at Mt. Etna Volcano, Sicily (Italy)," Chaos, Solitons & Fractals, Elsevier, vol. 23(5), pages 1921-1929.
    7. El Alaoui, Marwane & Benbachir, Saâd, 2013. "Multifractal detrended cross-correlation analysis in the MENA area," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5985-5993.
    8. Gerlich, Nikolas & Rostek, Stefan, 2015. "Estimating serial correlation and self-similarity in financial time series—A diversification approach with applications to high frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 434(C), pages 84-98.
    9. Laura Raisa Miloş & Cornel Haţiegan & Marius Cristian Miloş & Flavia Mirela Barna & Claudiu Boțoc, 2020. "Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets," Sustainability, MDPI, vol. 12(2), pages 1-15, January.
    10. Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008. "Empirical shape function of limit-order books in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5182-5188.
    11. Delignières, Didier & Marmelat, Vivien, 2014. "Strong anticipation and long-range cross-correlation: Application of detrended cross-correlation analysis to human behavioral data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 47-60.
    12. Nagarajan, Radhakrishnan & Kavasseri, Rajesh G., 2005. "Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 354(C), pages 182-198.
    13. Martin D. Gould & Mason A. Porter & Stacy Williams & Mark McDonald & Daniel J. Fenn & Sam D. Howison, 2010. "Limit Order Books," Papers 1012.0349, arXiv.org, revised Apr 2013.
    14. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
    15. Gu, Gao-Feng & Ren, Fei & Ni, Xiao-Hui & Chen, Wei & Zhou, Wei-Xing, 2010. "Empirical regularities of opening call auction in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(2), pages 278-286.
    16. Wei, Kun & Zhang, Youxin & Luo, Yi, 2018. "Variance-mediated multifractal analysis of group participation in chasing a single dangerous prey," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1275-1287.
    17. Chiarucci, Riccardo & Ruzzenenti, Franco & Loffredo, Maria I., 2014. "Detecting spatial homogeneity in the World Trade Web with Detrended Fluctuation Analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 1-7.
    18. Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009. "Detrended fluctuation analysis of intertrade durations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 433-440.
    19. Jiang, Lei & Zhang, Jiping & Liu, Xinwei & Li, Fei, 2016. "Multi-fractal scaling comparison of the Air Temperature and the Surface Temperature over China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 783-792.
    20. Sidorov, S.P. & Faizliev, A.R. & Balash, V.A. & Korobov, E.A., 2016. "Long-range correlation analysis of economic news flow intensity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 205-212.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:347:y:2005:i:c:p:695-703. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.