IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v392y2013i17p3789-3797.html
   My bibliography  Save this article

Singular spectrum analysis and Fisher–Shannon analysis of spring flow time series: An application to Anjar Spring, Lebanon

Author

Listed:
  • Telesca, Luciano
  • Lovallo, Michele
  • Shaban, Amin
  • Darwich, Talal
  • Amacha, Nabil

Abstract

In this study, the time dynamics of water flow from Anjar Spring was investigated, which is one of the major issuing springs in the central part of Lebanon. Likewise, many water sources in Lebanon, this spring has no continuous records for the discharge, and this would prevent the application of standard time series analysis tools. Furthermore, the highly nonstationary character of the series implies that suited methodologies can be employed to get insight into its dynamical features. Therefore, the Singular Spectrum Analysis (SSA) and Fisher–Shannon (FS) method, which are useful methods to disclose dynamical features in noisy nonstationary time series with gaps, are jointly applied to analyze the Anjar Spring water flow series. The SSA revealed that the series can be considered as the superposition of meteo-climatic periodic components, low-frequency trend and noise-like high-frequency fluctuations. The FS method allowed to extract and to identify among all the SSA reconstructed components the long-term trend of the series. The long-term trend is characterized by higher Fisher Information Measure (FIM) and lower Shannon entropy, and thus, represents the main informative component of the whole series. Generally water discharge time series presents very complex time structure, therefore the joint application of the SSA and the FS method would be very useful in disclosing the main informative part of such kind of data series in the view of existing climatic variability and/or anthropogenic challenges.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:phsmap:v:392:y:2013:i:17:p:3789-3797
    DOI: 10.1016/j.physa.2013.04.021
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437113003348
    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.2013.04.021?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 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. Hassani, Hossein, 2007. "Singular Spectrum Analysis: Methodology and Comparison," MPRA Paper 4991, University Library of Munich, Germany.
    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. Lai, Lin & Guo, Kun, 2017. "The performance of one belt and one road exchange rate: Based on improved singular spectrum analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 299-308.

    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 & 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.
    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. 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.
    6. 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.
    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. 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.
    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. 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.
    17. 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.
    18. 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).
    19. Michna, Zbigniew, 2008. "Asymptotic behavior of the supremum tail probability for anomalous diffusions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 413-417.
    20. Nolan, John P., 1998. "Parameterizations and modes of stable distributions," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 187-195, June.

    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:392:y:2013:i:17:p:3789-3797. 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.