Modelling Turbulent Time Series by BSS-Processes

José Ulises Márquez () and Jürgen Schmiegel ()
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José Ulises Márquez: Aarhus University, Department of Mathematics
Jürgen Schmiegel: Aarhus University, Department of Mathematics

A chapter in The Fascination of Probability, Statistics and their Applications, 2016, pp 29-52 from Springer

Abstract: Abstract Brownian semi-stationary processes have been proposed as a class of stochastic models for time series of the turbulent velocity field. We show, by detailed comparison, that these processes are able to reproduce the main characteristics of turbulent data. Furthermore, we present an algorithm that allows to estimate the model parameters from second and third order statistics. As an application we synthesise a turbulent time series measured in a helium jet flow.

Keywords: Turbulence; Brownian semi-stationary processes; Ambit fields (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-25826-3_3

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DOI: 10.1007/978-3-319-25826-3_3

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