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Long-range correlation and group-occurrence of return intervals of extreme events
Alternative Title极端事件再现时间长程相关性与群发性研究
Wang, QG; Hon, W; Zheng, ZH; Feng, AX; Deng, BS; Deng, BS (reprint author), Lanzhou Univ, Coll Atmospher Scicences, Lanzhou 730000, Peoples R China.
2010-10
Source PublicationACTA PHYSICA SINICA
ISSN1000-3290
Volume59Issue:10Pages:7491-7497
AbstractThis paper studies the long range correlation of the return intervals of extreme events using the method of percent threshold. In view of return intervals of the extreme events, the long range-correlations of return intervals are studied by simulated time series when the extreme events happened. It is found that the constructed extreme event time series also have the characteristics of long-range correlation if the original time series have one. Meanwhile, the scaling exponents of the two time series are very close, it is very different from the return intervals of stochastic series. The probability density function of time series with long-range correlation has significant difference from the stochastic time series. It was found that there is a group-occurrence phenomenon in the return time series with long-range correlation, so a so-called group occurrence index is defined and computed, the stability of the index is also studied. The results show that the reason of the group occurrence of extreme events series is attributed to the long-range correlation of time series.
Other Abstract利用百分位阈值方法定义极端事件,从极端事件再现时间的角度,研究了极端事件发生时间间隔的长程相关性.发现若原时间序列具有长程相关性,则它的极端事件再现时间序列也具有长程相关性;计算表明两者的标度指数α相当接近,这一特性与随机产生的再现时间序列有着本质的差别,再现时间序列的长程相关性是由原序列的长程相关性决定的.具有长程相关性的时间序列再现时间的概率分布明显不同于随机序列,其小值再现时间的概率较大,反映出极端事件的群发现象.本文根据这一特征定义了再现时间的群发性指数,发现时间序列的长程相关性是导致极端事件群发性的原因。
Keywordreturn interval long-range correlation group-occurrence extreme events 再现时间 长程相关性 群发性 极端事件
Subject AreaPhysics
PublisherCHINESE PHYSICAL SOC
Publication PlaceBEIJING
Indexed BySCIE ; CSCD
Language中文
First Inst
Funding Project国家自然科学基金项目 ; 国家科技支撑计划 ; 公益性行业科研专项
Host of Journal中国物理学会
Project NumberNational Natural Science Foundation of China [40875040, 40775048] ; Ministry of Science and Technology of China [2007BAC291301] ; Special Scientific Research Fund of Meteorological Public Welfare Profession of China [GYHY200806005]
WOS IDWOS:000283406400119
CSCD IDCSCD:4035251
Funding OrganizationNSFC ; MOST
SubtypeArticle
IRIDCNKI:0044230
Department[Wang Qi-Guang;
Zheng Zhi-Hai;
Feng Ai-Xia;
Deng Bei-Sheng] Lanzhou Univ, Coll Atmospher Scicences, Lanzhou 730000, Peoples R China;
[Wang Qi-Guang;
Hon Wei] Chinese Acad Sci, Inst Atmospher Phys, Key Lab Reg Climate Environm Res Temperate E Asia, Beijing 100029, Peoples R China;
[Wang Qi-Guang;
Hon Wei] China Meteorol Adm, Natl Climate Ctr, Lab Climate Studies, Beijing 100081, Peoples R China
Citation statistics
Cited Times:5[WOS]   [WOS Record]     [Related Records in WOS]
Cited Times:2[CSCD]   [CSCD Record]
Document Type期刊论文
Identifierhttp://ir.lzu.edu.cn/handle/262010/119167
Collection大气科学学院
Corresponding AuthorDeng, BS (reprint author), Lanzhou Univ, Coll Atmospher Scicences, Lanzhou 730000, Peoples R China.
Recommended Citation
GB/T 7714
Wang, QG,Hon, W,Zheng, ZH,et al. Long-range correlation and group-occurrence of return intervals of extreme events[J]. ACTA PHYSICA SINICA,2010,59(10):7491-7497.
APA Wang, QG,Hon, W,Zheng, ZH,Feng, AX,Deng, BS,&Deng, BS .(2010).Long-range correlation and group-occurrence of return intervals of extreme events.ACTA PHYSICA SINICA,59(10),7491-7497.
MLA Wang, QG,et al."Long-range correlation and group-occurrence of return intervals of extreme events".ACTA PHYSICA SINICA 59.10(2010):7491-7497.
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