Spurious dimension estimates from time series of geomagnetic indices

Details Spurious dimension estimates from time series of geomagnetic indices Spurious dimension estimates from time series of geomagnetic indices

Aug 1992

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1992georl..19.1623p&link_type=abstract

Geophysical Research Letters (ISSN 0094-8534), vol. 19, no. 15, Aug. 3, 1992, p. 1623-1626. Research supported by University of

Physics

36

Autocorrelation, Earth Magnetosphere, Geomagnetism, Liapunov Functions, Time Series Analysis, Chaos, Indexes, Mathematical Models, Temporal Distribution

Scientific paper

Problems associated with the estimation of the dimension of nonstationary time series with long autocorrelation times, such as AE and AL indices, are examined, and ways of overcoming these problems are discussed. The results presented here suggest that previous estimates of the dimension of AE time series were caused by long autocorrelation times and not by the dynamics of the system. Calculation of the largest Liapunov exponent also supports the absence of low-dimensional chaos.

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