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Modelling Turbulent Time Series by BSS-Processes

In: The Fascination of Probability, Statistics and their Applications

Author

Listed:
  • José Ulises Márquez

    (Aarhus University, Department of Mathematics)

  • Jürgen Schmiegel

    (Aarhus University, Department of Mathematics)

Abstract

Brownian semi-stationary processes have been proposed as a class of stochastic models for time series of the turbulent velocity field. We show, by detailed comparison, that these processes are able to reproduce the main characteristics of turbulent data. Furthermore, we present an algorithm that allows to estimate the model parameters from second and third order statistics. As an application we synthesise a turbulent time series measured in a helium jet flow.

Suggested Citation

  • José Ulises Márquez & Jürgen Schmiegel, 2016. "Modelling Turbulent Time Series by BSS-Processes," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 29-52, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-25826-3_3
    DOI: 10.1007/978-3-319-25826-3_3
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