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Generalized Cauchy model of sea level fluctuations with long-range dependence

Ming Li and Jia-Yue Li

Physica A: Statistical Mechanics and its Applications, 2017, vol. 484, issue C, 309-335

Abstract: This article suggests the contributions with two highlights. One is to propose a novel model of sea level fluctuations (sea level for short), which is called the generalized Cauchy (GC) process. It provides a new outlook for the description of local and global behaviors of sea level from a view of fractal in that the fractal dimension D that measures the local behavior of sea level and the Hurst parameter H which characterizes the global behavior of sea level are independent of each other. The other is to show that sea level appears multi-fractal in both spatial and time. Such a meaning of multi-fractal is new in the sense that a pair of fractal parameters (D, H) of sea level is varying with measurement sites and time. This research exhibits that the ranges of D and H of sea level, in general, are 1≤D<2 and 0.50.96 for all data records at all measurement sites, implying that strong LRD may be a general phenomenon of sea level. On the other side, regarding with the local behavior, we will reveal that there appears D=1 or D≈1 for data records at a few stations and at some time, but D>0.96 at most stations and at most time, meaning that sea level may appear highly local irregularity more frequently than weak local one.

Keywords: Modeling sea level fluctuation; Local roughness; Long-range dependence; Generalized Cauchy process; Geostatistics (search for similar items in EconPapers)
Date: 2017
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Handle: RePEc:eee:phsmap:v:484:y:2017:i:c:p:309-335