Nonlinear Volatility of River Flux Fluctuations

Details Nonlinear Volatility of River Flux Fluctuations Nonlinear Volatility of River Flux Fluctuations

2002-09-25

arxiv.org/abs/cond-mat/0209586v1

Physics

Condensed Matter

Statistical Mechanics

5 revtex pages, 6 pages

Scientific paper

10.1103/PhysRevE.67.042101

We study the spectral properties of the magnitudes of river flux increments, the volatility. The volatility series exhibits (i) strong seasonal periodicity and (ii) strongly power-law correlations for time scales less than one year. We test the nonlinear properties of the river flux increment series by randomizing its Fourier phases and find that the surrogate volatility series (i) has almost no seasonal periodicity and (ii) is weakly correlated for time scales less than one year. We quantify the degree of nonlinearity by measuring (i) the amplitude of the power spectrum at the seasonal peak and (ii) the correlation power-law exponent of the volatility series.

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