IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v391y2012i20p4711-4719.html
   My bibliography  Save this article

Power spectrum and Fisher–Shannon information plane analysis of tidal records

Author

Listed:
  • Lovallo, Michele
  • Pierini, Jorge O.
  • Telesca, Luciano

Abstract

The time dynamics of tidal fluctuations measured in three sites in Bahia Blanca Estuary (central Argentina), Ingeniero White, Puerto Belgrano and Torre Mareografica, are analyzed. To investigate the time series of the tidal waves we used two different approaches: the power spectral density (PSD) and the Fisher–Shannon (FS) information plane. The PSD permitted: (i) the identification of diurnal, semi-diurnal and higher frequency cycles in all the three tidal signals, and (ii) the detection of two different dynamical regimes (scaling and white-noise), involving respectively timescales lower and higher than about 2–2.5 days. The FS method, which allows to gain insight into the complex structure of a time series, quantifying its degree of organization and order, was applied to the residual tidal series (after removing the main cycles) and permitted to identify a period of low organization in the tidal signal measured at Puerto Belgrano.

Suggested Citation

  • Lovallo, Michele & Pierini, Jorge O. & Telesca, Luciano, 2012. "Power spectrum and Fisher–Shannon information plane analysis of tidal records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4711-4719.
    • Handle: RePEc:eee:phsmap:v:391:y:2012:i:20:p:4711-4719
    DOI: 10.1016/j.physa.2012.05.047
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437112004189
    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.2012.05.047?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. Aleksander Janicki & Aleksander Weron, 1994. "Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number hsbook9401, December.
    2. Telesca, Luciano & Lovallo, Michele & Hsu, Han-Lun & Chen, Chien-Chih, 2011. "Analysis of dynamics in magnetotelluric data by using the Fisher–Shannon method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(7), pages 1350-1355.
    3. Martin, M.T. & Perez, J. & Plastino, A., 2001. "Fisher information and nonlinear dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 291(1), pages 523-532.
    4. Telesca, Luciano & Lovallo, Michele & Ramirez-Rojas, Alejandro & Angulo-Brown, Fernando, 2009. "A nonlinear strategy to reveal seismic precursory signatures in earthquake-related self-potential signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(10), pages 2036-2040.
    5. Telesca, Luciano, 2007. "Cycles, scaling and crossover phenomenon in length of the day (LOD) time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(2), pages 459-464.
    Full references (including those not matched with items on IDEAS)

    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. Telesca, Luciano & Lovallo, Michele & Alcaz, Vasile & Ilies, Ion, 2015. "Site-dependent organization structure of seismic microtremors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 541-547.
    2. Telesca, Luciano & Lovallo, Michele & Chamoli, Ashutosh & Dimri, V.P. & Srivastava, K., 2013. "Fisher–Shannon analysis of seismograms of tsunamigenic and non-tsunamigenic earthquakes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3424-3429.
    3. Telesca, Luciano & Lovallo, Michele & Mohamed, Abuo El-Ela Amin & ElGabry, Mohamed & El-hady, Sherif & Elenean, Kamal M. Abou & ElBary, Rafaat ElShafey Fat, 2012. "Informational analysis of seismic sequences by applying the Fisher Information Measure and the Shannon entropy: An application to the 2004–2010 seismicity of Aswan area (Egypt)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(9), pages 2889-2897.
    4. Moreno-Torres, Lucia Rebeca & Gomez-Vieyra, Armando & Lovallo, Michele & Ramírez-Rojas, Alejandro & Telesca, Luciano, 2018. "Investigating the interaction between rough surfaces by using the Fisher–Shannon method: Implications on interaction between tectonic plates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 560-565.
    5. Telesca, Luciano & Lovallo, Michele & Shaban, Amin & Darwich, Talal & Amacha, Nabil, 2013. "Singular spectrum analysis and Fisher–Shannon analysis of spring flow time series: An application to Anjar Spring, Lebanon," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3789-3797.
    6. Telesca, Luciano & Lovallo, Michele & Babayev, Gulam & Kadirov, Fakhraddin, 2013. "Spectral and informational analysis of seismicity: An application to the 1996–2012 seismicity of the Northern Caucasus–Azerbaijan part of the greater Caucasus–Kopet Dag region," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 6064-6078.
    7. Potirakis, S.M. & Minadakis, G. & Eftaxias, K., 2012. "Analysis of electromagnetic pre-seismic emissions using Fisher information and Tsallis entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 300-306.
    8. Guignard, Fabian & Lovallo, Michele & Laib, Mohamed & Golay, Jean & Kanevski, Mikhail & Helbig, Nora & Telesca, Luciano, 2019. "Investigating the time dynamics of wind speed in complex terrains by using the Fisher–Shannon method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 611-621.
    9. Telesca, Luciano & Lovallo, Michele & Alcaz, Vasile & Ilies, Ion, 2014. "Investigating the inner time properties of seismograms by using the Fisher Information Measure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 409(C), pages 154-161.
    10. Telesca, Luciano & Lovallo, Michele & Hsu, Han-Lun & Chen, Chien-Chih, 2011. "Analysis of dynamics in magnetotelluric data by using the Fisher–Shannon method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(7), pages 1350-1355.
    11. Telesca, Luciano & Lovallo, Michele & Romano, Gerardo & Konstantinou, Konstantinos I. & Hsu, Han-Lun & Chen, Chien-chih, 2014. "Using the informational Fisher–Shannon method to investigate the influence of long-term deformation processes on geoelectrical signals: An example from the Taiwan orogeny," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 340-351.
    12. Telesca, Luciano & Lovallo, Michele & Ramirez-Rojas, Alejandro & Angulo-Brown, Fernando, 2009. "A nonlinear strategy to reveal seismic precursory signatures in earthquake-related self-potential signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(10), pages 2036-2040.
    13. Li, Xudong & Telesca, Luciano & Lovallo, Michele & Xu, Xuan & Zhang, Jun & Song, Weiguo, 2020. "Spectral and informational analysis of pedestrian contact force in simulated overcrowding conditions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 555(C).
    14. Makoto Maejima & Gennady Samorodnitsky, 1999. "Certain Probabilistic Aspects of Semistable Laws," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(3), pages 449-462, September.
    15. Lombardi, Marco J. & Calzolari, Giorgio, 2009. "Indirect estimation of [alpha]-stable stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2298-2308, April.
    16. Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004. "Simulation of risk processes," Papers 2004,01, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    17. Foad Shokrollahi & Marcin Marcin Magdziarz, 2020. "Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate," Papers 2007.12228, arXiv.org, revised Nov 2020.
    18. Furrer, Hansjorg & Michna, Zbigniew & Weron, Aleksander, 1997. "Stable Lévy motion approximation in collective risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 20(2), pages 97-114, September.
    19. Stosic, Tatijana & Telesca, Luciano & Stosic, Borko, 2021. "Multiparametric statistical and dynamical analysis of angular high-frequency wind speed time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
    20. Ortobelli, Sergio & Rachev, Svetlozar & Schwartz, Eduardo, 2000. "The Problem of Optimal Asset Allocation with Stable Distributed Returns," University of California at Los Angeles, Anderson Graduate School of Management qt3zd6q86c, Anderson Graduate School of Management, UCLA.

    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:391:y:2012:i:20:p:4711-4719. 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.