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

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  • 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
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    References listed on IDEAS

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    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.
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    Cited by:

    1. Potgieter, Petrus H., 2009. "Fractal asset returns, arbitrage and option pricing," Chaos, Solitons & Fractals, Elsevier, vol. 42(3), pages 1792-1795.
    2. 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.

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