Fractal Analysis of Deep Ocean Current Speed Time Series

Laura Cabrera-Brito Departamento de Fisica, Universidad de Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, Las Palmas, Spain

Search for other papers by Laura Cabrera-Brito in
Current site
Google Scholar
PubMed
Close
,
German Rodriguez Applied Marine Physics and Remote Sensing Group, Institute of Environmental Studies and Natural Resources, and Departamento de Fisica, Universidad de Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, Las Palmas, Spain

Search for other papers by German Rodriguez in
Current site
Google Scholar
PubMed
Close
,
Luis García-Weil Applied Marine Physics and Remote Sensing Group, Institute of Environmental Studies and Natural Resources, and Departamento de Fisica, Universidad de Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, Las Palmas, Spain

Search for other papers by Luis García-Weil in
Current site
Google Scholar
PubMed
Close
,
Mercedes Pacheco Applied Marine Physics and Remote Sensing Group, Institute of Environmental Studies and Natural Resources, and Departamento de Fisica, Universidad de Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, Las Palmas, Spain

Search for other papers by Mercedes Pacheco in
Current site
Google Scholar
PubMed
Close
,
Esther Perez Applied Marine Physics and Remote Sensing Group, Institute of Environmental Studies and Natural Resources, and Departamento de Fisica, Universidad de Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, Las Palmas, Spain

Search for other papers by Esther Perez in
Current site
Google Scholar
PubMed
Close
, and
Joanna J. Waniek Leibniz Institute for Baltic Sea Research, Rostock, Germany

Search for other papers by Joanna J. Waniek in
Current site
Google Scholar
PubMed
Close
Restricted access

Abstract

Fractal properties of deep ocean current speed time series, measured at a single-point mooring on the Madeira Abyssal Plain at 1000- and 3000-m depth, are explored over the range between one week and 5 years, by using the detrended fluctuation analysis and multifractal detrended fluctuation analysis methodologies. The detrended fluctuation analysis reveals the existence of two subranges with different scaling behaviors. Long-range temporal correlations following a power law are found in the time-scale range between approximately 50 days and 5 years, while a Brownian motion–type behavior is observed for shorter time scales. The multifractal analysis approach underlines a multifractal structure whose intensity decreases with depth. The analysis of the shuffled and surrogate versions of the original time series shows that multifractality is mainly due to long-range correlations, although there is a weak nonlinear contribution at 1000-m depth, which is confirmed by the detrended fluctuation analysis of volatility time series.

© 2017 American Meteorological Society. For information regarding reuse of this content and general copyright information, consult the AMS Copyright Policy (www.ametsoc.org/PUBSReuseLicenses).

Corresponding author e-mail: German Rodriguez, german.rodriguez@ulpgc.es

Abstract

Fractal properties of deep ocean current speed time series, measured at a single-point mooring on the Madeira Abyssal Plain at 1000- and 3000-m depth, are explored over the range between one week and 5 years, by using the detrended fluctuation analysis and multifractal detrended fluctuation analysis methodologies. The detrended fluctuation analysis reveals the existence of two subranges with different scaling behaviors. Long-range temporal correlations following a power law are found in the time-scale range between approximately 50 days and 5 years, while a Brownian motion–type behavior is observed for shorter time scales. The multifractal analysis approach underlines a multifractal structure whose intensity decreases with depth. The analysis of the shuffled and surrogate versions of the original time series shows that multifractality is mainly due to long-range correlations, although there is a weak nonlinear contribution at 1000-m depth, which is confirmed by the detrended fluctuation analysis of volatility time series.

© 2017 American Meteorological Society. For information regarding reuse of this content and general copyright information, consult the AMS Copyright Policy (www.ametsoc.org/PUBSReuseLicenses).

Corresponding author e-mail: German Rodriguez, german.rodriguez@ulpgc.es
Save
  • Abry, P., D. Veitch, and P. Flandrin, 1998: Long-range dependent: Revisiting aggregation with wavelets. J. Time Ser. Anal., 19, 253266, doi:10.1111/1467-9892.00090.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Ashkenazy, Y., and H. Gildor, 2009: Long-range temporal correlations of ocean surface currents. J. Geophys. Res., 114, C09009, doi:10.1029/2008JC005235.

    • Search Google Scholar
    • Export Citation
  • Ashkenazy, Y., S. Havlin, P. Ivanov, C.-K. Peng, V. Shulte-Frohlinde, and H. Stanley, 2003: Magnitude and sign scaling in power-law correlated time series. Physica A, 323, 1941, doi:10.1016/S0378-4371(03)00008-6.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Bak, P., C. Tang, and K. Wiesenfeld, 1987: Self-organized criticality: An explanation of 1/f noise. Phys. Rev. Lett., 59, 381, doi:10.1103/PhysRevLett.59.381.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Barabasi, A., and H. Stanley, 1995: Fractal Concepts in Surface Growth. University Press, 369 pp.

    • Crossref
    • Export Citation
  • Baranowski, P., J. Krzyszczak, C. Slawinski, H. Hoffmann, J. Kozyra, A. Nierobca, K. Siwek, and A. Gluza, 2015: Multifractal analysis of meteorological time series to assess climate impacts. Climate Res., 65, 3952, doi:10.3354/cr01321.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Barbosa, S., M. Fernandes, and M. Silva, 2006: Long-range dependence in North Atlantic sea level. Physica A, 371, 725731, doi:10.1016/j.physa.2006.03.046.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Bashan, A., R. Bartsch, J. Kantelhardt, and S. Havlin, 2008: Comparison of detrending methods for fluctuation analysis. Physica A, 387, 50805090, doi:10.1016/j.physa.2008.04.023.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Bassingthwaighte, J., L. Liebovitch, and B. West, 1994: Fractal Physiology. Oxford University Press, 355 pp.

    • Crossref
    • Export Citation
  • Beran, J., 1994: Statistics for Long Memory Processes. Chapman and Hall, 320 pp.

  • Bouchaud, J., M. Potters, and M. Meyer, 2000: Apparent multifractality in financial time series. Eur. Phys. J. 13B, 595599.

  • Box, G., G. Jenkins, and G. Reinsel, 1970: Time Series Analysis: Forecasting and Control. J. Wiley and Sons, 729 pp.

  • Bunde, A., and S. Lennartz, 2012: Long-term correlations in earth sciences. Acta Geophys., 60, 562588, doi:10.2478/s11600-012-0034-8.

  • Caraiani, P., 2012: Evidence of multifractality from emerging European stock markets. PLoS One, 7, e40693, doi:10.1371/journal.pone.0040693.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Chen, Z., P. Ivanov, K. Hu, and H. E. Stanley, 2002: Effect of nonstationarities on detrended fluctuation analysis. Phys. Rev., 65E, 041107, doi:10.1103/PhysRevE.65.041107.

    • Search Google Scholar
    • Export Citation
  • Eichner, J., J. Kantelhardt, A. Bunde, and S. Havlin, 2011: The statistics of return intervals, maxima, and centennial events under the influence of long-term correlations. In Extremis: Disruptive Events and Trends in Climate and Hydrology, J. Kropp, and H.-J. Schellnhuber, Eds., Springer, 2–43, doi:10.1007/978-3-642-14863-7_1.

    • Crossref
    • Export Citation
  • Feder, J., 1988: Fractals. Plenum Press, 243 pp.

  • Fründt, B., T. Müller, E. Schulz-Bull, and J. Waniek, 2013: Long-term changes in the thermocline of the subtropical Northeast Atlantic (33°N, 22°W). Prog. Oceanogr., 116, 246260, doi:10.1016/j.pocean.2013.07.004.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Goldberger, A., L. Amaral, J. Hausdorff, P. Ivanov, C.-K. Peng, and H. E. Stanley, 2002: Fractal dynamics in physiology: Alterations with disease and aging. Proc. Natl. Acad. Sci. USA, 99, 24662472, doi:10.1073/pnas.012579499.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Hausdorff, J., and C. Peng, 1996: Multiscaled randomness: A possible source of 1/f noise in biology. Phys. Rev., 54E, 2154, doi:10.1103/PhysRevE.54.2154.

    • Search Google Scholar
    • Export Citation
  • Hu, K., P. Ivanov, Z. Chen, P. Carpena, and H. E. Stanley, 2001: Effect of trends on detrended fluctuation analysis. Phys. Rev., 64E, 011114, doi:10.1103/PhysRevE.64.011114.

    • Search Google Scholar
    • Export Citation
  • Huang, R., 2010: Ocean Circulation: Wind-Driven and Thermohaline Processes. Cambridge University Press, 791 pp.

    • Crossref
    • Export Citation
  • Hurst, H., 1951: Long-term storage capacity of reservoirs. Trans. Amer. Soc. Civ. Eng., 116, 770799.

  • Huybers, P., and W. Curry, 2006: Links between annual, Milankovitch and continuum temperature variability. Nature, 441, 329332, doi:10.1038/nature04745.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Kalisky, T., Y. Ashkenazy, and S. Havlin, 2005: Volatility of linear and nonlinear time series. Phys. Rev., 72E, 011913, doi:10.1103/PhysRevE.72.011913.

    • Search Google Scholar
    • Export Citation
  • Kantelhardt, J., S. Zschiegner, E. Koscielny-Bunde, S. Havlin, A. Bunde, and H. E. Stanley, 2002: Multifractal detrended fluctuation analysis of nonstationary time series. Physica A, 316, 87114, doi:10.1016/S0378-4371(02)01383-3.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Kantelhardt, J., D. Rybski, S. Zschiegner, P. Braun, E. Koscielny-Bunde, V. Livina, S. Havlin, and A. Bunde, 2003: Multifractality of river runoff and precipitation: Comparison of fluctuation analysis and wavelet methods. Physica A, 330, 240245, doi:10.1016/j.physa.2003.08.019.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Lamperti, J., 1962: Semi-stable stochastic processes. Trans. Amer. Math. Soc., 104, 6278, doi:10.1090/S0002-9947-1962-0138128-7.

  • Liu, Y., P. Gopikrishnan, P. Cizeau, M. Meyer, C. Peng, and H. E. Stanley, 1999: Statistical properties of the volatility of price fluctuations. Phys. Rev., 60E, 1390, doi:10.1103/PhysRevE.60.1390.

    • Search Google Scholar
    • Export Citation
  • Livina, V., Z. Kizner, P. Braun, T. Molnar, A. Bunde, and S. Havlin, 2007: Temporal scaling comparison of real hydrological data and model runoff records. J. Hydrol., 336, 186198, doi:10.1016/j.jhydrol.2007.01.014.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Livina, V., Y. Ashkenazy, A. Bunde, and S. Havlin, 2011: Seasonality effects on nonlinear properties of hydrometeorological records. In Extremis: Disruptive Events and Trends in Climate and Hydrology, J. Kropp and H.-J. Schellnhuber, Eds., Springer, 266–284, doi:10.1007/978-3-642-14863-7_13.

    • Crossref
    • Export Citation
  • Makoview, D., and A. Fuliński, 2010: Multifractal detrended fluctuation analysis as the estimator of long-range dependence. Acta Phys. Pol., 41B, 10251049.

    • Search Google Scholar
    • Export Citation
  • Makoview, D., A. Rynkiewicz, R. Gałąska, J. Wdowczyk-Szulc, and M. Żarczyńska-Buchowiecka, 2011: Reading multifractal spectra: Aging by multifractal analysis of heart rate. Europhys. Lett., 94, 68005, doi:10.1209/0295-5075/94/68005.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Malamud, R., and D. Turcotte, 1999: Self-affine time series: Measures of weak and strong persistence. J. Stat. Plann. Inference, 80, 173196, doi:10.1016/S0378-3758(98)00249-3.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Mandelbrot, B. B., and J. R. Wallis, 1969: Some long-run properties of geophysical records. Water Resour. Res., 5, 321340, doi:10.1029/WR005i002p00321.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Mantegna, R., and H. Stanley, 1995: Scaling behavior in the dynamics of an economic index. Nature, 376, 4649, doi:10.1038/376046a0.

  • Matsoukas, C., S. Islam, and I. Rodriguez-Iturbe, 2000: Detrended fluctuation analysis of rainfall and streamflow time series. J. Geophys. Res., 105, 29 16529 172, doi:10.1029/2000JD900419.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Monetti, R., S. Havlin, and A. Bunde, 2003: Long-term persistence in the sea surface temperature fluctuations. Physica A, 320, 581589, doi:10.1016/S0378-4371(02)01662-X.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Müller, T., and J. Waniek, 2013: KIEL276 time series data from moored current meters. GEOMAR Helmholtz-Zentrum für Ozeanforschung Kiel Rep. 13, 239 pp.

  • Muzy, J., E. Bacry, and A. Arneodo, 1991: Wavelets and multifractal formalism for singular signals: Application to turbulence data. Phys. Rev. Lett., 67, 35153518, doi:10.1103/PhysRevLett.67.3515.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Pavlov, A. N., and V. S. Anishchenko, 2007: Multifractal analysis of complex signals. Phys.-Usp., 50, 819, doi:10.1070/PU2007v050n08ABEH006116.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Pelletier, J., and D. Turcottte, 1997: Long-range persistence in climatological and hydrological time series: Analysis, modeling and application to drought hazard assessment. J. Hydrol., 203, 198208, doi:10.1016/S0022-1694(97)00102-9.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Peng, C.-K., S. V. Buldyrev, S. Havlin, M. Simons, H. E. Stanley, and A. L. Goldberger, 1994: Mosaic organization of DNA nucleotides. Phys. Rev., 49E, 1685, doi:10.1103/PhysRevE.49.1685.

    • Search Google Scholar
    • Export Citation
  • Peters, E., 1996: Chaos and Order in the Capital Markets. Wiley and Sons, 277 pp.

  • Pinet, P., 2009: Invitation to Oceanography. Jones and Bartlett, 613 pp.

  • Press, W. H., 1978: Flicker noises in astronomy and elsewhere. Comment. Astrophys., 7, 103119.

  • Rybski, D., A. Bunde, and H. von Storch, 2008: Long-term memory in 1000-year simulated temperature records. J. Geophys. Res., 113, D02106, doi:10.1029/2007JD008568.

    • Search Google Scholar
    • Export Citation
  • Schreiber, T., and A. Schmitz, 1996: Improved surrogate data for nonlinearity tests. Phys. Rev. Lett., 77, 635638, doi:10.1103/PhysRevLett.77.635.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Schreiber, T., and A. Schmitz, 2000: Surrogate time series. Physica D, 142, 346382, doi:10.1016/S0167-2789(00)00043-9.

  • Sharma, A., and Coauthors, 2012: Complexity and extreme events in geosciences: An overview. Extreme Events and Natural Hazards: The Complexity Perspective, Geophys. Monogr., Vol. 196, Amer. Geophys. Union, 1–16, doi:10.1029/2012GM001233.

    • Crossref
    • Export Citation
  • Shimizu, Y., S. Thurner, and K. Ehrenberger, 2002: Multifractal spectra as a measure of complexity in human posture. Fractals, 10, 103116, doi:10.1142/S0218348X02001130.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Stewart, R., 2009: Introduction to Physical Oceanography. Orange Grove Texts Plus, 354 pp.

  • Talkner, P., and R. Weber, 2000: Power spectrum and detrended fluctuation analysis: Application to daily temperatures. Phys. Rev., 62E, 150, doi:10.1103/PhysRevE.62.150.

    • Search Google Scholar
    • Export Citation
  • Talley, L., G. Pickard, W. J. Emery, and J. Swift, 2011: Descriptive Physical Oceanography: An Introduction. Elsevier, 555 pp.

    • Crossref
    • Export Citation
  • Taqqu, M., V. Teverovsky, and W. Willinger, 1997: Is network traffic self-similar or multifractal? Fractals, 5, 63, doi:10.1142/S0218348X97000073.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Theiler, J., S. Eubank, A. Longtin, B. Galdrikian, and J. Farmer, 1992: Testing for nonlinearity in time series: The method of surrogate data. Physica D, 58, 7794, doi:10.1016/0167-2789(92)90102-S.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • van Aken, H., 2007: The Oceanic Thermohaline Circulation: An Introduction. Springer Science and Business Media, 326 pp.

    • Crossref
    • Export Citation
  • Willinger, W., M. Taqqu, W. Sherman, and D. Wilson, 1997: Self-similarity through high variability: Statistical analysis of Ethernet LAN traffic at the source level. IEEE/ACM Trans. Networking, 5, 7186, doi:10.1109/90.554723.

    • Crossref
    • Search Google Scholar
    • Export Citation
All Time Past Year Past 30 Days
Abstract Views 0 0 0
Full Text Views 1630 795 21
PDF Downloads 373 65 6